Thomas C. Chiang : Citation Profile


Are you Thomas C. Chiang?

Drexel University

12

H index

15

i10 index

1159

Citations

RESEARCH PRODUCTION:

30

Articles

1

Papers

RESEARCH ACTIVITY:

   31 years (1986 - 2017). See details.
   Cites by year: 37
   Journals where Thomas C. Chiang has often published
   Relations with other researchers
   Recent citing documents: 155.    Total self citations: 9 (0.77 %)

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   Permalink: http://citec.repec.org/pch293
   Updated: 2022-01-15    RAS profile: 2012-04-06    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas C. Chiang.

Is cited by:

Demirer, Riza (33)

Wong, Wing-Keung (29)

GUPTA, RANGAN (21)

Balcilar, Mehmet (18)

McAleer, Michael (18)

Chen, Cathy W. S. (17)

Lee, Chien-Chiang (14)

Gebka, Bartosz (13)

Kenourgios, Dimitris (12)

BABALOS, VASSILIOS (10)

Gomez-Gonzalez, Jose (9)

Cites to:

Engle, Robert (17)

Bekaert, Geert (16)

Campbell, John (15)

Bollerslev, Tim (14)

Hodrick, Robert (13)

French, Kenneth (12)

Fama, Eugene (11)

Johansen, Soren (10)

Frankel, Jeffrey (10)

Jagannathan, Ravi (8)

Mankiw, N. Gregory (8)

Main data


Where Thomas C. Chiang has published?


Journals with more than one article published# docs
Journal of Economics and Business5
Review of Quantitative Finance and Accounting4
International Review of Economics & Finance3
Global Finance Journal3
Journal of International Money and Finance2
Journal of International Financial Markets, Institutions and Money2

Recent works citing Thomas C. Chiang (2021 and 2020)


YearTitle of citing document
2020.

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2020Common Decomposition of Correlated Brownian Motions and its Financial Applications. (2019). Yang, Jingping ; Cheng, Xue. In: Papers. RePEc:arx:papers:1907.03295.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2021A Research on Cross-sectional Return Dispersion and Volatility of US Stock Market during COVID-19. (2020). Du, Jiawei. In: Papers. RePEc:arx:papers:2007.11546.

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2020If Global or Local Investor Sentiments are Prone to Developing an Impact on Stock Returns, is there an Industry Effect?. (2020). Zhu, Tingting ; Ausloos, Marcel ; Shi, Jing. In: Papers. RePEc:arx:papers:2012.12951.

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2021Diagnosis of systemic risk and contagion across financial sectors. (2021). Zhu, Richard Licheng ; Choudhari, Sayuj. In: Papers. RePEc:arx:papers:2101.06585.

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2021A Hybrid Learning Approach to Detecting Regime Switches in Financial Markets. (2021). Hussien, Hussien ; Tang, Yi Zhou ; Akioyamen, Peter. In: Papers. RePEc:arx:papers:2108.05801.

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2020New empirical evidence on CEEs stock markets integration. (2020). Anton, Sorin ; Booc, Claudiu. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2785-2802.

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2020The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00167.

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2020Issues that Matter When Behavioral Finance Factors Drive the Largest Initial Public Offering in the Saudi Financial Market. (2020). Alsaggaf, Mohammed ; Shaddady, Ali. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-15.

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2020Investor herd behaviour in Africa’s emerging and frontier markets. (2020). Boamah, Nicholas Addai ; Aawaar, Godfred ; Akotey, Joseph Oscar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-23.

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2020Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). , Abdulrahman ; Rahman, Abdul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-16.

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2020Behavioural finance in an era of artificial intelligence: Longitudinal case study of robo-advisors in investment decisions. (2020). Shanmuganathan, Manchuna. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s221463501930214x.

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2020The “Black Thursday” effect in Chinese stock market. (2020). Tian, Shuairu ; Luo, Kevin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300137.

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2020The effect of return jumps on herd behavior. (2020). Wanidwaranan, Phasin ; Padungsaksawasdi, Chaiyuth. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300599.

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2020Good vibes only: The crypto-optimistic behavior. (2020). Caferra, Rocco. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303348.

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2021Static and regime-dependent herding behavior: An emerging market case study. (2021). Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635021000101.

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2021Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos A. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000137.

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2020The time-varying diversifiability of corporate foreign exchange exposure. (2020). Krapl, Alain A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119918300038.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2020Spatial contagion in the subprime crisis context: Adjusted correlation versus local correlation approaches. (2020). Lakhal, Faten ; Zorgati, Imen. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:162-169.

