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~isPartOf:"The journal of futures markets"
~isPartOf:"World development : the multi-disciplinary international journal devoted to the study and promotion of world development"
~language:"eng"
~person:"Lepone, Andrew"
~person:"Lien, Da-hsiang Donald"
~type_genre:"Article in journal"
~type_genre:"Article"
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Lepone, Andrew
Lien, Da-hsiang Donald
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The journal of futures markets
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
International review of economics & finance : IREF
36
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
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Applied economics
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ECONIS (ZBW)
61
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1
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:
2
Enforcement and political power in anticorruption : evidence from China
Li, Li
;
Lien, Da-hsiang Donald
;
Wu, Yiping
;
Zhao, Yang
- In:
World development : the multi-disciplinary …
98
(
2017
),
pp. 133-147
Persistent link: https://www.econbiz.de/10011923330
Saved in:
3
Are hedgers informed? : an examination of the price impact of large trades in illiquid agricultural futures markets
Frino, Alex
;
Lepone, Andrew
;
Mollica, Vito
;
Zhang, Shunquan
- In:
The journal of futures markets
36
(
2016
)
6
,
pp. 612-622
Persistent link: https://www.econbiz.de/10011568463
Saved in:
4
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:
5
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:
6
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:
7
Do options strategy traders have a disadvantage? : evidence from the Australian options market
Flint, Anthony
;
Lepone, Andrew
;
Yang, Jin Young
- In:
The journal of futures markets
34
(
2014
)
9
,
pp. 838-852
Persistent link: https://www.econbiz.de/10010507932
Saved in:
8
Price discovery in interrelated markets
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
Saved in:
9
Dynamic and asymmetric dependences between Chinese Yuan and other Asia-Pacific currencies
Lien, Da-hsiang Donald
;
Wu, Chongfeng
;
Li, Yang
;
Zhou, …
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 696-723
Persistent link: https://www.econbiz.de/10009779089
Saved in:
10
Dynamic dependence between liquidity and the S&P 500 index futures-cash basis
Lien, Da-hsiang Donald
;
Lim, Gerui
;
Li, Yang
;
Zhou, Chunyang
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10009725623
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