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~subject:"Derivative"
~subject:"Securities trading"
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98
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98
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40
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32
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Lien, Da-hsiang Donald
59
Hung, Pi-Hsia
9
Tse, Yiu Kuen
6
Hennessy, David A.
2
Kit, Pong Wong
2
Leggio, Karyl B.
2
Li, Yang
2
Metz, Michael
2
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Shrestha, Keshab
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Demirer, Rıza
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Hung, I-Chung
1
Kang, Joseph C.
1
Kwak, Soojong
1
Lee, Hsiu-chuan
1
Leung, Wai Kin
1
Li, Anlong
1
Lin, Zong-Wei
1
Liu, Lihong
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Lo, Hsiang-Yu
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Luo, Xiangdong
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21
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5
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5
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3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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ECONIS (ZBW)
59
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1
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:
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
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:
4
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:
5
Who knows more and makes more? : a perspective of order submission decisions across investor types
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Chen, Hung-Ju
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 381-398
Persistent link: https://www.econbiz.de/10012655075
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
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:
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
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:
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