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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Derivative"
~subject:"Taiwan"
~type_genre:"Article in journal"
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Derivative
Taiwan
Theorie
93
Theory
93
Hedging
82
Derivat
46
China
39
USA
32
United States
32
Börsenkurs
25
Share price
25
Volatility
24
Volatilität
24
Estimation
23
Schätzung
23
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22
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22
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21
Rohstoffderivat
21
Capital income
20
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20
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18
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Lien, Da-hsiang Donald
Liu, Jin-tan
48
Chang, Hung-hao
36
Shen, Chung-hua
31
Lee, Cheng F.
29
Yang, Chih-Hai
29
Benth, Fred Espen
27
Huang, Tai-hsin
24
Chiu, Yung-ho
23
Fu, Tsu-tan
23
Fung, Hung-gay
23
Jarrow, Robert A.
23
Lee, Tzong-ru
23
Schive, Chi
23
Chang, Tsangyao
22
Chen, Ching-fu
21
Chou, Shin-yi
20
Hammitt, James K.
20
Hull, John
20
Kit, Pong Wong
20
Yen, Gi-li
20
Fabozzi, Frank J.
19
Tsou, Meng-wen
19
Yu, Ming-miin
19
Chen, Tser-yieth
18
Irwin, Scott H.
18
Aw, Bee-yan
17
Chen, Tain-Jy
17
Liu, Yu-jane
17
Shu, Pei-gi
17
Wang, Jiann-chyuan
17
Yeh, Yin-hua
17
Yu, Min-Teh
17
Chang, Ching-cheng
16
Chung, Huimin
16
García, Philip
16
Huang, Yen-sheng
16
Lee, Yen-Hsien
16
Ryu, Doojin
16
Tao, Hung-lin
16
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Conference "Opportunities and Challenges Post Recent Financial Crisis" <2013, Taipei>
1
Guo li Tai wan shi fan da xue
1
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The journal of futures markets
21
International review of economics & finance : IREF
5
Review of quantitative finance and accounting
5
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of economics and finance
3
Applied financial economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in investment analysis and portfolio management : a research annual
1
Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
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International journal of financial markets and derivatives
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1
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1
Journal of multinational financial management
1
Journal of regulatory economics
1
Pacific economic review
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Pacific-Basin finance journal
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Zi you zhong guo zhi gong ye
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ECONIS (ZBW)
59
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59
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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
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
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
4
Whose trades contribute more to price discovery? : evidence from the Taiwan stock exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 213-263
Persistent link: https://www.econbiz.de/10014342030
Saved in:
5
Order choices : an intraday analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Lo, Hsiang-Yu
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534201
Saved in:
6
Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Pan, Chiu-Ting
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 239-268
Persistent link: https://www.econbiz.de/10012233225
Saved in:
7
Whose trades move stock prices? : evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Lin, Zong-Wei
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 25-50
Persistent link: https://www.econbiz.de/10012390645
Saved in:
8
Order price clustering, size clustering, and stock price movements: evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Hung, I-Chung
- In:
Journal of empirical finance
52
(
2019
),
pp. 149-177
Persistent link: https://www.econbiz.de/10012170684
Saved in:
9
Price limit changes and market quality in the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Zhu, Jia-De
; …
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 239-258
Persistent link: https://www.econbiz.de/10012169533
Saved in:
10
Trading aggressiveness, order execution quality, and stock price movements : evidence from the Taiwan stock exchange
Hung, Pi-Hsia
;
Lien, Da-hsiang Donald
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 231-251
Persistent link: https://www.econbiz.de/10012128011
Saved in:
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