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~isPartOf:"Applied financial economics"
~language:"eng"
~person:"Apergēs, Nikolaos"
~person:"Lien, Da-hsiang Donald"
~person:"Nijkamp, Peter"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Estimation
4
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4
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3
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2
Derivat
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Derivative
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Apergēs, Nikolaos
Lien, Da-hsiang Donald
Nijkamp, Peter
Faff, Robert W.
19
Madura, Jeff
19
Brooks, Robert
18
McMillan, David G.
16
Hamori, Shigeyuki
10
Moosa, Imad A.
10
Coakley, Jerry
9
Hassan, M. Kabir
9
Poshakwale, Sunil S.
9
Taylor, Mark P.
9
Caporale, Guglielmo Maria
8
Darrat, Ali F.
8
Power, David M.
8
Speight, Alan E. H.
8
Akhigbe, Aigbe O.
7
Becchetti, Leonardo
7
Chelley-Steeley, Patricia L.
7
Fabozzi, Frank J.
7
Lucey, Brian M.
7
McGuinness, Paul B.
7
Mehdian, Seyed M.
7
Serletis, Apostolos
7
Smith, Graham
7
Sosvilla-Rivero, Simón
7
Steeley, James M.
7
Wohar, Mark E.
7
Ferruz Agudo, Luis
6
Franses, Philip Hans
6
Fraser, Patricia
6
Gandar, John M.
6
Morana, Claudio
6
Murinde, Victor
6
Peel, David
6
Satchell, Stephen
6
Zuber, Richard A.
6
Allen, David E.
5
Blake, David
5
Brooks, Chris
5
Chatrath, Arjun
5
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Applied financial economics
The journal of futures markets
51
Energy economics
39
International review of economics & finance : IREF
37
Applied economics
35
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
32
Applied economics letters
20
Tourism economics : the business and finance of tourism and recreation
20
International review of financial analysis
18
Economics letters
17
The North American journal of economics and finance : a journal of financial economics studies
16
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
14
Economic modelling
14
Finance research letters
14
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
13
Journal of international financial markets, institutions & money
13
Journal of regional science
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Papers in regional science : the journal of the Regional Science Association International
11
Asia-Pacific journal of regional science
10
International journal of foresight and innovation policy : IJFIP
10
International journal of transport economics : IJTE
10
Letters in spatial and resource sciences : LSRS
10
Growth and change : a journal of urban and regional policy
9
International regional science review
9
Journal of policy modeling : JPMOD ; a social science forum of world issues
9
Networks and spatial economics : a journal of infrastructure modeling and computation
9
Regional studies
9
Tijdschrift voor economische en sociale geografie : TESG
9
Atlantic economic journal : AEJ
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International journal of economic research
8
International regional science review : IRSR ; an international forum for economists, geographers, planners and other social scientists
8
Journal of economic studies
8
Socio-economic planning sciences : the international journal of public sector decision-making
8
International journal of finance & economics : IJFE
7
Journal of urban management
7
Region : the journal of ERSA
7
Regional science policy and practice : RSPP
7
Technological forecasting & social change : an international journal
7
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1
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
Saved in:
2
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
3
Accounting information and excess stock returns : the role of the cost of capital ; new evidence from US firm-level data
Apergēs, Nikolaos
;
Artikis, George P.
;
Eleftheriou, Sofia
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 321-329
Persistent link: https://www.econbiz.de/10009581364
Saved in:
4
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
5
Firm-level return dispersion and correlation asymmetry : challenges for portfolio diversification
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 447-456
Persistent link: https://www.econbiz.de/10001971231
Saved in:
6
Impulse responses in a threshold cointegrated system : the case of natural gas markets
Root, T. H.
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
13
(
2003
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10001725720
Saved in:
7
Evaluating the hedging performance of the constant-correlation GARCH model
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 791-798
Persistent link: https://www.econbiz.de/10001711924
Saved in:
8
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
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