Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

Hedging Business & Economics
Hedge Business & Economics
Debt Business & Economics
Mergers Business & Economics
effect Social Sciences
Loans Business & Economics
Currency Business & Economics
Equity Business & Economics

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Research Output 1988 2017

A Bivariate High-Frequency-Based Volatility Model for Optimal Futures Hedging

Lai, Y. S. & Lien, D. 2017 In : Journal of Futures Markets.

Research output: Contribution to journalArticle

Hedging
High-frequency data
Modeling
Usefulness
Equity

An analysis of closed-end funds discounts viewed from a lack of redemption perspective

Kittiakarasakun, J., Misra, L. & Yildirim, S. Apr 17 2017 In : Review of Quantitative Finance and Accounting. p. 1-26 26 p.

Research output: Contribution to journalArticle

Preannouncements
Liquidity
Tax
Liability
Transaction costs

A note on using ratio variables in regression analysis

Lien, D., Hu, Y. & Liu, L. Jan 1 2017 In : Economics Letters. 150, p. 114-117 4 p.

Research output: Contribution to journalArticle

Regression analysis
Linear regression