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Thomas C. Chiang : Citation Profile


Are you Thomas C. Chiang?

Drexel University

12

H index

13

i10 index

673

Citations

RESEARCH PRODUCTION:

31

Articles

1

Papers

RESEARCH ACTIVITY:

   31 years (1986 - 2017). See details.
   Cites by year: 21
   Journals where Thomas C. Chiang has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 9 (1.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch293
   Updated: 2018-02-17    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 (24)

Balcilar, Mehmet (18)

GUPTA, RANGAN (16)

Chen, Cathy W. S. (16)

Wong, Wing-Keung (11)

BABALOS, VASSILIOS (10)

Kenourgios, Dimitris (10)

McAleer, Michael (10)

Gebka, Bartosz (9)

Nautz, Dieter (7)

Dimitriou, Dimitrios (7)

Cites to:

Engle, Robert (17)

Bekaert, Geert (16)

Campbell, John (15)

Hodrick, Robert (13)

Bollerslev, Tim (12)

French, Kenneth (11)

Fama, Eugene (10)

Schwert, G. (10)

Frankel, Jeffrey (10)

Johansen, Soren (10)

Jagannathan, Ravi (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 (2018 and 2017)


YearTitle of citing document
2017Fighting terrorism in Africa: benchmarking policy harmonization. (2017). Tchamyou, Vanessa ; Asongu, Simplice ; Minkoua, Jules. In: Working Papers. RePEc:agd:wpaper:17/049.

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2017Impact of Index Options on Emerging Market Volatility: The Case of the Malaysian Equity Market. (2017). Mohibul, MD ; Islam, Anisul M. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:157--172.

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2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Gamba-Santamaria, Santiago ; Hurtado-Guarin, Jorge Luis . In: Borradores de Economia. RePEc:bdr:borrec:983.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2017Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6477.

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2017Revisiting Crude Oil Price and Chinas Stock Market. (2017). Ding, Haoyuan ; Xie, Wenjing ; Wang, Huanhuan ; Fan, Haichao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:dingfan.

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2017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

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2017A sectoral analysis of asymmetric nexus between oil and stock. (2017). Salisu, Afees ; Ndako, Umar ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0033.

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2017Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1668.

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2017Intra-industry information diffusion in Chinas stock market. (2017). Lean, Hooi Hooi ; Ahmad, Zamri ; Dong, Chi . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00823.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2017Behavioral Finance and Financial Contagion: The Evidence of DCC-MGARCH Model From 63 Equity Markets. (2017). Talbi, Mariem ; Sebai, Saber ; Boubaker, Adel . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-48.

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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

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2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

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2017Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi D ; Huo, Rui . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272.

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2017Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets. (2017). Kilic, Erdem. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:51-67.

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2017Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets. (2017). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Simos, Theodore . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:112-120.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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2017Herding behavior, market sentiment and volatility: Will the bubble resume?. (2017). Uddin, Gazi ; Naoui, Kamel ; Lucey, Brian ; Jlassi, Mouna ; Bekiros, Stelios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:107-131.

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2017Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returns. (2017). Lee, Kyuseok . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:266-284.

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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46.

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2017Diversifying away the risk of war and cross-border political crisis. (2017). , Ayman ; Nolte, Sandra ; Wisniewski, Tomasz Piotr . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:494-510.

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2017Does speculation in the oil market drive investor herding in emerging stock markets?. (2017). Demirer, Riza ; Balcilar, Mehmet ; Ulussever, Talat . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:50-63.

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2017Intraday herding on a cross-border exchange. (2017). Kallinterakis, Vasileios ; Leite, Mario Pedro ; Verousis, Thanos ; Andrikopoulos, Panagiotis . In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:25-36.

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2017Cross-financial-market correlations and quantitative easing. (2017). Zhang, Jie ; Zhong, Rui ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:13-21.

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2017Stock market volatility spillovers: Evidence for Latin America. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Hurtado-Guarin, Jorge Luis ; Gamba-Santamaria, Santiago . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:207-216.

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2017Can agents sensitive to cultural, organizational and environmental issues avoid herding?. (2017). Blasco, Natividad ; Ferreruela, Sandra ; Corredor, Pilar . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:114-121.

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2017Herding effect on idiosyncratic volatility in U.S. industries. (2017). BenSaïda, Ahmed ; Bensaida, Ahmed . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:121-132.

