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Asymmetric arbitrage in futures markets : an empirical study
Lien, Da-hsiang Donald - In: The journal of futures markets 6 (1986) 4, pp. 575-591
Persistent link: https://www.econbiz.de/10001135350
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Constructing accurate cash settlement indices : the role of index specifications
Cita, John - In: The journal of futures markets 12 (1992) 3, pp. 339-360
Persistent link: https://www.econbiz.de/10001125669
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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
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The inventory effect in commodity futures markets : an empirical study
Lien, Da-hsiang Donald - In: The journal of futures markets 7 (1987) 6, pp. 637-652
Persistent link: https://www.econbiz.de/10001149668
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Hedging downside risk under asymmetric taxation
Lien, Da-hsiang Donald; Metz, Michael - In: The journal of futures markets 20 (2000) 4, pp. 361-374
Persistent link: https://www.econbiz.de/10001485229
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A note on price futures versus revenue futures contracts
Lien, Da-hsiang Donald; Hennessy, David A. - In: The journal of futures markets 24 (2004) 5, pp. 503-512
Persistent link: https://www.econbiz.de/10002012506
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An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
Lien, Da-hsiang Donald; Shrestha, Keshab - In: The journal of futures markets 27 (2007) 2, pp. 127-150
Persistent link: https://www.econbiz.de/10010190357
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Price discovery in interrelated markets
Lien, Da-hsiang Donald; Shrestha, Keshab - In: The journal of futures markets 34 (2014) 3, pp. 203-219
Persistent link: https://www.econbiz.de/10010355437