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Empirical analysis of economic policy uncertainty and stock returns in Asian markets

Chiang, Thomas C. - In: Advances in Pacific Basin business, economics, and finance 7 (2019), pp. 63-87

Persistent link: https://www.econbiz.de/10012582246

Can gold or silver be used as a hedge against policy uncertainty and COVID-19 in the Chinese market?

Chiang, Thomas C. - In: China finance review international 12 (2022) 4, pp. 571-600

Persistent link: https://www.econbiz.de/10013453609

Empirical analysis of interdependency and volatility among Asian stock markets

Chiang, Thomas C.; Jiang, Christine X. - In: Review of Pacific Basin financial markets and policies 1 (1998) 4, pp. 437-459

Persistent link: https://www.econbiz.de/10001382106

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

Chiang, Thomas C.; Li, Jiandong; Lin Tan - In: Global finance journal 21 (2010) 1, pp. 111-124

Persistent link: https://www.econbiz.de/10008990271

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

Qiao, Zhuo; Chiang, Thomas C.; Wong, Wing Keung - In: Journal of international financial markets, … 18 (2008) 5, pp. 425-437

Persistent link: https://www.econbiz.de/10003775707

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

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

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

Stock returns and economic forces : an empirical investigation of Chinese markets

Chen, Xiaoyu; Chiang, Thomas C. - In: Global finance journal 30 (2016), pp. 45-65

Persistent link: https://www.econbiz.de/10011714620