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~language:"eng"
~language:"fra"
~person:"Kraus, Sascha"
~person:"Lien, Da-hsiang Donald"
~subject:"Derivative"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Derivative
Entrepreneurship
103
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82
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Kraus, Sascha
Lien, Da-hsiang Donald
Benth, Fred Espen
27
Jarrow, Robert A.
24
Fabozzi, Frank J.
21
Hull, John
20
Kit, Pong Wong
20
Irwin, Scott H.
18
García, Philip
16
Ryu, Doojin
16
Brigo, Damiano
15
Carr, Peter
15
Subrahmanyam, Marti G.
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Wang, Xingchun
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15
White, Alan
15
Whaley, Robert E.
14
Brooks, Robert
13
Frino, Alex
13
Gouriéroux, Christian
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Fung, Hung-gay
12
Batten, Jonathan A.
11
Chance, Don M.
11
Escobar, Marcos
11
Faff, Robert W.
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Lee, Cheng F.
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Moser, James T.
11
Barone-Adesi, Giovanni
10
Boyle, Phelim P.
10
Figlewski, Stephen
10
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10
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10
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10
Tse, Yiuman
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9
Brenner, Menachem
9
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9
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The journal of futures markets
21
International review of economics & finance : IREF
4
Journal of economics and finance
3
Review of quantitative finance and accounting
3
Applied financial economics
2
Advances in investment analysis and portfolio management : a research annual
1
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1
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1
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1
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1
Journal of regulatory economics
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Research in finance
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Review of Pacific Basin financial markets and policies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
46
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1
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
2
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng
;
Chung, Huimin
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
Saved in:
3
A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
4
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
5
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:
6
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
7
Hedging pressure and delivery risk explanations of futures risk premia
Roongsangmanoon, Charnwut
;
Chen, Andrew H.
;
Kang, Joseph C.
- In:
Research in finance
25
(
2009
),
pp. 303-331
Persistent link: https://www.econbiz.de/10009306651
Saved in:
8
A note on estimating the benefit of a composite hedge
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 711-716
Persistent link: https://www.econbiz.de/10003715126
Saved in:
9
A survey of emerging derivatives markets
Lien, Da-hsiang Donald
;
Zhang, Mei
- In:
Emerging markets finance & trade : a journal of the …
44
(
2008
)
2
,
pp. 39-69
Persistent link: https://www.econbiz.de/10003703839
Saved in:
10
The dynamic of volatility spillovers in Chinese futures markets
Chan, Leo H.
;
Lien, Da-hsiang Donald
;
Leung, Wai Kin
- In:
Journal of emerging markets
12
(
2007
)
1
,
pp. 34-43
Persistent link: https://www.econbiz.de/10003455731
Saved in:
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