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2017Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.

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2017The asymmetric relationship between returns and implied volatility: Evidence from global stock markets. (2017). Uddin, Gazi ; naoui, kamel ; Jlassi, Mouna ; Bekiros, Stelios. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:156-174.

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2017International stock market leadership and its determinants. (2017). Cai, Charlie X ; Zhang, QI ; Mobarek, Asma . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:150-162.

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2017Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175.

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2017Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets. (2017). Pang, Darien Yan ; Bai, YE. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:182-203.

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2017Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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2017The case for herding is stronger than you think. (2017). Trede, Mark ; Bohl, Martin T ; Branger, Nicole. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:30-40.

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2017Monetary policy, exchange rate fluctuation, and herding behavior in the stock market. (2017). Gong, PU ; Dai, Jun . In: Journal of Business Research. RePEc:eee:jbrese:v:76:y:2017:i:c:p:34-43.

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2017Portfolio choice and asset prices when preferences are interdependent. (2017). Curatola, Giuliano. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:197-223.

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2017Industry herd behaviour in financing decision making. (2017). Camara, Omar . In: Journal of Economics and Business. RePEc:eee:jebusi:v:94:y:2017:i:c:p:32-42.

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2017U.S. SPACs with a focus on China. (2017). Vulanovic, Milos ; Shachmurove, Yochanan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:39:y:2017:i:c:p:1-18.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Hkiri, Besma ; Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150.

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2017Differences in herding: Individual vs. institutional investors. (2017). Rhee, Ghon ; Wang, Steven Shuye ; Li, Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:174-185.

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2017Catering to behavioral demand for dividends and its potential agency issue. (2017). Jun, Xiao ; Yugang, Chen ; Li, Mingsheng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:269-291.

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2017Co-movement measure of information transmission on international equity markets. (2017). Bhatti, Ishaq M ; al Rahahleh, Naseem . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:119-131.

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2018Correlations of stock price fluctuations under multi-scale and multi-threshold scenarios. (2018). Feng, Sida ; Sui, Guo ; Jiang, Meihui ; Liu, Xueyong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1501-1512.

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2017Intraday industry-specific spillover effect in European equity markets. (2017). Mateus, Cesario ; Chinthalapati, Raju . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:278-298.

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2017The dynamic and asymmetric herding behavior of US equity fund managers in the stock market. (2017). Fang, Hao ; Lee, Yen-Hsien ; Shen, Chung-Hua . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:353-369.

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2017Momentum returns, market states, and market dynamics: Is China different?. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:85-97.

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2017Herding within industries: Evidence from Asian stock markets. (2017). Zheng, Dazhi ; Li, Huimin ; Chiang, Thomas C. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:487-509.

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2018Is the idiosyncratic volatility anomaly driven by the MAX or MIN effect? Evidence from the Chinese stock market. (2018). Wan, Xiaoyuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:1-15.

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2017Dynamic herding analysis in a frontier market. (2017). Arjoon, Vaalmikki ; Bhatnagar, Chandra Shekhar . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:496-508.

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2017Herding behavior in the Pakistan stock exchange: Some new insights. (2017). Shah, Attaullah ; Ud, Mohay ; Khan, Safi Ullah . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:865-873.

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2017Sovereign credit ratings and bank funding cost: Evidence from Africa. (2017). Harvey, Simon Kwadzogah ; Fiador, Vera Ogeh ; Mensah, Mary Opoku ; Agbloyor, Elikplimi Komla . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:887-899.

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2017Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity. (2017). Papapostolou, Nikos ; Kyriakou, Ioannis ; Pouliasis, Panos K. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:104:y:2017:i:c:p:36-51.

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2017Stock market and foreign exchange market integration in South Africa. (2017). Mitra, Rajarshi. In: World Development Perspectives. RePEc:eee:wodepe:v:6:y:2017:i:c:p:32-34.

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2017An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates Example of CZK/USD and CZK/EUR. (2017). Arlt, Josef ; Mandel, Martin . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:3:p:199-220.

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2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2017Sovereign Credit Rating Changes and Its Impact on Financial Markets of Europe during Debt Crisis Period in Greece and Ireland. (2017). Bashir, Fahad ; Sahi, Abdullah Imran ; Masood, Omar . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:4:p:146-159.

