| Year |
Citation |
Score |
| 2020 |
Chen X, Chiang TC. Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market Research in International Business and Finance. 53: 101183. DOI: 10.1016/J.Ribaf.2020.101183 |
0.472 |
|
| 2019 |
Chiang TC. Market Efficiency and News Dynamics: Evidence from International Equity Markets Economies. 7: 7. DOI: 10.3390/Economies7010007 |
0.611 |
|
| 2019 |
Chiang TC. Financial risk, uncertainty and expected returns: evidence from Chinese equity markets China Finance Review International. 9: 425-454. DOI: 10.1108/Cfri-09-2018-0129 |
0.617 |
|
| 2019 |
Chiang TC. Empirical analysis of intertemporal relations between downside risks and expected returns—Evidence from Asian markets Research in International Business and Finance. 47: 264-278. DOI: 10.1016/J.Ribaf.2018.08.003 |
0.49 |
|
| 2019 |
Chiang TC. Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets Finance Research Letters. 29: 41-49. DOI: 10.1016/J.Frl.2019.03.018 |
0.539 |
|
| 2018 |
Chiang TC, Zhang Y. An Empirical Investigation of Risk-Return Relations in Chinese Equity Markets: Evidence from Aggregate and Sectoral Data International Journal of Financial Studies. 6: 35. DOI: 10.3390/Ijfs6020035 |
0.537 |
|
| 2018 |
Chen CY, Chiang TC, Härdle WK. Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics Journal of Banking and Finance. 93: 21-32. DOI: 10.1016/J.Jbankfin.2018.05.012 |
0.537 |
|
| 2017 |
Zheng D, Li H, Chiang TC. Herding within industries: Evidence from Asian stock markets International Review of Economics & Finance. 51: 487-509. DOI: 10.1016/J.Iref.2017.07.005 |
0.679 |
|
| 2016 |
Chiang TC, Chen X. Empirical Analysis of Dynamic Linkages between China and International Stock Markets Journal of Mathematical Finance. 6: 189-212. DOI: 10.4236/Jmf.2016.61018 |
0.596 |
|
| 2016 |
Chen CWS, So MKP, Chiang TC. Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach Japanese Economic Review. 67: 96-124. DOI: 10.1111/Jere.12074 |
0.579 |
|
| 2016 |
Chiang TC, Chen X. Stock returns and economic fundamentals in an emerging market: An empirical investigation of domestic and global market forces International Review of Economics and Finance. 43: 107-120. DOI: 10.1016/J.Iref.2015.10.034 |
0.581 |
|
| 2016 |
Chiang TC, Yu MT. Empirical finance of financial institutions and market behavior International Review of Economics and Finance. DOI: 10.1016/J.Iref.2015.10.027 |
0.544 |
|
| 2016 |
Chen X, Chiang TC. Stock returns and economic forces-An empirical investigation of Chinese markets Global Finance Journal. 30: 45-65. DOI: 10.1016/J.Gfj.2016.01.001 |
0.598 |
|
| 2016 |
Chen CYH, Chiang TC. Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates Review of Quantitative Finance and Accounting. 1-28. DOI: 10.1007/S11156-016-0584-Y |
0.348 |
|
| 2015 |
Ren J, Fu L, Bian G, Su J, Zhang H, Velury S, Yukawa R, Zhang L, Wang T, Zha G, Guo R, Miller T, Hasan MZ, Chiang TC. An Effective Approach to Improving Cadmium Telluride (111)A Surface by Molecular-Beam-Epitaxy Growth of Tellurium Monolayer. Acs Applied Materials & Interfaces. PMID 26672795 DOI: 10.1021/Acsami.5B09863 |
0.311 |
|
| 2015 |
Chen CYH, Chiang TC. Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time-varying Transition Probability Models European Financial Management. DOI: 10.1111/Eufm.12079 |
0.466 |
|
| 2015 |
Chiang TC, Li H, Zheng D. The intertemporal risk-return relationship: Evidence from international markets Journal of International Financial Markets, Institutions and Money. 39: 156-180. DOI: 10.1016/J.Intfin.2015.06.003 |
0.725 |
|
| 2015 |
Chiang TC, Zheng D. Liquidity and stock returns: Evidence from international markets Global Finance Journal. 27: 73-97. DOI: 10.1016/J.Gfj.2015.04.005 |
0.71 |
|
| 2015 |
Chiang TC, Lao L, Xue Q. Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data Review of Quantitative Finance and Accounting. DOI: 10.1007/S11156-015-0529-X |
0.578 |
|
| 2015 |
Chiang TC, Li J, Yang SY. Dynamic stock–bond return correlations and financial market uncertainty Review of Quantitative Finance and Accounting. 45: 59-88. DOI: 10.1007/S11156-013-0430-4 |
