Thomas C. Chiang : Citation Profile


Are you Thomas C. Chiang?

Drexel University

12

H index

13

i10 index

955

Citations

RESEARCH PRODUCTION:

30

Articles

1

Papers

RESEARCH ACTIVITY:

   31 years (1986 - 2017). See details.
   Cites by year: 30
   Journals where Thomas C. Chiang has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 9 (0.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch293
   Updated: 2020-09-14    RAS profile: 2012-04-06    
   Missing citations? Add them    Incorrect content? Let us know

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 (31)

Wong, Wing-Keung (26)

Chen, Cathy W. S. (19)

McAleer, Michael (19)

GUPTA, RANGAN (19)

Balcilar, Mehmet (18)

Gebka, Bartosz (12)

Kenourgios, Dimitris (12)

BABALOS, VASSILIOS (10)

Dimitriou, Dimitrios (8)

Chang, Chia-Lin (8)

Cites to:

Engle, Robert (17)

Bekaert, Geert (16)

Campbell, John (15)

Bollerslev, Tim (14)

Hodrick, Robert (13)

French, Kenneth (12)

Fama, Eugene (11)

Frankel, Jeffrey (10)

Johansen, Soren (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 Financial Markets, Institutions and Money2
Journal of International Money and Finance2

Recent works citing Thomas C. Chiang (2020 and 2019)


YearTitle of citing document
2019Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market. (2019). GUPTA, RANGAN ; Demirer, Riza ; Uwilingiye, Josine ; Cakan, Esin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:88-113.

Full description at Econpapers || Download paper

2019MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150.

Full description at Econpapers || Download paper

2019Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets. (2019). Yoo, Seong Joon ; Il, Sang. In: Papers. RePEc:arx:papers:1903.06478.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Imitation in the Imitation Game. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1911.06893.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020A 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.

Full description at Econpapers || Download paper

2019Portfolios Optimizations of Behavioral Stocks with Perception Probability Weightings. (2019). Young, Michael Nayat ; Chang, Kuo-Hwa. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:2:changyoung.

Full description at Econpapers || Download paper

2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Indars, Edgars Rihards ; Lubloy, agnes ; Savin, Aliaksei. In: Corvinus Economics Working Papers (CEWP). RePEc:cvh:coecwp:2019/01.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America. (2019). ben Halima, Amel ; Talbi, Mariem. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-15.

Full description at Econpapers || Download paper

2019Empirical Analysis on Price-Volume Relation in the Stock Market of China. (2019). Zhu, Lu-Jie ; Yan, Surong ; Lin, Li-Wei ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-05-14.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Trader differences in Shanghai’s A-share and B-share markets: Effects on interaction with the Shanghai housing market. (2019). Tsai, I-Chun ; I-Chun Tsai, ; Lin, Wen-Yuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:64:y:2019:i:c:4.

Full description at Econpapers || Download paper

2019The relationship between trading activity and stock market volatility: Does the volume threshold matter?. (2019). Slim, Skander ; Koubaa, Yosra. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:168-184.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: A new evidence. (2019). Zhai, Pengxiang ; Cai, Huan ; Deng, Chengtao ; Ma, Rufei . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304492.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas. (2019). Gomez-Gonzalez, Jose ; Rojas-Espinosa, Wilmer. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518304023.

Full description at Econpapers || Download paper

2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Lubloy, agnes ; Savin, Aliaksei ; Indrs, Edgars Rihards. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:468-487.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States. (2019). Ma, Feng ; Xu, Weiju ; Zhang, Bing ; Chen, Wang. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:310-320.

Full description at Econpapers || Download paper

2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

Full description at Econpapers || Download paper

2019Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:890-903.

Full description at Econpapers || Download paper

2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

Full description at Econpapers || Download paper

2019Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

Full description at Econpapers || Download paper

2019Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar). (2019). Soytas, Ugur ; Kocaarslan, Baris. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930283x.

Full description at Econpapers || Download paper

2019A systematic review of sovereign connectedness on emerging economies. (2019). Gonzalez-Urteaga, Ana ; Diaz-Mendoza, Ana Carmen ; Ballester, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:157-163.

Full description at Econpapers || Download paper

2019Is anti-herding behavior spurious?. (2019). Bekiros, Stelios ; Babalos, Vassilios ; Stavroyiannis, Stavros ; Lahmiri, Salim. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:379-383.

Full description at Econpapers || Download paper

2019Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets. (2019). Chiang, Thomas C. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:41-49.

Full description at Econpapers || Download paper

2019Herding in the cryptocurrency market: CSSD and CSAD approaches. (2019). Farinos, Jose E ; Ibaez, Ana M ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:181-186.

Full description at Econpapers || Download paper

2019Stock market integration between the UK and the US: Evidence over eight decades. (2019). Casalin, Fabrizio ; Aladesanmi, Olalekan ; Metcalf, Hugh . In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:32-43.

Full description at Econpapers || Download paper

2019Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. (2019). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:42-64.

Full description at Econpapers || Download paper

2019Which kind of investor causes comovement?. (2019). Zhang, Yongjie ; Li, Jie ; Feng, XU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:1-15.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Do closed-end fund investors herd?. (2019). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:194-206.

