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Isaac Scientific Publishing
Journal of Advances in Economics and Finance
Prof. Donald Lien,  University of Texas at San Antonio, USA
College of Business
University of Texas at San Antonio
One University Circle
San Antonio, Texas 78249
Selected Publication List
•"Optimal Bidding and Hedging in International Markets”, Journal of International Money and Finance, 23(2004), 785-798. (with Kit Pong Wong).
•"Cointegration and Optimal Hedge Ratio”, Quarterly Review of Economics and Finance, 44(2004), 654-658.
•"The Use and Abuse of the Hedging Effectiveness Measure”, International Review of Financial Analysis, 14(2005), 277-282.
•"A Note on Asymmetric Stochastic Volatility and Futures Hedging”, Journal of Futures Markets, 25(2005), 607-612.
•"Does Society Benefit from Investor Overconfidence in the Ability of Financial Market Experts?”, Journal of Economic Behavior and Organization, 58(2005), 95-116. (with Nathan Berg).
•"On Regression Analysis with Data Cleaning via Trimming, Winsorization and Dichotomization”, Communications in Statistics-Simulation and Computation, 34(2005), 839-849. (with N.Balakrishnan).
•"A Note on the Superiority of the OLS Hedge Ratio”, Journal of Futures Markets, 25(2005), 1121-1126.
•"On the Maximum and Minimum of Bivariate Lognormal Variables”, Extremes, 8(2005), 79-83.
•"Moments and Properties of Multiplicatively Constrained Bivariate Lognormal Distributions with Applications to Futures Hedging”, Journal of Statistical Planning and Inferences, 136(2006), 1349-1359. (with N. Balakrishnan).
•"Provisional Liquidation of Futures Hedge Programs”, Energy Economics, 28(2006), 266-273. (with Soojong Kwak).
•"Estimation Bias of Futures Hedging Performance: A Note”, Journal of Futures Markets, 26(2006), 835-841.
•"An Empirical Analysis of the Relationship between the Hedge Ratio and Hedging Horizon Using Wavelet Analysis”, Journal of Futures Markets, 27(2007), 127-150. (with Keshab Shrestha).
•"Asymmetric Effects of Basis on Dynamic Futures Hedging: Empirical Evidence from Commodity Markets”, Journal of Banking and Finance, 32(2008), 187-198. (with Li Yang).
•"A Further Note on the Optimality of the OLS Hedge Strategy”, Journal of Futures Markets, 28(2008), 308-311.
•"A Survey of Emerging Derivatives Markets”, Emerging Markets Trade and Finance, 44(2008), 39-69. (with Mei Zhang).
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