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2021Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:45-57.

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2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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2020The contagion effects of volatility indices across the U.S. and Europe. (2020). Huang, Tze-Chin ; Chiang, Shu-Mei ; Chen, Chun-Da. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301315.

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2020Happiness sentiments and the prediction of cross-border country exchange-traded fund returns. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301510.

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2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

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2021Herding in Open-end Funds: Evidence from China. (2021). Li, Shouwei ; Wang, HU ; Ma, Yuyin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000516.

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2021Jump Interdependencies: Stochastic linkages among international stock markets. (2021). Prasanna, Krishna ; Kshatriya, Saranya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000528.

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2021What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133.

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2021Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets. (2021). Chiang, Thomas C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100139x.

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2021Herding in the bad times: The 2008 and COVID-19 crises. (2021). Mallor, Tania ; Ferreruela, Sandra . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001467.

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2021COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index. (2021). Tessema, Abiot ; Abbas, Syed Kumail ; Polyzos, Stathis ; Rubbaniy, Ghulame. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002949.

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2020Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504.

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2020Linear and nonlinear growth determinants: The case of Mongolia and its connection to China. (2020). Wong, Wing-Keung ; Wagner, Niklas ; Lv, Zhihui. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s156601411830428x.

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2020The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market. (2020). Wan, Xiaoyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:104-118.

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2020Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132.

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2021Chasing the ‘green bandwagon’ in times of uncertainty. (2021). Dragomirescu-Gaina, Catalin ; Philippas, Dionisis ; Galariotis, Emilios. In: Energy Policy. RePEc:eee:enepol:v:151:y:2021:i:c:s0301421521000598.

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2020Which sentiment index is more informative to forecast stock market volatility? Evidence from China. (2020). Tang, Linchun ; Liang, Chao ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301964.

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2020The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040.

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2021From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions. (2021). Donadelli, Michael ; Tzouvanas, Panagiotis ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000053.

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2021A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. (2021). Guidi, Francesco ; Cagliesi, Gabriella. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000417.

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2021When do investors gamble in the stock market?. (2021). Gong, Cynthia M ; Xiong, Xiong ; Wen, Zhuzhu. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000557.

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2020Testing for herding in the cryptocurrency market. (2020). Drakos, Konstantinos ; Ballis, Antonis. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301643.

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2020Cryptocurrencies: Herding and the transfer currency. (2020). Stockl, Sebastian ; Kaiser, Lars. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302636.

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2021A note on the behavior of Chinese commodity markets. (2021). Todorova, Neda ; Fan, John Hua. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319311626.

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2021COVID-19 effect on herding behaviour in European capital markets. (2021). Arias, Jose ; Espinosa-Mendez, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316019.

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2021Regime-switching herd behavior: Novel evidence from the Chinese A-share market. (2021). Wu, Lan ; Fu, Jingxue. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612318301090.

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2021Air pollution, local bias, and stock returns. (2021). , Taoyang ; Yang, Tao ; Guo, Mengmeng ; Ding, Xiaoya. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303305.

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2021How are Bitcoin forks related to Bitcoin?. (2021). Bazan-Palomino, Walter. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320307522.

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2021Herding behavior in the commodity markets of the Asia-Pacific region. (2021). Badhani, K N ; Kumar, Ashish ; Saeed, Tareq ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316275.

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2020Does low synchronicity mean more or less informative prices? Evidence from an emerging market. (2020). Zhang, Luxiu ; Peng, Hongfeng ; Liu, Desheng. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920301200.

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2021From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices. (2021). Choi, Chi-Young ; Hansz, Andrew J. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000437.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2021Thirty years of the Global Finance Journal: A bibliometric analysis. (2021). Baker, Kent H ; Pandey, Nitesh ; Kumar, Satish. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319301115.

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2020Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?. (2020). McGowan, C B ; Matemilola, Bolaji Tunde ; Bany-Ariffin, A N ; Chong, Oiping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443119302495.

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2020The effect of credit ratings on emerging market volatility. (2020). Malikane, Christopher ; Bales, Kyle. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300706.

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2020Signal-herding in cryptocurrencies. (2020). Tziogkidis, Panagiotis ; Philippas, Dionisis ; Rjiba, Hatem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300755.

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2021Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility. (2021). Chen, Miao-Ling ; Hsu, Ching-Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000342.

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2020Do investors follow the herd in option markets?. (2020). Voukelatos, Nikolaos ; Verousis, Thanos ; Bernales, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426616000406.

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2021A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. (2021). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000042.

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2021Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices. (2021). Moch, Nils ; Schertler, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001461.

