School of Banking and Finance Sydney, Australia
UNSW Business School
Sydney NSW 2052
RePEc:edi:sbnswau (more details at EDIRC)
Research outputJump to: Articles
- Lien, Donald & Yang, Li & Zhou, Chunyang & Lee, Geul, 2014. "Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 265-272.
- Wang, Yudong & Wu, Chongfeng & Yang, Li, 2014. "Oil price shocks and agricultural commodity prices," Energy Economics, Elsevier, vol. 44(C), pages 22-35.
- Pan, Zhiyuan & Wang, Yudong & Yang, Li, 2014. "Hedging crude oil using refined product: A regime switching asymmetric DCC approach," Energy Economics, Elsevier, vol. 46(C), pages 472-484.
- Donald Lien & Gerui Lim & Li Yang & Chunyang Zhou, 2013. "Dynamic Dependence Between Liquidity and the S&P 500 Index Futures‐Cash Basis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(4), pages 327-342, April.
- Donald Lien & Chongfeng Wu & Li Yang & Chunyang Zhou, 2013. "Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia‐Pacific Currencies," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(8), pages 696-723, August.
- Wang, Yudong & Wu, Chongfeng & Yang, Li, 2013. "Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries," Journal of Comparative Economics, Elsevier, vol. 41(4), pages 1220-1239.
- Yang, L. & Ng, C.T. & Cheng, T.C.E., 2011. "Optimal production strategy under demand fluctuations: Technology versus capacity," European Journal of Operational Research, Elsevier, vol. 214(2), pages 393-402, October.
- Chunyang Zhou & Chongfeng Wu & Li Yang, 2011. "The Informational Role of Stock and Warrant Trades: Empirical Evidence from China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 78-93, January.
- Donald Lien & Li Yang, 2010. "The effects of structural breaks and long memory on currency hedging," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(7), pages 607-632, July.
- Donald Lien & Li Yang, 2009. "Intraday return and volatility spill-over across international copper futures markets," International Journal of Managerial Finance, Emerald Group Publishing, vol. 5(1), pages 135-149, February.
- Lien, Donald & Yang, Li, 2008. "Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 187-198, February.
- Lien, Donald & Yang, Li, 2008. "Hedging with Chinese metal futures," Global Finance Journal, Elsevier, vol. 19(2), pages 123-138.
- Donald Lien & Li Yang, 2006. "Spot‐futures spread, time‐varying correlation, and hedging with currency futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(10), pages 1019-1038, October.
- Lien, Donald & Yang, Li, 2005. "Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 730-747, September.
- Lien, Donald & Yang, Li, 2004. "Alternative settlement methods and Australian individual share futures contracts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 473-490, December.
- Donald Lien & Li Yang, 2003. "Options expiration effects and the role of individual share futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(11), pages 1107-1118, November.
- Lien, Donald & Yang, Li, 2003. "Contract settlement specification and price discovery: Empirical evidence in Australia individual share futures market," International Review of Economics & Finance, Elsevier, vol. 12(4), pages 495-512.
- Garcia, Philip & Irwin, Scott H. & Leuthold, Raymond M. & Yang, Li, 1997. "The value of public information in commodity futures markets," Journal of Economic Behavior & Organization, Elsevier, vol. 32(4), pages 559-570, April.
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