Thomas C. Chiang : Citation Profile


Are you Thomas C. Chiang?

Drexel University

11

H index

12

i10 index

644

Citations

RESEARCH PRODUCTION:

31

Articles

1

Papers

RESEARCH ACTIVITY:

   31 years (1986 - 2017). See details.
   Cites by year: 20
   Journals where Thomas C. Chiang has often published
   Relations with other researchers
   Recent citing documents: 129.    Total self citations: 9 (1.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch293
   Updated: 2017-11-18    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 (24)

GUPTA, RANGAN (16)

Balcilar, Mehmet (16)

Chen, Cathy W. S. (15)

Wong, Wing-Keung (11)

BABALOS, VASSILIOS (10)

McAleer, Michael (9)

Gebka, Bartosz (9)

Kenourgios, Dimitris (9)

Dimitriou, Dimitrios (7)

Nautz, Dieter (7)

Cites to:

Engle, Robert (17)

Bekaert, Geert (16)

Campbell, John (15)

Hodrick, Robert (13)

Bollerslev, Tim (12)

French, Kenneth (11)

Fama, Eugene (10)

Frankel, Jeffrey (10)

Schwert, G. (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 (2017 and 2016)


YearTitle of citing document
2016A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks. (2016). Fern, M ; McKelvey, Bill ; Jos, Mar'Ia . In: Papers. RePEc:arx:papers:1601.04188.

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2016Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting . In: Papers. RePEc:arx:papers:1602.07452.

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2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Hurtado-Guarin, Jorge Luis ; Gamba-Santamaria, Santiago . 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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2016Herd Behavior in Emerging Equity Markets: Evidence from Vietnam. (2016). Vo, Xuan Vinh ; Bao, Phan Dang ; Xuan, VO. In: Asian Journal of Law and Economics. RePEc:bpj:ajlecn:v:7:y:2016:i:3:p:369-383:n:2.

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2016Contagion in International Stock and Currency Markets During Recent Crisis Episodes. (2016). Tuteja, Divya ; Dua, Pami. In: Working papers. RePEc:cde:cdewps:258.

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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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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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2016COMPARING SPILLOVER EFFECTS AMONG EMERGING MARKETS WITH A HIGHER (LOWER) SHARE OF COMMODITY EXPORTS: EVIDENCE FROM THE TWO MAJOR CRISES. (2016). Tuna, Gulcay ; Bein, murad. In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:3:p:265-284.

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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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2016THE MACROECONOMIC AND FINANCIAL IMPACTS OF EUROPEAN CRISIS ON SAUDI ARABIA. (2016). Mseddi, Slim ; Benlagha, Noureddine . In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:16:y:2016:i:1_12.

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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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2016No contagion from Russia toward global equity markets after the 2014 international sanctions. (2016). Castagneto-Gissey, G ; Nivorozhkin, E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:52:y:2016:i:c:p:79-98.

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2016On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach. (2016). Maliki, Samir Baha-Eddine ; JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; Hemche, Omar . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:292-299.

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2016Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46.

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2016International contagion through financial versus non-financial firms. (2016). Akhtaruzzaman, MD ; Shamsuddin, Abul . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:143-163.

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2016Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2016). Rotundo, Giulia ; Bellenzier, Lucia ; Andersen, Jorgen Vitting . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:224-236.

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2016Financial crises and dynamic linkages across international stock and currency markets. (2016). Tuteja, Divya ; Dua, Pami. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:249-261.

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2016Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis. (2016). Kim, Hyun-Seok ; McDonald, Judith A ; Min, Hong-Ghi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:9-22.

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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). Dimitriou, Dimitrios ; Simos, Theodore ; Kenourgios, Dimitris . 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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2016Contagion in CDS, banking and equity markets. (2016). Tabak, Benjamin ; da Silva, Mauricio ; de Castro, Rodrigo . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:120-134.

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2016Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe. (2016). Sensoy, Ahmet ; Eraslan, Veysel ; Erturk, Mutahhar . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:4:p:552-567.

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2016Escaping financial crises? Macro evidence from sovereign wealth funds investment behaviour. (2016). Ciarlone, Alessio ; Miceli, Valeria . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:169-196.

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2016Calendar trading of Taiwan stock market: A study of holidays on trading detachment and interruptions. (2016). Yang, Ann Shawing . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:140-154.

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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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2016Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model. (2016). Alsalman, Zeina . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:251-260.

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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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2016Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis. (2016). Karanasos, Menelaos ; Karoglou, Michail ; Yfanti, Stavroula . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:332-349.

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2016Will the crisis “tear us apart”? Evidence from the EU. (2016). Ingham, Hilary ; Pappas, Vasileios ; Steele, Gerry ; Izzeldin, Marwan . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:346-360.

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2016Herd behavior and equity market liquidity: Evidence from major markets. (2016). Spyrou, Spyros ; Krokida, Styliani-Iris ; Galariotis, Emilios C. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:140-149.

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2016Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information. (2016). Lin, Mi. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:247-260.

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2016Bond market investor herding: Evidence from the European financial crisis. (2016). Spyrou, Spyros ; Krokida, Styliani-Iris ; Galariotis, Emilios C. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:367-375.

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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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2016Testing for herding in the Athens Stock Exchange during the crisis period. (2016). Katsikas, Epameinondas ; Economou, Fotini ; Vickers, Gregory . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:334-341.

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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). Bensaida, Ahmed . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:121-132.

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2016Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. (2016). Muradoglu, Yaz ; Mobarek, Asma ; Jun, AI ; Mollah, Sabur. In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:1-11.

