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~isPartOf:"The journal of futures markets"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Lien, Da-hsiang Donald"
~person:"Zhang, Jin E."
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Article"
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Lien, Da-hsiang Donald
Zhang, Jin E.
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The journal of futures markets
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International review of economics & finance : IREF
33
Applied economics
14
The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Journal of economics and finance
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Review of derivatives research
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Journal of population economics
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Journal of risk and financial management : JRFM
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Pacific economic review
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ECONIS (ZBW)
75
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1
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10
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75
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date (oldest first)
1
An empirical study on the early exercise premium of American options : evidence from OEX and XEO options
Li, Weihan
;
Zhang, Jin E.
;
Ruan, Xinfeng
;
Aschakulporn, …
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1117-1153
Persistent link: https://www.econbiz.de/10014553955
Saved in:
2
An intraday analysis of block orders on the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Wu, Yi-Hsien
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 133-147
Persistent link: https://www.econbiz.de/10014427948
Saved in:
3
A new measure of fund window dressing and its application to Chinese mutual fund market
Yu, Xiaojian
;
Liu, Jianlin
;
Lien, Da-hsiang Donald
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 63-72
Persistent link: https://www.econbiz.de/10014428174
Saved in:
4
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
5
The volatility index and volatility risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
6
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
7
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
8
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
9
Public grants awarded to private firms : a mixed duopoly analysis
Firoozi, Fathali
;
Lien, Da-hsiang Donald
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 90-96
Persistent link: https://www.econbiz.de/10012655027
Saved in:
10
Who knows more and makes more? : a perspective of order submission decisions across investor types
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Chen, Hung-Ju
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 381-398
Persistent link: https://www.econbiz.de/10012655075
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