Thomas C. Chiang

发表

Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model

Shuh-Chyi Doong, Shuh-Chyi Doong, T. Chiang, 2001 .

Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market

Wing-Keung Wong, Zhuo Qiao, T. Chiang, 2008 .

FORECASTING THE TREASURY BILL RATE: A TIME-VARYING COEFFICIENT APPROACH

Douglas R. Kahl, Thomas C. Chiang, 1991 .

Dynamic analysis of stock return volatility in an integrated international capital market

T. Chiang, Thomas C. Chiang, Jeannette Jin Chiang, 1996 .

A system of stock prices in world stock exchanges: Common stochastic trends for 1975–1990

B. Jeon, T. Chiang, Thomas C. Chiang, 1991 .

Dynamic correlation analysis of financial contagion: Evidence from Asian markets

B. Jeon, T. Chiang, Thomas C. Chiang, 2007 .

Stock Returns and Risk: Evidence from Quantile

T. Chiang, Thomas C. Chiang, Jiandong Li, 2012 .

Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis

Lin Tan, Lin Tan, T. Chiang, 2010 .

Empirical Analysis of Dynamic Linkages between China and International Stock Markets

T. Chiang, Thomas C. Chiang, Xiaoyu Chen, 2016 .

New Evidence on the Relation between Return Volatility and Trading Volume

Wing-Keung Wong, Thomas C. Chiang, Zhuo Qiao, 2009 .

Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model

Cathy W. S. Chen, Mike K. P. So, T. Chiang, 2003 .

Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data

Ming-Chya Wu, Hai-Chin Yu, Ming-Chya Wu, 2009 .

The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries

Huimin Li, B. Jeon, Seong-Yeon Cho, 2008 .