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Lien, Donald D.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
5,016 |
Total
Citations
103 |
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1.
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Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics Tse, Yiu Kuen
Singapore Management University - School of Economics & Social Sciences
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897
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24
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2.
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Cash Settlement and Price Discovery in Futures Markets
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Chan, Leo H.
Woodbury School of Business, Utah Valley University Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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Posted:
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18 Aug 01
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Last Revised:
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06 Feb 04
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587
(20,788)
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Chan, Leo H.
Woodbury School of Business, Utah Valley University Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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Price Discovery Function, Futures Markets, Geweke Measures, Cash Settlement
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Chan, Leo H.
Woodbury School of Business, Utah Valley University Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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587
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Price Discovery Function, Futures Markets, Geweke Measures, Cash Settlement
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3.
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Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics Yang, Li
University of New South Wales (UNSW) - School of Banking and Finance
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511
(25,082)
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6
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Asymmetric effects of spot-futures spread, Dynamic conditional correlation, Currency futures hedging, GARCH specification
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4.
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Using High, Low, Open and Closing Prices to Estimate the Effects of Cash Settlement on Futures Prices
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Chan, Leo H.
Woodbury School of Business, Utah Valley University Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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Posted:
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23 Mar 01
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Last Revised:
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30 Jul 02
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496
(26,029)
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2
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Chan, Leo H.
Woodbury School of Business, Utah Valley University Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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0
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Stochastic Volatility Model, Quasi-Maximum Likelihood, Cash Settlement, Feeder Cattle Futures Contract
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Chan, Leo H.
Woodbury School of Business, Utah Valley University Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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496
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2
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Stochastic Volatility Model, Quasi-Maximum Likelihood, Cash Settlement, Feeder Cattle Futures Contract
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5.
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Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics Yang, Li
University of New South Wales (UNSW) - School of Banking and Finance
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320
(45,165)
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3
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Time-varying Variance and Correlation, Long Memory in Volatility, Dynamic Hedging, and Chinese Metal Futures Markets
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6.
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Chan, Leo H.
Woodbury School of Business, Utah Valley University Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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299
(48,943)
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Currency futures options, Geweke measures, Market efficiency
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7.
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Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics Yang, Li
University of New South Wales (UNSW) - School of Banking and Finance
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281
(52,534)
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10
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Dynamic hedging strategy, Asymmetric basis effect, Time-varying volatility and correlation of spot and futures returns
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8.
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Capital Controls and Foreign Direct Investment
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Asiedu, Elizabeth
University of Kansas - Department of Economics Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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Posted:
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14 Jul 03
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Last Revised:
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29 Mar 04
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280
(52,747)
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13
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Asiedu, Elizabeth
University of Kansas - Department of Economics Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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0
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Capital controls, capital flows, current account restrictions, developing countries, foreign direct investment, liberalization
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Asiedu, Elizabeth
University of Kansas - Department of Economics Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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280
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13
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Capital controls, capital flows, developing countries, foreign direct investment, liberalization
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9.
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Li, Anlong
Spot Trading LLC Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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240
(62,555)
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Futures, Hedging, Marking-to-market
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10.
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Tetlock, Paul C.
Columbia Business School - Finance and Economics Hahn, Robert W.
University of Oxford, Smith School Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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173
(86,931)
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information markets, decision markets
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11.
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Krause, Timothy A.
University of Texas at San Antonio Ehsani, Sina
University of Texas at San Antonio Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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29 Sep 12
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Last Revised:
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21 Jan 13
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168
(90,248)
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Exchange Traded Fund, ETF, Volatility Spillover, Liquidity, Volume
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12.
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Measuring the Impacts of Cash Settlement: A Stochastic Volatility Approach
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Versions (2)
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Chan, Leo H.
Woodbury School of Business, Utah Valley University Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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Posted:
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16 Apr 01
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Last Revised:
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30 Jul 02
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160
(93,376)
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2
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Chan, Leo H.
Woodbury School of Business, Utah Valley University Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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0
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Stochastic Volatility Model, Quasi-Maximum Likelihood, Cash Settlement, Feeder Cattle Futures Contract
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Chan, Leo H.
Woodbury School of Business, Utah Valley University Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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160
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2
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Stochastic Volatility Model, Quasi-Maximum Likelihood, Cash Settlement, Feeder Cattle Futures Contract
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13.
