Thomas C. Chiang, Ph.D.
Thomas C. Chiang, Ph.D.
Marshall M. Austin Professor of Finance, Drexel University
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Cited by
Cited by
Dynamic correlation analysis of financial contagion: Evidence from Asian markets
TC Chiang, BN Jeon, H Li
Journal of International Money and finance 26 (7), 1206-1228, 2007
An empirical analysis of herd behavior in global stock markets
TC Chiang, D Zheng
Journal of Banking & Finance 34 (8), 1911-1921, 2010
Herding behavior in Chinese stock markets: An examination of A and B shares
L Tan, TC Chiang, JR Mason, E Nelling
Pacific-Basin finance journal 16 (1-2), 61-77, 2008
Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis
TC Chiang, J Li, L Tan
Global Finance Journal 21 (1), 111-124, 2010
Empirical analysis of stock returns and volatility: Evidence from seven Asian stock markets based on TAR-GARCH model
TC Chiang, SC Doong
Review of Quantitative Finance and Accounting 17 (3), 301-318, 2001
A system of stock prices in world stock exchanges: common stochastic trends for 1975–1990
BN Jeon, TC Chiang
Journal of Economics and Business 43 (4), 329-338, 1991
Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model
CWS Chen, TC Chiang, MKP So
Journal of economics and business 55 (5-6), 487-502, 2003
Dynamic herding behavior in Pacific-Basin markets: Evidence and implications
TC Chiang, J Li, L Tan, E Nelling
Multinational Finance Journal 17 (3/4), 165-200, 2013
The forward rate as a predictor of the future spot rate--A stochastic coefficient approach
TC Chiang
Journal of Money, Credit and Banking 20 (2), 212-232, 1988
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market
Z Qiao, TC Chiang, WK Wong
Journal of International Financial Markets, Institutions and Money 18 (5 …, 2008
The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries
H Li, BN Jeon, SY Cho, TC Chiang
Global Finance Journal 19 (1), 46-55, 2008
New evidence on the relation between return volatility and trading volume
TC Chiang, Z Qiao, WK Wong
Journal of Forecasting 29 (5), 502-515, 2010
Dynamic stock–bond return correlations and financial market uncertainty
TC Chiang, J Li, SY Yang
Review of Quantitative Finance and Accounting 45 (1), 59-88, 2015
Stock return and exchange rate risk: evidence from Asian stock markets based on a bivariate GARCH model
TC Chiang, SY Yang, TS Wang
International Journal of Business 5 (2), 97-117, 2000
Liquidity and stock returns: Evidence from international markets
TC Chiang, D Zheng
Global Finance Journal 27, 73-97, 2015
Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets
TC Chiang
Finance Research Letters 29 (C), 41-49, 2019
Herding within industries: Evidence from Asian stock markets
D Zheng, H Li, TC Chiang
International Review of Economics & Finance 51, 487-509, 2017
International asset pricing and equity market risk
TC Chiang
Journal of International Money and Finance 10 (3), 349-364, 1991
Phase distribution and phase correlation of financial time series
MC Wu, MC Huang, HC Yu, TC Chiang
Physical Review E 73 (1), 016118, 2006
International Financial Markets
J Madura, TC Chiang
West Group, 1991
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