Similar Search Results

Response asymmetries in Asian stock markets

Doong, Shuh-Chyi; Yang, Sheng-Yung; Chiang, Thomas C. - In: Review of Pacific Basin financial markets and policies 8 (2005) 4, pp. 637-657

Persistent link: https://www.econbiz.de/10003280288

Herding behavior in Chinese stock markets : an examination of A and B shares

Lin Tan; Chiang, Thomas C.; Mason, Joseph R.; Nelling, … - In: Pacific-Basin finance journal 16 (2008) 1/2, pp. 61-77

Persistent link: https://www.econbiz.de/10003708862

Asymmetric return and volatility responses to composite news from stock markets

Chiang, Thomas C.; Chen, Cathy W. S.; So, Mike Ka-pui - In: Multinational finance journal : MF ; quarterly … 11 (2007) 3/4, pp. 179-210

Persistent link: https://www.econbiz.de/10003709545

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

Li, Huimin; Jeon, Bang-nam; Cho, Seong-yeon; Chiang, … - In: Global finance journal 19 (2008) 1, pp. 46-55

Persistent link: https://www.econbiz.de/10003742512

The speed of adjustment to information : evidence from the Chinese stock market

Chiang, Thomas C.; Nelling, Edward; Lin Tan - In: International review of economics & finance : IREF 17 (2008) 2, pp. 216-229

Persistent link: https://www.econbiz.de/10003749721

Empirical analysis of dynamic linkages between China and international stock markets

Chiang, Thomas C.; Chen, Xiaoyu - In: Journal of mathematical finance 6 (2016) 1, pp. 189-212

Persistent link: https://www.econbiz.de/10011543897

The intertemporal risk-return relationship : evidence from international markets

Chiang, Thomas C.; Li, Huimin; Zheng, Dazhi - In: Journal of international financial markets, … 39 (2015), pp. 156-180

Persistent link: https://www.econbiz.de/10011475720

Liquidity and stock returns : evidence from international markets

Chiang, Thomas C.; Zheng, Dazhi - In: Global finance journal 27 (2015), pp. 73-97

Persistent link: https://www.econbiz.de/10011478050

Downside risk and stock returns : an empirical analysis of the long-run and short-run dynamics from the G-7 Countries

Chen, Cathy Yi-Hsuan; Chiang, Thomas C.; Härdle, Wolfgang - 2016

This paper presents presents presents a fractionally cointegrated vector autoregression (FCVAR) (FCVAR) (FCVAR) (FCVAR) model to examine to examine to examine to examine to examine to examine to examine various relations between stock returns and downside risk. Evidence from major advanced...

Persistent link: https://www.econbiz.de/10011437764

What explains deviations in the unbiased expectations hypothesis? : market irrationality vs. the peso problem

Chen, Cathy Yi-Hsuan; Kuo, I.-doun; Chiang, Thomas C. - In: Journal of international financial markets, … 30 (2014), pp. 172-190

Persistent link: https://www.econbiz.de/10011293770