Multiperiod hedging in the presence of conditional heteroskedasticity
Journal of Futures Markets
Volume 14, Issue 8, Date: December 1994, Pages: 927-955
Donald Lien, Xiangdong Luo

Estimating multiperiod hedge ratios in cointegrated markets
Journal of Futures Markets
Volume 13, Issue 8, Date: December 1993, Pages: 909-920
Donald Lien, Xiangdong Luo

A theoretical comparison of composite index futures contracts
Journal of Futures Markets
Volume 13, Issue 7, Date: October 1993, Pages: 821-836
Donald Lien, Xiangdong Luo

Long hedgers and multiple delivery specifications on futures contracts
Journal of Futures Markets
Volume 11, Issue 5, Date: October 1991, Pages: 557-565
Da-Hsiang Donald Lien

The inventory effect in commodity futures markets: An empirical study
Journal of Futures Markets
Volume 7, Issue 6, Date: December 1987, Pages: 637-652
Da-Hsiang Donald Lien