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Berg, Nathan
University of Texas at Dallas - School of Economic, Political and Policy Sciences Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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109
(128,486)
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17
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GBL, behavioral economics, gay, lesbian, civil rights, logit, logistic, discrete dependent variables, limited dependent variables, misreporting, nonresponse, mis-reporting, non-response
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14.
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Lean, Hooi Hooi
Universiti Sains Malaysia Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
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17 May 09
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Last Revised:
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21 Mar 12
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90
(146,640)
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1
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stochastic dominance, index futures, arbitrage opportunity, Malaysian
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15.
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Asiedu, Elizabeth
University of Kansas - Department of Economics Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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87
(149,943)
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7
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Democracy, Foreign Direct Investment, Natural Resources
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16.
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Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics Yang, Li
University of New South Wales (UNSW) - School of Banking and Finance
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86
(150,987)
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Structural breaks, Short and long memory GARCH models, Dynamic hedging strategy, Currency futures
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17.
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Xiang, Ju
Central University of Finance and Economics (CUFE) Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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46
(209,928)
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EMH, FTSE, effeciency, futures market, puzzle, wavelet
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18.
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Demirer, Riza
Southern Illinois University Edwardsville - Department of Economics & Finance Lee, Hsiang-Tai
National Chi Nan University - Department of Finance Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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31
(243,031)
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herd behavior, commodity financialization, return dispersion, Markov Switching
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19.
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Berg, Nathan
University of Texas at Dallas - School of Economic, Political and Policy Sciences Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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27
(254,349)
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9
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Overconfidence, Heterogeneous beliefs, Disagreement, Financial markets, Expert, Trust
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20.
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Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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27
(254,349)
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21.
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Ghosh, Sucharita
University of Akron Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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24
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2
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22.
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Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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21
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23.
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Berg, Nathan
University of Texas at Dallas - School of Economic, Political and Policy Sciences Gu, Anthony Yanxiang
SUNY at Geneseo - John Wiley Jones School of Business Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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19
(281,444)
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Real Estate, Time-Varying Risk, Time-Dependent Variance, Risk Premium, Risk Aversion, Housing Risk, Portfolio Choice, Ecological Rationality, Behavioral Economics, Bounded Rationality
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24.
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Berg, Nathan
University of Texas at Dallas - School of Economic, Political and Policy Sciences Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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17
(288,619)
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3
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Homosexual, Heterosexual, Sexual Orientation, Gay, Lesbian, Economic Demography, Discrete Dependent Variable, Augmented Logit, Mis-reporting, Nonresponse
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25.
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Berg, Nathan
University of Texas at Dallas - School of Economic, Political and Policy Sciences Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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13
(302,944)
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3
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Behavioral Economics, Normative Economics, Bounded Rationality, Ecological Rationality, Agent-Based, Computational Economics, Choice Under Uncertainty, Third Moment, Risk, Procedural Rationality
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26.
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Berg, Nathan
University of Texas at Dallas - School of Economic, Political and Policy Sciences Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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7
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1
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Deception, Sexual orientation, Gay, Misreporting, Non-response
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27.
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Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics Wu, Chongfeng
Shanghai Jiao Tong University (SJTU) - Aetna School of Management Yang, Li
University of New South Wales (UNSW) - School of Banking and Finance Zhou, Chunyang
Shanghai Jiao Tong University (SJTU)
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Dynamic dependences, Currencies in Asian Pacific
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28.
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Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics Oh, Chang Hoon
Simon Fraser University (SFU) - Beedie School of Business Selmier, II, Travis
Indiana University Bloomington
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Confucius Institute, trade, foreign direct investment, China, soft power
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29.
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Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics Chan, Leo H.
Woodbury School of Business, Utah Valley University
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Euthanasia, physician assisted suicide, planned death
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30.
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Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics Yang, Li
University of New South Wales (UNSW) - School of Banking and Finance
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Individual stock futures, settlement method of futures contract, expiration effects
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31.
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Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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Hedging effectiveness, OLS hedge ratio, unconditional variance, conditional variance
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32.
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Chan, Leo H.
Woodbury School of Business, Utah Valley University Lien, Donald D.
University of Texas at San Antonio - College of Business - Department of Economics
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Cash Settlement, Implied Volatility, Live/Lean Hog Futures Options, GARCH Models
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