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~subject:"Index futures"
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Index futures
Theorie
124
Theory
124
Hedging
95
Derivat
58
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58
China
52
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41
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41
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Futures
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16
Investmentfonds
16
Handelsvolumen der Börse
15
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15
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14
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14
Index-Futures
14
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13
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14
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Lien, Da-hsiang Donald
12
Lee, Hsiu-chuan
3
Tse, Yiu Kuen
3
Shaffer, David Reed
2
Chang, Shu-Lien
1
Chen, Wei Peng
1
Chung, Huimin
1
Demirer, Rıza
1
Fung, Joseph K. W.
1
Hsu, Chih-Hsiang
1
Krause, Timothy A.
1
Li, Yang
1
Lien, Donald
1
Lim, Gerui
1
Lin, William
1
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1
Qiao, Shuai
1
Sheu, Her-jiun
1
Tsai, Shih-Chuan
1
Tse, Yiuman
1
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The journal of futures markets
4
International review of economics & finance : IREF
3
International journal of financial markets and derivatives
1
Journal of forecasting
1
Journal of multinational financial management
1
Review of quantitative finance and accounting
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Zi you zhong guo zhi gong ye
1
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ECONIS (ZBW)
14
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1
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
2
Estimating multiperiod hedge ratios in cointegrated markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 909-920
Persistent link: https://www.econbiz.de/10001158681
Saved in:
3
Short and long Gini hedgers in an emerging market
Lien, Da-hsiang Donald
;
Shaffer, David Reed
- In:
Zi you zhong guo zhi gong ye
92
(
2002
)
10
,
pp. 79-103
Persistent link: https://www.econbiz.de/10001729998
Saved in:
4
Comparisons of short and long hedge performance : the case of Taiwan
Demirer, Rıza
;
Lien, Da-hsiang Donald
;
Shaffer, David Reed
- In:
Journal of multinational financial management
15
(
2005
)
1
,
pp. 51-66
Persistent link: https://www.econbiz.de/10002533658
Saved in:
5
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:
6
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
7
Dynamic dependence between liquidity and the S&P 500 index futures-cash basis
Lien, Da-hsiang Donald
;
Lim, Gerui
;
Li, Yang
;
Zhou, Chunyang
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10009725623
Saved in:
8
Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K. W.
;
Lien, Da-hsiang Donald
;
Tse, Yiuman
; …
- In:
International review of economics & finance : IREF
14
(
2005
)
4
,
pp. 415-425
Persistent link: https://www.econbiz.de/10003195716
Saved in:
9
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:
10
Implied volatility dynamics among exchange-traded funds and their largest component stocks
Krause, Timothy A.
;
Lien, Da-hsiang Donald
- In:
The journal of derivatives : the official publication …
22
(
2014
)
1
,
pp. 7-26
Persistent link: https://www.econbiz.de/10011634574
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