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2017Internal Market Efficiency, Market Co-movement, and Cross-Market Efficiency: The Case of Hong Kong and Shanghai Stock Markets. (2017). Asem, Ebenezer ; Zhang, Xiaofei ; Yalamova, Rossitsa ; Baulkaran, Vishaal . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:4:d:10.1007_s10690-017-9232-3.

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2017Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model. (2017). Makarewicz, Tomasz. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9607-y.

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2017Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices. (2017). Hassan, M. Kabir ; Sohn, Daniel P ; Ngene, Geoffrey M. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-016-9552-5.

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2017Sources of time varying return comovements during different economic regimes: evidence from the emerging Indian equity market. (2017). Poshakwale, Sunil S ; Mandal, Anandadeep . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:4:d:10.1007_s11156-016-0580-2.

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2017Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates. (2017). Chen, Cathy Yi-Hsuan ; Chiang, Thomas C. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0584-y.

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2018Determinants of equity return correlations: a case study of the Amman Stock Exchange. (2018). Alomari, Mohammad ; Tantisantiwong, Nongnuch ; Power, David M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0622-4.

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2017Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis. (2017). Abu, MD. In: Turkish Economic Review. RePEc:ksp:journ2:v:4:y:2017:i:2:p:239-249.

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2017Identifying Bubbles in Latin American Equity Markets: Phillips-Perron-based Tests and Linkages. (2017). Escobari, Diego ; Mellado, Cristhian ; Garcia, Sergio . In: MPRA Paper. RePEc:pra:mprapa:81453.

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2017A Dynamic Measure of Intentional Herd Behavior in Financial Markets. (2017). Park, Beum Jo ; Kim, Myung-Joong. In: MPRA Paper. RePEc:pra:mprapa:82025.

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2017A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets. (2017). Trabelsi, Mohamed Ali ; Hmida, Salma. In: MPRA Paper. RePEc:pra:mprapa:83718.

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2017Oil Speculation and Herding Behavior in Emerging Stock Markets. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Demirer, Riza ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201749.

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2017Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis. (2017). Gencer, Hatice Gaye ; Hurata, Mehmet Yasin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:3:p:110-129.

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2017The impact of oil price volatility on net-oil exporter and importer countries’ stock markets. (2017). AYDOAN, Berna ; Yelkenci, Tezer ; Tun, Goke . In: Eurasian Economic Review. RePEc:spr:eurase:v:7:y:2017:i:2:d:10.1007_s40822-017-0065-1.

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2017The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Akinsomi, Omokolade . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-016-9381-7.

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2018Exchange Rate Expectations. (2018). Kallianiotis, Ioannis N. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:8:y:2018:i:2:f:8_2_5.

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2018Exchange Rate Expectations. (2018). Kallianiotis, Ioannis N. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v::y:2018:i::f:8_2_5.

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2018Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification. (2018). Namouri, Hela ; Hachicha, Nejib ; Ftiti, Zied ; Jawadi, Fredj. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:5:p:559-573.

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2017China’s Macroeconomic Fundamentals on Stock Market Volatility: Evidence from Shanghai and Hong Kong. (2017). Wing, Andy Wui ; Han, Iris Wing. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:20:y:2017:i:02:n:s021909151750014x.

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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
1991Forecasting the Treasury Bill Rate: A Time-Varying Coefficient Approach In: Journal of Financial Research.
[Citation analysis]
article5
2010Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks In: Energy Policy.
[Full Text][Citation analysis]
article12
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]
article12
2010Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis In: Global Finance Journal.
[Full Text][Citation analysis]
article26
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]
article15
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]
article107
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]
article17
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]
article3
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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article36
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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article11
2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article236
2008Herding behavior in Chinese stock markets: An examination of A and B shares In: Pacific-Basin Finance Journal.
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article93
2008The speed of adjustment to information: Evidence from the Chinese stock market In: International Review of Economics & Finance.
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article8
1995Foreign exchange returns over short and long horizons In: International Review of Economics & Finance.
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article8
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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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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2005International Asset Excess Returns and Multivariate Conditional Volatilities In: Review of Quantitative Finance and Accounting.
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1988Forward rate, spot rate and risk premium: An empirical analysis In: Review of World Economics (Weltwirtschaftliches Archiv).
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2000Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets? In: Applied Financial Economics.
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