I-Hsuan Ethan Chiang : Citation Profile

University of North Carolina-Charlotte

4

H index

3

i10 index

150

Citations

RESEARCH PRODUCTION:

8

Articles

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 16
   Journals where I-Hsuan Ethan Chiang has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 1 (0.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1951
   Updated: 2026-01-10    RAS profile: 2024-03-08    
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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 I-Hsuan Ethan Chiang.

Is cited by:

Wang, Yudong (10)

Yin, Libo (9)

Uctum, Remzi (3)

Nikitopoulos-Sklibosios, Christina (3)

Oloko, Tirimisiyu (3)

Salisu, Afees (3)

faff, robert (2)

Zhang, Yaojie (2)

Vigo Pereira, Caio (2)

Kohlscheen, Emanuel (2)

Managi, Shunsuke (2)

Cites to:

Harvey, Campbell (11)

French, Kenneth (6)

Campbell, John (6)

Ferson, Wayne (5)

Fama, Eugene (5)

Jagannathan, Ravi (4)

Pastor, Lubos (4)

Uppal, Raman (4)

van Dijk, Dick (3)

Panchenko, Valentyn (3)

Zhou, Guofu (3)

Main data

Where I-Hsuan Ethan Chiang has published?

Journals with more than one article published# docs
Journal of Empirical Finance2
The Review of Asset Pricing Studies2
Journal of Banking & Finance2

Recent works citing I-Hsuan Ethan Chiang (2025 and 2024)

YearTitle of citing document
2025Explainable AI for Comprehensive Risk Assessment for Financial Reports: A Lightweight Hierarchical Transformer Network Approach. (2025). Tan, Xue Wen ; Kok, Stanley. In: Papers. RePEc:arx:papers:2506.23767.

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2025Identification-robust and simultaneous inference in multifactor asset pricing models. (2025). Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002665.

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2024Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio. (2024). Chen, Chen ; Stivers, Chris ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000902.

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2024The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

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2024A multiscale time-series decomposition learning for crude oil price forecasting. (2024). Li, Zhixi ; Jiang, Yuansheng ; Shi, Long ; Tan, Jinghua ; Zhang, Chuanhui. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004419.

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2024Variance dynamics and term structure of the natural gas market. (2024). Wei, Xinyang ; Bhar, Ramaprasad ; Sheng, NI ; Colwell, David B ; Shao, Chengwu. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004882.

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2024Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006388.

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2025Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective. (2025). Xu, Zhiwei ; Zhang, Teng ; Gou, Xinyi. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002336.

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2024The cross section of information transmission in news media and stock returns. (2024). Wu, YI ; Wang, Xinyao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008109.

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2024Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data. (2024). Wang, Yudong ; Hao, Xianfeng ; Wu, Liangyu. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000314.

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2025Rethinking the delayed overshooting puzzle: An examination through present value framework. (2025). Yun, Jaeho. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000361.

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2024The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model. (2024). Gao, Hongfu ; Zhang, Feipeng ; Yuan, DI. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s240585132400028x.

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2024Stock-oil comovements through fear, uncertainty, and expectations: Evidence from conditional comoments. (2024). Noori, Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:529-551.

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2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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2024What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?. (2024). Zhang, Zhaowei ; Gao, Xiaohui ; Bakshi, Gurdip. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:2:p:14-247:d:1403633.

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2024Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Post-Print. RePEc:hal:journl:hal-04873466.

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2025The dynamic impact of investor climate sentiment on the crude oil futures market: Evidence from the Chinese market. (2025). Liu, Wenwen ; Zhao, Peng ; Tang, Miao Miao. In: PLOS ONE. RePEc:plo:pone00:0314579.

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2024Does the U.S. extreme indicator matter in stock markets? International evidence. (2024). Jing, Xiaozhen ; Singh, Tarlok ; Xu, Dezhong ; Li, Bin. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00610-w.

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2025Forecasting stock returns: the role of VIX-based upper and lower shadow of Japanese candlestick. (2025). Dai, Zhifeng ; Zhu, Haoyang ; Chang, Xiaoming ; Wen, Fenghua. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00682-8.

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2025Industry return predictability using health policy uncertainty. (2025). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00758-z.

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2024Forecasting Crude Oil Volatility Using the Deep Learning‐Based Hybrid Models With Common Factors. (2024). Hu, Nan ; Yang, KE ; Tian, Fengping. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1429-1446.

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2025Geopolitical Risk and the Volatility of the International Grain Futures Market. (2025). Dai, Yunshi ; Zhou, Weixing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1757-1794.

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Works by I-Hsuan Ethan Chiang:

YearTitleTypeCited
2015Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets In: Journal of Finance.
[Full Text][Citation analysis]		article74
2016SKEWNESS AND COSKEWNESS IN BOND RETURNS In: Journal of Financial Research.
[Full Text][Citation analysis]		article13
2015Modern portfolio management with conditioning information In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
2021Modeling the cross-section of stock returns using sensible models in a model pool In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
2021Short-term reversals, short-term momentum, and news-driven trading activity In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2017Do oil futures prices predict stock returns? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article46
2020Real Exchange Rates and Currency Risk Premiums In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article6
2012A Simple Test of the Affine Class of Term Structure Models In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article2

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