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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Dissertation u.a. Prüfungsschriften"
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USA
Volatility
Theorie
93
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93
Hedging
82
Derivat
46
Derivative
46
China
39
United States
32
Börsenkurs
25
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25
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24
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53
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Article in journal
Dissertation u.a. Prüfungsschriften
Aufsatz in Zeitschrift
53
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English
Author
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Lien, Da-hsiang Donald
Gupta, Rangan
238
Cebula, Richard J.
174
Bahmani-Oskooee, Mohsen
163
Wohar, Mark E.
107
Neumark, David
104
Gil-Alaña, Luis A.
101
Viscusi, W. Kip
100
Bouri, Elie
97
Uri, Noel Dean
97
Poterba, James M.
94
Ma, Feng
88
Gruber, Jonathan
87
McAleer, Michael
86
Hammoudeh, Shawkat
84
Madura, Jeff
82
Apergēs, Nikolaos
79
Partridge, Mark D.
79
Caporale, Guglielmo Maria
78
Glaeser, Edward L.
78
Krueger, Alan B.
77
Serletis, Apostolos
77
Tiwari, Aviral Kumar
76
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Heckman, James J.
72
Cutler, David M.
70
Feldstein, Martin S.
70
Payne, James E.
70
Jorgenson, Dale Weldeau
69
Card, David E.
68
Mishra, Ashok K.
68
Mixon, Franklin G.
68
Sirmans, Clemon F.
68
Audretsch, David B.
65
Slemrod, Joel
65
Fabozzi, Frank J.
64
Goodwin, Barry K.
64
McMillan, David G.
64
Ewing, Bradley T.
63
Hassan, M. Kabir
63
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The journal of futures markets
10
International review of economics & finance : IREF
6
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
3
International review of financial analysis
3
Journal of economics and finance
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Journal of forecasting
2
Journal of regulatory economics
2
Advances in futures and options research : a research annual
1
Applied financial economics
1
Contemporary economic policy : a journal of Western Economic Association International
1
Economic modelling
1
Finance research letters
1
International journal of managerial finance : IJMF
1
Journal of emerging markets
1
Journal of international financial markets, institutions & money
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Oxford bulletin of economics and statistics
1
Pacific-Basin finance journal
1
Quarterly journal of business and economics : QJBE
1
Review of quantitative finance and accounting
1
The energy journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
53
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53
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
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:
3
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
4
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:
5
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
6
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
7
Effectiveness of augmented dollar-cost averaging
Kapalczynski, Anna
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821443
Saved in:
8
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
9
Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations
Hsu, Chih-Hsiang
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 600-621
Persistent link: https://www.econbiz.de/10012486839
Saved in:
10
Who affects who? : oil price against the stock return of oil-related companies : evidence from the U.S. and China
Lv, Xin
;
Lien, Da-hsiang Donald
;
Yu, Chang
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 85-100
Persistent link: https://www.econbiz.de/10012485709
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