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Availability and settlement of individual stock futures and options expiration-day effects : evidence from high-frequency data

Lien, Da-hsiang Donald; Li, Yang - In: The quarterly review of economics and finance : journal … 45 (2005) 4/5, pp. 730-747

Persistent link: https://www.econbiz.de/10003099292

Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets

Lien, Da-hsiang Donald; Li, Yang - In: Review of Pacific Basin financial markets and policies 7 (2004) 3, pp. 397-422

Persistent link: https://www.econbiz.de/10002229060

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

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

Uncertainty and liquidity in corporate bond market

Guo, Liang; Lien, Da-hsiang Donald; Hao, Maggie; Zhang, … - In: Applied economics 49 (2017) 47, pp. 4760-4781

Persistent link: https://www.econbiz.de/10011844790

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

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

How do block orders affect trade premium and order execution quality on the Taiwan stock exchange?

Lien, Da-hsiang Donald; Hung, Pi-Hsia - 2025

Persistent link: https://www.econbiz.de/10015396500

An extension analysis of Amihud's illiquidity premium : evidence from the Taiwan stock market

Lee, Hsiu-chuan; Lien, Da-hsiang Donald; Sheu, Her-jiun; … - In: Pacific-Basin finance journal 87 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015098388

Search Costs and Investor Trading Activity : Evidences from Limit Order Book

LIn, William T. - 2013

We analyze in this study investor trading behavior based not on information related assumptions but on the search model of Vayanos and Wang (2007). Our study shows that search cost dictates trading polarization across investors, firm size and time of day. We find that individual investors prefer...

Persistent link: https://www.econbiz.de/10013091435