Full description at Econpapers || Download paper

2019The asymmetric effect of equity volatility on credit default swap spreads. (2019). Lee, Hwang Hee ; Hyun, Jung-Soon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:125-136.

Full description at Econpapers || Download paper

2019What drives European Union stock market co-movements?. (2019). Pochea, Maria Miruna ; NIOI, Mihai . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:57-69.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Foreign investors’ trading behavior and market conditions: Evidence from Taiwan. (2019). Tsai, Li-Ju ; Chiang, Sue-Jane ; Shu, Pei-Gi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300490.

Full description at Econpapers || Download paper

2019Directional spillover effects between ASEAN and world stock markets. (2019). Uddin, Gazi ; Troster, Victor ; Yoon, Seong-Min ; Kang, Sang Hoon. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300751.

Full description at Econpapers || Download paper

2019The diminishing hedging role of crude oil: Evidence from time varying financialization. (2019). Sharma, Shahil ; Rodriguez, Ivan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301392.

Full description at Econpapers || Download paper

2019Energy, precious metals, and GCC stock markets: Is there any risk spillover?. (2019). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:45-70.

Full description at Econpapers || Download paper

2019Cross-sectional return dispersion and volatility prediction. (2019). Wen, Conghua ; Liu, Xiaoquan ; Fei, Tianlun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19301830.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:61:y:2019:i:c:p:241-259.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Empirical analysis of intertemporal relations between downside risks and expected returns—Evidence from Asian markets. (2019). Chiang, Thomas C. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:264-278.

Full description at Econpapers || Download paper

2019Bank efficiency and non-performing loans: Evidence from Turkey. (2019). Matousek, Roman ; Partovi, Elmira. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:287-309.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Islamic finance and herding behavior theory: a sectoral analysis for Gulf Islamic stock market. (2019). Chaffai, Mustapha ; Medhioub, Imed . In: Working Papers. RePEc:erg:wpaper:1324.

Full description at Econpapers || Download paper

2019An Empirical Study on the Determinants of an Investor’s Decision in Unit Trust Investment. (2019). Logeswaran, Aravindan Kalisri ; Marthandan, Govindan ; Raman, Murali ; Annamalah, Sanmugam. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:3:p:80-:d:255275.

Full description at Econpapers || Download paper

2019Investor Attention and Stock Market Activities: New Evidence from Panel Data. (2019). Brooks, Robert ; Treepongkaruna, Sirimon ; Padungsaksawasdi, Chaiyuth. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:30-:d:239245.

Full description at Econpapers || Download paper

2019Islamic Finance and Herding Behavior Theory: A Sectoral Analysis for Gulf Islamic Stock Market. (2019). Medhioub, Imed ; Chaffai, Mustapha. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:65-:d:283240.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model. (2019). Jienwatcharamongkhol, Viroj ; Uddin, Reaz ; A. M. M. Shahiduzzaman Quoreshi, . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:94-:d:237782.

Full description at Econpapers || Download paper

2019The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe. (2019). Stanciu, Cristian-Valeriu ; Clichici, Dorina ; Moagr-Poladian, Simona. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3985-:d:250829.

Full description at Econpapers || Download paper

2019Premiums for Non-Sustainable and Sustainable Components of Market Volatility: Evidence from the Korean Stock Market. (2019). Kim, Jungmu ; Thu, Thuy Thi. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5123-:d:268548.

Full description at Econpapers || Download paper

2019Does Herding Bias Drive the Firm Value? Evidence from the Chinese Equity Market. (2019). Olah, Judit ; Meyer, Daniel F ; Khan, Muhammad Asif ; Hussain, Sayyed Sadaqat. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5583-:d:275035.

Full description at Econpapers || Download paper

2019On the Asymmetries of Sovereign Credit Rating Announcements and Financial Market Development in the European Region. (2019). Olah, Judit ; Ur, Faheem ; Khan, Muhammad Asif ; Pervaiz, Khansa ; Li, Chunling. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6636-:d:290359.

Full description at Econpapers || Download paper

2019Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects. (2019). Gao, Wangfeng ; Xu, Guoxiang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1402-:d:211569.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019IMPACT OF CREDIT RATINGS ON STOCK RETURNS. (2019). Mirza, Nawazish ; Bosman, Rudi ; Reddy, Krishna. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:21:y:2019:i:3d:p:1-24.

Full description at Econpapers || Download paper

2019Las correlaciones dinámicas de contagio financiero:Estados Unidos y América Latina. (2019). Hernandez, Ignacio Perrotini ; Benavides, Domingo Rodriguez. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:151-168.

Full description at Econpapers || Download paper

2019Market Integration Among the US and Asian Real Estate Investment Trusts in Crisis Times. (2019). Liow, Kim ; Song, Jeongseop. In: International Real Estate Review. RePEc:ire:issued:v:22:n:04:2019:p:463-512.

Full description at Econpapers || Download paper

2019The Credit Default Swap market contagion during recent crises: international evidence. (2019). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0741-6.