0.657 |
|
| 2014 |
Qiao Z, Chiang TC, Tan L. Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity: Evidence from major Asian markets Review of Pacific Basin Financial Markets and Policies. 17. DOI: 10.1142/S0219091514500180 |
0.606 |
|
| 2014 |
Chen CYH, Kuo ID, Chiang TC. What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem Journal of International Financial Markets, Institutions and Money. 30: 172-190. DOI: 10.1016/J.Intfin.2014.01.009 |
0.405 |
|
| 2012 |
Shi J, Chiang TC, Liang X. Positive‐feedback trading activity and momentum profits Managerial Finance. 38: 508-529. DOI: 10.1108/03074351211217832 |
0.526 |
|
| 2011 |
Chiang TC, Jeon BN, Li H. Dynamic Correlation Analysis of Financial Contagion: Evidence from Asian Markets Financial Contagion: the Viral Threat to the Wealth of Nations. 101-114. DOI: 10.1016/J.Jimonfin.2007.06.005 |
0.52 |
|
| 2010 |
Chiang TC, Zheng D. An empirical analysis of herd behavior in global stock markets Journal of Banking and Finance. 34: 1911-1921. DOI: 10.1016/J.Jbankfin.2009.12.014 |
0.708 |
|
| 2010 |
Chiang TC, Li J, Tan L. Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis Global Finance Journal. 21: 111-124. DOI: 10.1016/J.Gfj.2010.03.005 |
0.581 |
|
| 2010 |
Hammoudeh S, Yuan Y, Chiang T, Nandha M. Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks Energy Policy. 38: 3922-3932. DOI: 10.1016/J.Enpol.2010.03.015 |
0.485 |
|
| 2010 |
Chiang TC, Qiao Z, Wong WK. New evidence on the relation between return volatility and trading volume Journal of Forecasting. 29: 502-515. DOI: 10.1002/For.1151 |
0.397 |
|
| 2009 |
Chiang TC, Yu HC, Wu MC. Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data Physica a: Statistical Mechanics and Its Applications. 388: 1555-1570. DOI: 10.1016/J.Physa.2008.12.042 |
0.409 |
|
| 2008 |
Tan L, Chiang TC, Mason JR, Nelling E. Herding behavior in Chinese stock markets: An examination of A and B shares Pacific Basin Finance Journal. 16: 61-77. DOI: 10.1016/J.Pacfin.2007.04.004 |
0.559 |
|
| 2008 |
Chiang TC, Nelling E, Tan L. The speed of adjustment to information: Evidence from the Chinese stock market International Review of Economics & Finance. 17: 216-229. DOI: 10.1016/J.Iref.2007.06.004 |
0.494 |
|
| 2008 |
Qiao Z, Chiang TC, Wong WK. Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market Journal of International Financial Markets, Institutions and Money. 18: 425-437. DOI: 10.1016/J.Intfin.2007.05.004 |
0.595 |
|
| 2008 |
Li H, Jeon BN, Cho SY, Chiang TC. The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries Global Finance Journal. 19: 46-55. DOI: 10.1016/J.Gfj.2007.12.001 |
0.54 |
|
| 2007 |
Chiang TC, Tan L, Li H. Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets Quantitative Finance. 7: 651-667. DOI: 10.1080/14697680601173147 |
0.541 |
|
| 2007 |
So MKP, Chen CWS, Chiang TC, Lin DSY. Modelling financial time series with threshold nonlinearity in returns and trading volume Applied Stochastic Models in Business and Industry. 23: 319-338. DOI: 10.1002/Asmb.674 |
0.46 |
|
| 2006 |
Wu MC, Huang MC, Yu HC, Chiang TC. Phase distribution and phase correlation of financial time series. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 73: 016118. PMID 16486227 DOI: 10.1103/Physreve.73.016118 |
0.315 |
|
| 2006 |
Chiang TC, Kim D, Lee E. Country-fund discounts and risk: Evidence from stock market volatility and macroeconomic volatility Journal of Economics and Business. 58: 303-322. DOI: 10.1016/J.Jeconbus.2005.09.005 |
0.52 |
|
| 2005 |
Doong S, Yang S, Chiang TC. Response Asymmetries in Asian Stock Markets Review of Pacific Basin Financial Markets and Policies. 8: 637-657. DOI: 10.1142/S0219091505000592 |
0.67 |
|
| 2005 |
Chiang TC, Yang S. International Asset Excess Returns and Multivariate Conditional Volatilities Review of Quantitative Finance and Accounting. 24: 295-312. DOI: 10.1007/S11156-005-6868-2 |
0.6 |
|
| 2003 |
