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~type_genre:"Article in journal"
~person:"Lien, Da-hsiang Donald"
~person:"Schwartz, Robert A."
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Securities trading
20
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20
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13
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13
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10
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10
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8
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Lien, Da-hsiang Donald
Schwartz, Robert A.
Frino, Alex
24
O'Hara, Maureen
24
Van Ness, Robert A.
21
Chung, Kee H.
18
Van Ness, Bonnie F.
17
Garvey, Ryan
16
Metghalchi, Massoud
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Subrahmanyam, Avanidhar
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Wu, Fei
14
Cartea, Álvaro
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Easley, David
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Lepone, Andrew
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Marshall, Ben R.
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Hung, Pi-Hsia
12
Theissen, Erik
12
Blau, Benjamin
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Gomber, Peter
11
Hendershott, Terrence
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Jaimungal, Sebastian
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Kalev, Petko S.
11
Ibikunle, Gbenga
10
Ryu, Doojin
10
Schiereck, Dirk
10
Sensoy, Ahmet
10
Comerton-Forde, Carole
9
McInish, Thomas H.
9
Aitken, Michael J.
8
Boehmer, Ekkehart
8
Gregoriou, Andros
8
Huu Nhan Duong
8
Menkveld, Albert J.
8
Pascual, Roberto
8
Rhee, S. Ghon
8
Saar, Gideon
8
Visaltanachoti, Nuttawat
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Werner, Ingrid M.
8
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7
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Review of quantitative finance and accounting
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International review of economics & finance : IREF
2
Journal of financial markets
2
Financial markets, institutions & instruments
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
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1
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
20
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
11
Order revelation at market openings
Chakraborty, Archishman
;
Pagano, Michael S.
;
Schwartz, …
- In:
Journal of financial markets
15
(
2012
)
2
,
pp. 127-150
Persistent link: https://www.econbiz.de/10009614495
Saved in:
12
Accentuated intraday stock price volatility : what is the cause?
Ozenbas, Deniz
;
Pagano, Michael S.
;
Schwartz, Robert A.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 45-55
Persistent link: https://www.econbiz.de/10003980024
Saved in:
13
Market sidedness : insights into motives for trade initiation
Sarkar, Asani
;
Schwartz, Robert A.
- In:
The journal of finance : the journal of the American …
64
(
2009
)
1
,
pp. 375-423
Persistent link: https://www.econbiz.de/10003853120
Saved in:
14
A proposal to stabilize stock prices
Schwartz, Robert A.
- In:
The journal of trading
4
(
2009
)
2
,
pp. 50-57
Persistent link: https://www.econbiz.de/10003842351
Saved in:
15
The economic value of a trading floor : evidence from the American Stock Exchange
Handa, Puneet
;
Schwartz, Robert A.
;
Tiwari, Ashish
- In:
The journal of business : B
77
(
2004
)
2
,
pp. 331-355
Persistent link: https://www.econbiz.de/10002095253
Saved in:
16
Cointegration and the optimal hedge ratio : the general case
Lien, Da-hsiang Donald
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 654-658
Persistent link: https://www.econbiz.de/10002468164
Saved in:
17
Quote setting and price formation in an order driven market
Handa, Puneet
;
Schwartz, Robert A.
;
Tiwari, Ashish
- In:
Journal of financial markets
6
(
2003
)
4
,
pp. 461-489
Persistent link: https://www.econbiz.de/10001780127
Saved in:
18
The effect of the cointegration relationship on futures hedging : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
16
(
1996
)
7
,
pp. 773-780
Persistent link: https://www.econbiz.de/10001205863
Saved in:
19
Dynamic price discovery
Handa, Puneet
;
Schwartz, Robert A.
- In:
Review of quantitative finance and accounting
7
(
1996
)
1
,
pp. 5-28
Persistent link: https://www.econbiz.de/10001467515
Saved in:
20
Equity trading practices and market structure : assessing asset managers' demand for immediacy
Economides, Nicholas
- In:
Financial markets, institutions & instruments
4
(
1995
)
4
Persistent link: https://www.econbiz.de/10001192781
Saved in:
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