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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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2016Stock returns and economic forces—An empirical investigation of Chinese markets. (2016). Chiang, Thomas C ; Chen, Xiaoyu . In: Global Finance Journal. RePEc:eee:glofin:v:30:y:2016:i:c:p:45-65.

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2016Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis. (2016). Mollah, Sabur ; Zafirov, Goran . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:151-167.

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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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2016Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests. (2016). Koliai, Lyes . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:1-22.

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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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2016Investor mood, herding and the Ramadan effect. (2016). Gavriilidis, Konstantinos ; Tsalavoutas, Ioannis ; Kallinterakis, Vasileios . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:23-38.

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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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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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2016Are stock price more informative after dual-listing in emerging markets? Evidence from Hong Kong-listed Chinese companies. (2016). Tam, Lewis ; Kot, Hung Wan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:36:y:2016:i:c:p:31-45.

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2016False discoveries in style timing of Chinese mutual funds. (2016). Yi, LI ; He, Lei . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:38:y:2016:i:c:p:194-208.

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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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2016Efficiency and cross-correlation in equity market during global financial crisis: Evidence from China. (2016). Ma, Pengcheng ; Li, Shuo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:163-176.

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2016Evolving dynamics of trading behavior based on coordination game in complex networks. (2016). Bian, Yue-Tang ; Li, Jin-Sheng ; Xu, LU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:449:y:2016:i:c:p:281-290.

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2016Clustering stocks using partial correlation coefficients. (2016). Jung, Sean S ; Chang, Woojin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:410-420.

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2016Network of listed companies based on common shareholders and the prediction of market volatility. (2016). Ren, DA ; Zhang, Yongjie ; Li, Jie ; Feng, XU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:508-521.

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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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2016Continuous wavelet transform and rolling correlation of European stock markets. (2016). Tiwari, Aviral ; Mutascu, Mihai Ioan ; Albulescu, Claudiu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:237-256.

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2016Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach. (2016). Shi, Yanlin ; Liu, Wai-Man ; Ho, Kin-Yip . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:291-312.

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2016Stock returns and economic fundamentals in an emerging market: An empirical investigation of domestic and global market forces. (2016). Chiang, Thomas C ; Chen, Xiaoyu . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:107-120.

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2016Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations. (2016). Masih, Abul ; Dewandaru, Ginanjar . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:363-377.

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2016Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets. (2016). Apostolakis, George. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:542-551.

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2016Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space. (2016). Lin, Fu-Lai ; Yang, Sheng-Yung ; Chen, Yu-Fen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:59-71.

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2016The overconfident trading behavior of individual versus institutional investors. (2016). Liu, Hsiang-Hsi ; Chen, Yu-Hao ; Huang, Jih-Jeng . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:518-539.

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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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2016Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK. (2016). Tamakoshi, Go ; Hamori, Shigeyuki. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:288-296.

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2016On emerging stock market contagion: The Baltic region. (2016). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Alexakis, Panayotis D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:312-321.

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2016Herding and excessive risk in the American stock market: A sectoral analysis. (2016). Bouraoui, Omar ; Litimi, Houda ; Bensaida, Ahmed . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:6-21.

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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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2016Dynamic volatility spillovers across shipping freight markets. (2016). Tsouknidis, Dimitris. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:91:y:2016:i:c:p:90-111.

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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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2016Does speculation in the oil market drive investor herding in net exporting nations?. (2016). Demirer, Riza ; Balcilar, Mehmet ; Ulussever, Talat . In: Working Papers. RePEc:emu:wpaper:15-29.pdf.

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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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2016Does Bilateral Market and Financial Integration Explains International Co-Movement Patterns 1. (2016). Ur, Mobeen ; Amir, Syed Muhammad . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:4:y:2016:i:2:p:10-:d:70201.

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2016Does Bilateral Market and Financial Integration Explains International Co-Movement Patterns 1. (2016). Ur, Mobeen ; Amir, Syed Muhammad . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:4:y:2016:i:2:p:10:d:70201.

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2016Contagion in the Worlds Stock Exchanges Seen as a Set of Coupled Oscillators. (2016). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01215620.

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

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2016Valuation Tools for Determining the Value of Assets: A Literature Review. (2016). Mohammad, Ali Naef . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:6:y:2016:i:4:p:63-72.

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2016Contagion, Interdependence and Diversification across Regional UK Housing Markets. (2016). University, Wichita State . In: International Real Estate Review. RePEc:ire:issued:v:19:n:03:2016:p:327-351.

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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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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.
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article0
1991Forecasting the Treasury Bill Rate: A Time-Varying Coefficient Approach In: Journal of Financial Research.
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article5
2010Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks In: Energy Policy.
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article10
1999Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data In: Global Finance Journal.
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article3
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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article11
2010Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis In: Global Finance Journal.
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article25
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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article13
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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article103
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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article16
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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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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article35
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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article9
2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets In: Journal of International Money and Finance.
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article229
2008Herding behavior in Chinese stock markets: An examination of A and B shares In: Pacific-Basin Finance Journal.
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article90
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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article0
2010New evidence on the relation between return volatility and trading volume In: Journal of Forecasting.
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article13
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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article25
2005International Asset Excess Returns and Multivariate Conditional Volatilities In: Review of Quantitative Finance and Accounting.
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article0
1996Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market. In: Review of Quantitative Finance and Accounting.
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article2
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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article16
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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article7
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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article2
2005Phase Distribution and Phase Correlation of Financial Time Series In: Finance.
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