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 1 305 0 1 8 1,055
Total Working Papers 0 0 1 305 0 1 8 1,055

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 0 104 0 5 9 341
An empirical analysis of herd behavior in global stock markets 7 22 75 780 27 67 216 1,887
Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model 0 0 1 78 2 4 7 272
Comovements of Stock Markets between Turkey and Global Countries 0 0 2 13 1 2 11 80
Country-fund discounts and risk: Evidence from stock market volatility and macroeconomic volatility 0 0 0 18 0 1 2 68
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets? 0 0 0 45 0 0 3 233
Dynamic Analysis of Stock Return Volatility in an Integrated International Capital Market 0 0 0 0 0 0 3 216
Dynamic correlation analysis of financial contagion: Evidence from Asian markets 3 7 31 482 6 15 79 1,122
Emperical analysis of short-term eurocurrency rates: Evidence from a transfer function error correction model 0 0 0 25 0 1 4 206
Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model 0 0 0 172 1 2 6 505
Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets 0 0 1 43 0 0 5 161
Empirical analysis of real and financial volatilities on stock excess returns: evidence from Taiwan industrial data 0 0 0 13 0 1 5 56
Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis 1 5 13 216 3 15 41 538
Foreign exchange returns over short and long horizons 0 0 1 17 0 2 6 107
Forward rate, spot rate and risk premium: An empirical analysis 0 0 0 126 3 3 5 686
Herding behavior in Chinese stock markets: An examination of A and B shares 4 12 54 375 14 37 124 991
International Asset Excess Returns and Multivariate Conditional Volatilities 0 0 0 51 0 0 2 185
International asset pricing and equity market risk 0 0 0 69 1 1 7 220
Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market 0 0 1 53 3 3 13 253
New evidence on the relation between return volatility and trading volume 0 0 1 53 1 5 15 194
On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets 0 0 0 18 0 0 1 120
On the Predictors of the Future Spot Rates--A Multi-currency Analysis 0 0 0 0 0 0 2 161
Retrieving the vanishing liquidity effect--a threshold vector autoregressive model 0 0 0 108 0 3 5 279
Risk and International Parity Conditions: A Synthesis from Consumption Based Models 0 0 0 69 1 1 5 459
Short-term eurocurrency rate behavior and specifications of cointegrating processes 0 0 0 31 0 0 3 205
Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks 0 0 1 26 0 0 6 139
The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach 0 1 4 314 1 4 14 1,180
The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries 0 0 1 87 0 5 14 380
The speed of adjustment to information: Evidence from the Chinese stock market 0 0 2 91 0 0 7 238
Time series dynamics of short-term interest rates: evidence from Eurocurrency markets 0 0 0 32 1 1 3 135
Total Journal Articles 15 47 188 3,509 65 178 623 11,617

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2021-01-03