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International asset pricing and equity market risk

Chiang, Thomas C. - In: Journal of international money and finance 10 (1991) 3, pp. 349-364

Persistent link: https://www.econbiz.de/10001110872

Empirical analysis of intertemporal relations between downside risks and expected returns : evidence from Asian markets

Chiang, Thomas C. - In: Research in international business and finance 47 (2019), pp. 264-278

Persistent link: https://www.econbiz.de/10012135733

Searching for assets to hedge against inflation in the U.S. market

Chiang, Thomas C. - In: Review of Pacific Basin financial markets and policies … 27 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10014575253

Risk and international parity conditions : a synthesis from consumption-based models

Chiang, Thomas C. - In: International economic journal 11 (1997) 2, pp. 73-101

Persistent link: https://www.econbiz.de/10001225297

International asset excess returns and multivariate conditional volatilities

Chiang, Thomas C.; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 24 (2005) 3, pp. 295-312

Persistent link: https://www.econbiz.de/10002851961

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

An empirical investigation of risk-return relations in Chinese equity markets : evidence from aggregate and sectoral data

Chiang, Thomas C.; Zhang, Yuanqing - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-22

This paper investigates the risk-return relations in Chinese equity markets. Based on a TARCH-M model, evidence shows that stock returns are positively correlated with predictable volatility, supporting the risk-return relation in both aggregate and sectoral markets. Evidence finds a positive...

Persistent link: https://www.econbiz.de/10011883488

Evidence of stock returns and abnormal trading volume : a threshold quantile regression approach

Chen, Cathy W. S.; So, Mike Ka-pui; Chiang, Thomas C. - In: The Japanese economic review : the journal of the … 67 (2016) 1, pp. 96-124

Persistent link: https://www.econbiz.de/10011720775

Empirical analysis of the intertemporal relationship between downside risk and expected returns : evidence from time-varying transition probability models

Chen, Cathy Yi-Hsuan; Chiang, Thomas C. - In: European financial management : the journal of the … 22 (2016) 5, pp. 749-796

Persistent link: https://www.econbiz.de/10011713148