Access Statistics for Thomas C. Chiang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Phase Distribution and Phase Correlation of Financial Time Series 0 0 0 305 0 0 22 1,086
Total Working Papers 0 0 0 305 0 0 22 1,086


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A system of stock prices in world stock exchanges: Common stochastic trends for 1975-1990 0 0 0 107 1 2 11 369
An empirical analysis of herd behavior in global stock markets 2 12 31 1,034 4 26 100 2,681
Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model 0 0 0 78 0 0 13 297
Comovements of Stock Markets between Turkey and Global Countries 0 0 0 19 0 1 11 116
Country-fund discounts and risk: Evidence from stock market volatility and macroeconomic volatility 0 0 0 18 1 1 3 75
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets? 0 0 0 48 0 1 5 245
Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market 0 0 0 0 1 1 4 227
Dynamic correlation analysis of financial contagion: Evidence from Asian markets 0 2 10 559 2 8 33 1,380
Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model 0 0 0 25 0 0 5 214
Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model 0 0 0 174 0 2 16 546
Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets 0 0 0 43 0 0 12 178
Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data 0 0 0 13 0 1 2 61
Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis 0 0 2 256 1 4 30 731
Foreign exchange returns over short and long horizons 0 0 1 21 0 0 6 120
Forward rate, spot rate and risk premium: An empirical analysis 0 0 0 128 0 1 5 701
Herding behavior in Chinese stock markets: An examination of A and B shares 0 2 11 549 2 6 44 1,440
International Asset Excess Returns and Multivariate Conditional Volatilities 0 0 0 51 3 3 9 200
International asset pricing and equity market risk 0 0 0 71 0 0 5 231
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market 0 0 0 54 0 0 9 271
New evidence on the relation between return volatility and trading volume 0 0 0 61 0 1 9 225
On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets 0 0 0 18 0 0 9 133
On the Predictors of the Future Spot Rates--A Multi-currency Analysis 0 0 0 0 0 0 7 173
Retrieving the vanishing liquidity effect--a threshold vector autoregressive model 0 0 0 108 0 0 5 288
Risk and International Parity Conditions: A Synthesis from Consumption Based Models 0 0 0 69 0 1 12 483
Short-term eurocurrency rate behavior and specifications of cointegrating processes 0 0 0 31 0 0 2 212
Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks 0 1 1 28 1 4 11 155
The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach 0 0 2 331 1 1 8 1,229
The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries 0 0 0 92 1 2 20 424
The speed of adjustment to information: Evidence from the Chinese stock market 0 1 1 96 1 2 17 270
Time series dynamics of short-term interest rates: evidence from Eurocurrency markets 0 0 0 32 2 3 10 152
Total Journal Articles 2 18 59 4,114 21 71 433 13,827


Statistics updated 2026-08-07