1. A Bivariate High‐Frequency‐Based Volatility Model for Optimal Futures Hedging. Issue 9 (15th February 2017) Authors: Lai, Yu‐Sheng; Lien, Donald Journal: Journal of futures markets Issue: Volume 37:Issue 9(2017) Page Start: 913 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Analyst Recommendations, Herding Intensity, and Trading Performance*. (12th October 2020) Authors: Lien, Donald; Hung, Pi‐Hsia; Chen, Li‐Wen Journal: Asia-Pacific journal of financial studies Issue: Volume 49:Number 5(2020:Oct.) Page Start: 772 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Asymmetric effects of cultural institutes on trade and foreign direct investment. (11th February 2019) Authors: Lien, Donald; Lo, Melody; Bojanic, David Journal: World economy Issue: Volume 42:Number 5(2019) Page Start: 1520 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Asymmetric return–volatility relation around the clock. Issue 2 (16th August 2020) Authors: Kao, Erin H.; Lien, Donald; Ho, Tsung‐wu Journal: Review of financial economics Issue: Volume 39:Issue 2(2021) Page Start: 178 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Bad volatility is not always bad: evidence from the commodity markets. Issue 40 (26th August 2020) Authors: Indriawan, Ivan; Lien, Donald; Roh, Tai-Yong; Xu, Yahua Journal: Applied economics Issue: Volume 52:Issue 40(2020) Page Start: 4384 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Bad volatility is not always bad: evidence from the commodity markets. Issue 40 (26th August 2020) Authors: Indriawan, Ivan; Lien, Donald; Roh, Tai-Yong; Xu, Yahua Journal: Applied economics Issue: Volume 52:Issue 40(2020) Page Start: 4384 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Baltic Dry Index and iron ore spot market: dynamics and interactions. Issue 35 (27th July 2019) Authors: Gu, Yimiao; Chen, Zhenxi; Lien, Donald Journal: Applied economics Issue: Volume 51:Issue 35(2019) Page Start: 3855 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Comparing VaR Approximation Methods that Use the First Four Moments as Inputs. Issue 2 (7th February 2016) Authors: Lien, Donald; Stroud, Christopher; Ye, Keying Journal: Communications in statistics Issue: Volume 45:Issue 2(2016) Page Start: 491 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Confucius Institute's effects on international travel to China: do cultural difference or institutional quality matter?. Issue 36 (2nd August 2017) Authors: Lien, Donald; Yao, Feng; Zhang, Fan Journal: Applied economics Issue: Volume 49:Issue 36(2017) Page Start: 3669 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Convergence to efficiency in FTSE-100 futures market. (2nd August 2010) Authors: Lien, Donald; Xiang, Ju Journal: International journal of financial markets and derivatives Issue: Volume 1:Number 3(2010) Page Start: 243 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