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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Derivative"
~type_genre:"Article in journal"
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Derivative
Theorie
93
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93
Hedging
82
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46
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39
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32
United States
32
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25
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25
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Lien, Da-hsiang Donald
Benth, Fred Espen
27
Jarrow, Robert A.
23
Hull, John
20
Kit, Pong Wong
20
Fabozzi, Frank J.
18
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
15
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White, Alan
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14
Brooks, Robert
13
Frino, Alex
13
Gouriéroux, Christian
13
Fung, Hung-gay
12
Escobar, Marcos
11
Faff, Robert W.
11
Moser, James T.
11
Barone-Adesi, Giovanni
10
Boyle, Phelim P.
10
Chance, Don M.
10
Gay, Gerald D.
10
Kavussanos, Manolis G.
10
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10
Odening, Martin
10
Pirrong, Craig
10
Platen, Eckhard
10
Tse, Yiuman
10
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9
Batten, Jonathan A.
9
Brenner, Menachem
9
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9
Crépey, Stéphane
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
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
Global finance journal
1
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1
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1
Journal of emerging markets
1
Journal of regulatory economics
1
Pacific economic review
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Research in finance
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Review of Pacific Basin financial markets and policies
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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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21
Contract settlement specification and price discovery : empirical evidence in Australia individual share futures market
Lien, Da-hsiang Donald
;
Li, Yang
- In:
International review of economics & finance : IREF
12
(
2003
)
4
,
pp. 495-512
Persistent link: https://www.econbiz.de/10001891955
Saved in:
22
Downside risk for short long hedgers
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
12
(
2003
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
Saved in:
23
The effect of liquidity constraints on futures hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
23
(
2002
)
6
,
pp. 603-613
Persistent link: https://www.econbiz.de/10001769712
Saved in:
24
Futures hedging under mark-to-market risk
Lien, Da-hsiang Donald
;
Li, Anlong
- In:
The journal of futures markets
23
(
2002
)
4
,
pp. 389-398
Persistent link: https://www.econbiz.de/10001765136
Saved in:
25
Options expiration effects and the role of individual share futures contracts
Lien, Da-hsiang Donald
;
Yang, Li
- In:
The journal of futures markets
23
(
2003
)
11
,
pp. 1107-1118
Persistent link: https://www.econbiz.de/10001795042
Saved in:
26
Hedging gas bills with weather derivatives
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of economics and finance
26
(
2002
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10001747917
Saved in:
27
Multiperiod strip hedging of forward commitments
Lien, Da-hsiang Donald
;
Shaffer, David R.
- In:
Review of quantitative finance and accounting
18
(
2002
)
4
,
pp. 345-358
Persistent link: https://www.econbiz.de/10001677064
Saved in:
28
Risk aversion, disappointment aversion, and futures hedging
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
22
(
2002
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001646603
Saved in:
29
Some recent developments in futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 357-396
Persistent link: https://www.econbiz.de/10001686261
Saved in:
30
Corporate income tax and futures hedging
Lien, Da-hsiang Donald
;
Metz, Michael
- In:
Journal of economics and finance
25
(
2001
)
3
,
pp. 308-315
Persistent link: https://www.econbiz.de/10001662851
Saved in:
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