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2020Collectivism and commonality in liquidity. (2020). Samet, Anis ; Saad, Mohsen. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:137-162.

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2021Regulatory mood-congruence and herding: Evidence from cannabis stocks. (2021). Gebka, Bartosz ; Kallinterakis, Vasileios ; Andrikopoulos, Panagiotis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:842-864.

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2020Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712.

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2021Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries. (2021). Kondoz, Mehmet ; Athari, Seyed Alireza ; Kirikkaleli, Dervis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:116:y:2021:i:c:s0148619521000023.

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2021Herding by corporates in the US and the Eurozone through different market conditions. (2021). Vioto, Davide ; Tunaru, Radu ; Duygun, Meryem. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302679.

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2020Does the Euro–Mediterranean Partnership contribute to regional integration?. (2020). Boubaker, Sabri ; ben Slimane, Faten ; Jouini, Jamel. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:328-348.

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2021Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic. (2021). Singh, Vik ; Roca, Eduardo ; Li, Bin. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:2:p:253-277.

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2020Investor-herding and risk-profiles: A State-Space model-based assessment. (2020). Brooks, Robert D ; Nath, Harmindar B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x2030055x.

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2020An anatomy of commodity futures returns in China. (2020). Zhang, Zhekai ; Xiao, Jun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301086.

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2020Does herding behavior exist in the Mongolian stock market?. (2020). Wong, Wing-Keung ; Batmunkh, Munkh-Ulzii ; Vieito, Joo Paulo ; Choijil, Enkhbayar ; Espinosa-Mendez, Christian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301347.

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2021Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns. (2021). Lee, Hsiu-Chuan ; Liao, Tzu-Hsiang ; Chung, Chien-Ping. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306788.

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2021Who reacts to what information in securities analyst reports? Direct evidence from the investor trade imbalance. (2021). Lee, Chin-Shen ; Hsieh, Wen-Liang Gideon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307046.

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2021The power of investor sentiment in explaining bank stock performance: Listed conventional vs. Islamic banks. (2021). Hasanov, Akram Shavkatovich ; Shaiban, Mohammed Sharaf ; Di, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000160.

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2021Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan. (2021). Shih, Yi-Cheng ; Lin, Li-Feng ; Su, Xuan-Qi ; Chen, Kuan-Hau. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001402.

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2020Dynamic energy stock selection based on shareholders’ coholding network. (2020). An, Pengli ; Lian, Peng ; Sun, Bowen ; Wang, ZE. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119313007.

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2021The lead–lag relationship between Chinese mainland and Hong Kong stock markets. (2021). Lian, Feng ; Jin, Liwei ; Yuan, Xianghui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002715.

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2020The value premium puzzle, behavior versus risk: New evidence from China. (2020). Clark, Ephraim ; Qiao, Zhuo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:12-21.

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2020Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19*. (2020). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:134:y:2020:i:c:s1364032120306377.

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2020The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117.

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2020International stock market co-movements following US financial globalization. (2020). Huang, Chai Liang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:788-814.

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2020Investors’ risk perceptions in the US and global stock market integration. (2020). Marfatia, Hardik A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301266.

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2020Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market. (2020). Chiang, Thomas C ; Chen, Xiaoyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s027553191930892x.

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2020Uncertainty and herding behavior: evidence from cryptocurrencies. (2020). Marco, Chi Keung ; Coskun, Esra Alp ; KAHYAOGLU, Hakan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300957.

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2021In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types. (2021). Nagayev, Ruslan ; Aysan, Ahmet F ; Rizkiah, Siti K ; Salim, Kinan ; Disli, Mustafa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000829.

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2021Does the US-China trade war affect co-movements between US and Chinese stock markets?. (2021). Ke, Jian ; Wang, Liming ; Shi, Yujie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000982.

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2021How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period. (2021). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004212.

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2020Financing and Herd Behaviour in Financial Crises: Investment Decision. (2020). Simbolon, Ika Pratiwi ; Panjaitan, Raya. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:4:p:1089-1096.

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2020Investor Sentiment and Herding Behavior in the Korean Stock Market. (2020). Yoon, Seong-Min ; Choi, Ki-Hong. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:34-:d:365887.

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2021The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa. (2021). Giouvris, Evangelos ; Korley, Maud. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:122-:d:517039.

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2020Multiscale Quantile Correlation Coefficient: Measuring Tail Dependence of Financial Time Series. (2020). Zhao, Xiaofang ; Ke, Jinchuan ; Xu, Chao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:4908-:d:372235.