Chiang TC, Yang S. Foreign exchange risk premiums and time-varying equity market risks International Journal of Risk Assessment and Management. 4: 310. DOI: 10.1504/Ijram.2003.003828 |
0.671 |
|
| 2003 |
Chen CWS, Chiang TC, So MKP. Assymetrical reaction to US stock-return news: Evidence from major stock markets based on a double-threshold model Journal of Economics and Business. 55: 487-502. DOI: 10.1016/S0148-6195(03)00051-1 |
0.586 |
|
| 2001 |
Chiang TC, Doong S. Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model Review of Quantitative Finance and Accounting. 17: 301-318. DOI: 10.1023/A:1012296727217 |
0.614 |
|
| 2000 |
Jiang C, Chiang TC. Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets Applied Financial Economics. 10: 95-104. DOI: 10.1080/096031000331969 |
0.716 |
|
| 2000 |
Chiang TC, Kim D. Short-term eurocurrency rate behavior and specifications of cointegrating processes International Review of Economics & Finance. 9: 157-179. DOI: 10.1016/S1059-0560(99)00045-3 |
0.514 |
|
| 1999 |
Chiang TC, Chiang JJ. Review of Quantitative Finance and Accounting. 12: 351-370. DOI: 10.1023/A:1008302525246 |
0.305 |
|
| 1999 |
Chiang TC, Doong S. Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data Global Finance Journal. 10: 187-200. DOI: 10.1016/S1044-0283(99)00018-6 |
0.575 |
|
| 1999 |
Shen C, Chiang TC. Retrieving the vanishing liquidity effect—a threshold vector autoregressive model Journal of Economics and Business. 51: 259-277. DOI: 10.1016/S0148-6195(98)00021-6 |
0.327 |
|
| 1998 |
Chiang TC, Jiang CX. Empirical Analysis of Interdependency and Volatility among Asian Stock Markets Review of Pacific Basin Financial Markets and Policies. 1: 437-459. DOI: 10.1142/S0219091598000260 |
0.71 |
|
| 1997 |
Chiang TC, Trinidad JA. Risk and International Parity Conditions: A Synthesis from Consumption Based Models International Economic Journal. 11: 73-101. DOI: 10.1080/10168739700000012 |
0.53 |
|
| 1997 |
Chiang TC. Time series dynamics of short-term interest rates: evidence from Eurocurrency markets Journal of International Financial Markets, Institutions and Money. 7: 201-220. DOI: 10.1016/S1042-4431(97)00023-1 |
0.383 |
|
| 1996 |
Chiang TC, Chiang JJ. Dynamic analysis of stock return volatility in an integrated international capital market Review of Quantitative Finance and Accounting. 6: 5-17. DOI: 10.1007/Bf00290793 |
0.592 |
|
| 1995 |
Chiang TC, Jiang CX. Foreign exchange returns over short and long horizons International Review of Economics and Finance. 4: 267-282. DOI: 10.1016/1059-0560(95)90044-6 |
0.643 |
|
| 1995 |
Chiang TC, Chiang JJ. Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model Journal of Economics and Business. 47: 335-351. DOI: 10.1016/0148-6195(95)00015-J |
0.303 |
|
| 1993 |
Chiang TC, Ronald KC. An empirical analysis of the expert expectations hypothesis in the US Treasury bill market Applied Financial Economics. 3: 329-334. DOI: 10.1080/758534945 |
0.451 |
|
| 1991 |
Chiang TC, Kahl DR. Forecasting The Treasury Bill Rate: A Time-Varying Coefficient Approach Journal of Financial Research. 14: 327-336. DOI: 10.1111/J.1475-6803.1991.Tb00670.X |
0.353 |
|
| 1991 |
Chiang TC. International asset pricing and equity market risk Journal of International Money and Finance. 10: 349-364. DOI: 10.1016/0261-5606(91)90015-C |
0.597 |
|
| 1991 |
Jeon BN, Chiang TC. A system of stock prices in world stock exchanges: Common stochastic trends for 1975-1990 Journal of Economics and Business. 43: 329-338. DOI: 10.1016/0148-6195(91)90029-V |
0.566 |
|
| 1988 |
Chiang TC. The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach Journal of Money, Credit and Banking. 20: 212-232. DOI: 10.2307/1992112 |
0.319 |
|
| 1987 |
Chiang TC, Hindelang TJ. The information content of risk premium in predicting the future spot rate Atlantic Economic Journal. 15: 96-97. DOI: 10.1007/Bf02304213 |
0.322 |
|
| 1986 |
Chiang TC. EMPIRICAL ANALYSIS ON THE PREDICTORS OF FUTURE SPOT RATES Journal of Financial Research. 9: 153-162. DOI: 10.1111/J.1475-6803.1986.Tb00444.X |
0.328 |
|
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