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~isPartOf:"Applied financial economics"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Kang, Jangkoo"
~person:"Lien, Da-hsiang Donald"
~type_genre:"Article in journal"
~type_genre:"Article"
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Hedging
39
Theorie
37
Theory
37
Derivat
25
Derivative
25
USA
10
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10
Option trading
8
Optionsgeschäft
8
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7
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Kang, Jangkoo
Lien, Da-hsiang Donald
Webb, Robert I.
29
Faff, Robert W.
23
Brooks, Robert
22
McMillan, David G.
22
Frino, Alex
19
Madura, Jeff
19
Tse, Yiuman
19
Fung, Joseph K. W.
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Wang, George H. K.
16
Daigler, Robert T.
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Brorsen, B. Wade
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Chatrath, Arjun
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13
Ap Gwilym, Owain
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Hamori, Shigeyuki
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Kit, Pong Wong
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Kolb, Robert W.
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Yang, Jian
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Chou, Robin K.
11
Hung, Mao-Wei
11
Liao, Szu-Lang
11
Locke, Peter R.
11
Moosa, Imad A.
11
Speight, Alan E. H.
11
Chung, San-lin
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Coakley, Jerry
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Ma, Christopher K.
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Ramchander, Sanjay
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Hassan, M. Kabir
9
Kurov, Alexander
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Poshakwale, Sunil S.
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Shrestha, Keshab
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Applied financial economics
The journal of futures markets
International review of economics & finance : IREF
34
The North American journal of economics and finance : a journal of financial economics studies
20
International review of financial analysis
13
Applied economics
11
Economics letters
11
Pacific-Basin finance journal
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Finance research letters
8
Review of quantitative finance and accounting
8
Education economics
6
Asia-Pacific journal of financial studies
5
Journal of banking & finance
4
Journal of economics and finance
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
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Applied economics letters
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Economic and political studies : EPS
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Economic modelling
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Journal of development economics
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Journal of population economics
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Pacific economic review
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Research in finance
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The International trade journal
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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Advances in investment analysis and portfolio management : a research annual
2
Advances in quantitative analysis of finance and accounting : a research annual
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China economic review : an international journal
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Emerging markets, finance and trade : EMFT
2
Energy economics
2
Global finance journal
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International journal of business and economics
2
International journal of managerial finance : IJMF
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Journal of economic behavior & organization : JEBO
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Journal of empirical finance
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Journal of financial markets
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Journal of managerial psychology
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Journal of multinational financial management
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ECONIS (ZBW)
69
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1
Who has an edge in trading index derivatives?
Jang, Jeewon
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 325-348
Persistent link: https://www.econbiz.de/10014293070
Saved in:
2
Who and what drives informed options trading after the market opens?
Kang, Jongho
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 338-364
Persistent link: https://www.econbiz.de/10012817917
Saved in:
3
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
4
Momentum in international commodity futures markets
Kang, Jangkoo
;
Kwon, Kyungyoon
- In:
The journal of futures markets
37
(
2017
)
8
,
pp. 803-835
Persistent link: https://www.econbiz.de/10011950886
Saved in:
5
Estimation of market information shares : a comparison
Lien, Da-hsiang Donald
;
Wang, Zijun
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011569017
Saved in:
6
Is the information on the higher moments of underlying returns correctly reflected in option prices?
Kang, Jangkoo
;
Lee, Soonhee
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 722-744
Persistent link: https://www.econbiz.de/10011568552
Saved in:
7
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
8
Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin
;
Kang, Jangkoo
;
Suh, Sangwon
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 127-147
Persistent link: https://www.econbiz.de/10011348461
Saved in:
9
Production and anticipatory hedging under time-inconsistent preferences
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 961-985
Persistent link: https://www.econbiz.de/10011392715
Saved in:
10
Exchange-traded funds, liquidity and volatility
Krause, Timothy
;
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1617-1630
Persistent link: https://www.econbiz.de/10010460931
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