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2020Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Xie, Wenjing ; Vieito, Joo Paulo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8581-:d:429235.

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2020The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase. (2020). Liu, Zhixin ; Chen, Hao ; Wu, You ; Zhang, Yinpeng . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2517-:d:336069.

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2021Assessing the Impact of COVID-19 Pandemic on the Stock and Commodity Markets Performance and Sustainability: A Comparative Analysis of South Asian Countries. (2021). Ahmed, Farhan ; Gupta, Swati ; Ramos-Requena, Jose Pedro ; de Las, Maria ; Kamal, Muhammad Abdul ; Syed, Aamir Aijaz. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5669-:d:557254.

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2021The Impact of the COVID-19 on Economic Sustainability—A Case Study of Fluctuation in Stock Prices for China and South Korea. (2021). Park, Seong-Taek ; Jiang, Jialei. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:12:p:6642-:d:572699.

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2021Environmentally Motivated Travel Reduction: The Effects of Availability, Herding Bias, and Self-Monitoring. (2021). Hansen, Hvard ; Nejad, Shiva Ghorban. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:691-:d:479263.

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2020A study of Chinese market efficiency, Shanghai versus Shenzhen: Evidence based on multifractional models. (2020). Xiao, Bing ; Dury, Marie-Eliette ; Bertrand, Pierre. In: Post-Print. RePEc:hal:journl:hal-03031766.

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2021Has financial globalization since 1990 reduced income inequality: the role of rating announcements on the volatility and the returns of the Brazilian Financial Market.. (2021). Albouz, Nivine ; Baulant, Camille. In: Working Papers. RePEc:hal:wpaper:hal-03258994.

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More than 100 citations found, this list is not complete...

Works by Thomas C. Chiang:


YearTitleTypeCited
1986On the Predictors of the Future Spot Rates--A Multi-currency Analysis. In: The Financial Review.
[Citation analysis]
article0
2010Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks In: Energy Policy.
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article20
1999Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data In: Global Finance Journal.
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article4
2008The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries In: Global Finance Journal.
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article19
2010Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis In: Global Finance Journal.
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article61
2008Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market In: Journal of International Financial Markets, Institutions and Money.
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article29
1997Time series dynamics of short-term interest rates: evidence from Eurocurrency markets In: Journal of International Financial Markets, Institutions and Money.
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article1
2010An empirical analysis of herd behavior in global stock markets In: Journal of Banking & Finance.
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article218
1991A system of stock prices in world stock exchanges: Common stochastic trends for 1975-1990 In: Journal of Economics and Business.
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article30
1995Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model In: Journal of Economics and Business.
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article4
1999Retrieving the vanishing liquidity effect--a threshold vector autoregressive model In: Journal of Economics and Business.
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article6
2003Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model In: Journal of Economics and Business.
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article49
2006Country-fund discounts and risk: Evidence from stock market volatility and macroeconomic volatility In: Journal of Economics and Business.
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article1
1991International asset pricing and equity market risk In: Journal of International Money and Finance.
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article12
2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets In: Journal of International Money and Finance.
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article388
2008Herding behavior in Chinese stock markets: An examination of A and B shares In: Pacific-Basin Finance Journal.
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article182
2008The speed of adjustment to information: Evidence from the Chinese stock market In: International Review of Economics & Finance.
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article10
1995Foreign exchange returns over short and long horizons In: International Review of Economics & Finance.
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article10
2000Short-term eurocurrency rate behavior and specifications of cointegrating processes In: International Review of Economics & Finance.
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article2
2017Comovements of Stock Markets between Turkey and Global Countries In: Czech Journal of Economics and Finance (Finance a uver).
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article0
2010New evidence on the relation between return volatility and trading volume In: Journal of Forecasting.
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article23
1999On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets. In: Review of Quantitative Finance and Accounting.
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article2
2001Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model. In: Review of Quantitative Finance and Accounting.
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article37
2005International Asset Excess Returns and Multivariate Conditional Volatilities In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article0
1996Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market. In: Review of Quantitative Finance and Accounting.
[Citation analysis]
article9
1988The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach. In: Journal of Money, Credit and Banking.
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article28
1988Forward rate, spot rate and risk premium: An empirical analysis In: Review of World Economics (Weltwirtschaftliches Archiv).
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article1
2000Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets? In: Applied Financial Economics.
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article8
1997Risk and International Parity Conditions: A Synthesis from Consumption Based Models In: International Economic Journal.
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article1
2007Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets In: Quantitative Finance.
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article4
2005Phase Distribution and Phase Correlation of Financial Time Series In: Finance.
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