Full description at Econpapers || Download paper

2020A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis. (2020). Zhao, Yuqian ; Liu, Zhenya ; Horvath, Lajos ; Cao, Ruanmin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-019-00791-x.

Full description at Econpapers || Download paper

2020Investor-herding and risk-profiles: A State-Space Model-based Assessment. (2020). Brooks, Robert D ; Nath, Harminder B. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-9.

Full description at Econpapers || Download paper

2020Alternative risk premia: contagion and portfolio choice. (2020). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00158-1.

Full description at Econpapers || Download paper

2019Determinants of international price volatility transmissions: the role of self-sufficiency rates in wheat-importing countries. (2019). Tanaka, Tetsuji ; Guo, Jin. In: Palgrave Communications. RePEc:pal:palcom:v:5:y:2019:i:1:d:10.1057_s41599-019-0338-2.

Full description at Econpapers || Download paper

2019An analysis of the unbiased forward rate hypothesis in developed and emerging economies. (2019). Bonga-Bonga, Lumengo ; Phungo, Muka. In: MPRA Paper. RePEc:pra:mprapa:92222.

Full description at Econpapers || Download paper

2019Getting on and moving up the property ladder: Real hedging in the U.S. housing market before and after the crisis. (2019). Escobari, Diego ; Damianov, Damian S. In: MPRA Paper. RePEc:pra:mprapa:92389.

Full description at Econpapers || Download paper

2020Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China. (2020). Wong, Wing-Keung ; Wagner, Niklas F ; Lv, Zhihui. In: MPRA Paper. RePEc:pra:mprapa:99185.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

2019Herding Behaviours in Poland and Tanzania. (2019). Mwamtambulo, Dorika Jeremiah. In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:9011210.

Full description at Econpapers || Download paper

2020Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Sruthi, Rajan ; Shijin, Santhakumar. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

Full description at Econpapers || Download paper

2019Which sentiments do US investors follow when trading ADRs?. (2019). Ladd, Dana ; Alhaj-Yaseen, Yaseen S. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:3:d:10.1007_s12197-018-9452-z.

Full description at Econpapers || Download paper

2020Stock exchange mergers: a dynamic correlation analysis on Euronext. (2020). Gorigoitia, Juan ; Espinosa-Mendez, Christian ; Vieito, Joo . In: Portuguese Economic Journal. RePEc:spr:portec:v:19:y:2020:i:2:d:10.1007_s10258-019-00160-5.

Full description at Econpapers || Download paper

2019Investor Behavior Biases and Stock Market Reaction in Kenya. (2019). Cherono, Irene ; Nasieku, Tabitha ; Olweny, Tobias . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:9:y:2019:i:1:f:9_1_6.

Full description at Econpapers || Download paper

2019On the global integration of REITs market returns: A multiresolution analysis. (2019). Owusu Junior, Peterson ; Omane-Adjepong, Maurice ; Tweneboah, George ; Ijasan, Kola. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:7:y:2019:i:1:p:1690211.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article16
1999Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data In: Global Finance Journal.
[Full Text][Citation analysis]
article3
2008The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries In: Global Finance Journal.
[Full Text][Citation analysis]
article16
2010Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis In: Global Finance Journal.
[Full Text][Citation analysis]
article43
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.
[Full Text][Citation analysis]
article28
1997Time series dynamics of short-term interest rates: evidence from Eurocurrency markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article1
2010An empirical analysis of herd behavior in global stock markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article160
1991A system of stock prices in world stock exchanges: Common stochastic trends for 1975-1990 In: Journal of Economics and Business.
[Full Text][Citation analysis]
article26
1995Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model In: Journal of Economics and Business.
[Full Text][Citation analysis]
article4
1999Retrieving the vanishing liquidity effect--a threshold vector autoregressive model In: Journal of Economics and Business.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article44
2006Country-fund discounts and risk: Evidence from stock market volatility and macroeconomic volatility In: Journal of Economics and Business.
[Full Text][Citation analysis]
article1
1991International asset pricing and equity market risk In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article12
2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article333
2008Herding behavior in Chinese stock markets: An examination of A and B shares In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article141
2008The speed of adjustment to information: Evidence from the Chinese stock market In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article8
1995Foreign exchange returns over short and long horizons In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article9
2000Short-term eurocurrency rate behavior and specifications of cointegrating processes In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article2
2017Comovements of Stock Markets between Turkey and Global Countries In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article0
2010New evidence on the relation between return volatility and trading volume In: Journal of Forecasting.
[Full Text][Citation analysis]
article19
1999On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets. In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article34
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]
article7
1988The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article26
1988Forward rate, spot rate and risk premium: An empirical analysis In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
article1
2000Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets? In: Applied Financial Economics.
[Full Text][Citation analysis]
article8
1997Risk and International Parity Conditions: A Synthesis from Consumption Based Models In: International Economic Journal.
[Full Text][Citation analysis]
article1
2007Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets In: Quantitative Finance.
[Full Text][Citation analysis]
article4
2005Phase Distribution and Phase Correlation of Financial Time Series In: Finance.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team