Donald Lien

Finance · with Tse · 2002–2009

A researcher in the Science corpus: 7 papers; trusts 3 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom Donald Lien trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Y. Tse
  2. Thomas J. Lopez
  3. Lynn Rees
  4. Robert F. Engle
  5. Amos Tversky

Who trusts Donald Lien overall

  1. Guilherme Kirch
  2. Y. Tse
  3. Walid Mensi
  4. Y. Ku
  5. P. R. S. Terra
  6. Albert K. Tsui
  7. A. Alizadeh
  8. Robert F. Engle
  9. Monica Billio
  10. Makram Beljid

Papers from Donald Lien's perspective

Ordered by how strongly the researchers Donald Lien trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A test for constant correlations in a multivariate GARCH model
  2. The Effect of Beating and Missing Analysts' Forecasts on the Information Content of Unexpected Earnings
  3. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
  4. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  5. Extreme Correlation of International Equity Markets
  6. The Quality of ECN and Nasdaq Market Maker Quotes
  7. Trading and Pricing in Upstairs and Downstairs Stock Markets
  8. A Temporal Analysis of Earnings Surprises: Profits Versus Losses
  9. A New Approach to Measuring Financial Contagion
  10. Evaluating the hedging performance of the constant-correlation GARCH model

Their papers