| Dynamic correlation analysis of financial contagion: Evidence from Asian markets TC Chiang, BN Jeon, H Li Journal of International Money and finance 26 (7), 1206-1228, 2007 | 1202 | 2007 |
| An empirical analysis of herd behavior in global stock markets TC Chiang, D Zheng Journal of Banking & Finance 34 (8), 1911-1921, 2010 | 1159 | 2010 |
| Herding behavior in Chinese stock markets: An examination of A and B shares L Tan, TC Chiang, JR Mason, E Nelling Pacific-Basin finance journal 16 (1-2), 61-77, 2008 | 925 | 2008 |
| Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis TC Chiang, J Li, L Tan Global Finance Journal 21 (1), 111-124, 2010 | 275 | 2010 |
| Empirical analysis of stock returns and volatility: Evidence from seven Asian stock markets based on TAR-GARCH model TC Chiang, SC Doong Review of Quantitative Finance and Accounting 17, 301-318, 2001 | 210 | 2001 |
| A system of stock prices in world stock exchanges: common stochastic trends for 1975–1990 BN Jeon, TC Chiang Journal of Economics and Business 43 (4), 329-338, 1991 | 161 | 1991 |
| Dynamic herding behavior in Pacific-Basin markets: Evidence and implications TC Chiang, J Li, L Tan, E Nelling Multinational Finance Journal 17 (3/4), 165-200, 2013 | 158 | 2013 |
| Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model CWS Chen, TC Chiang, MKP So Journal of economics and business 55 (5-6), 487-502, 2003 | 154 | 2003 |
| Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets TC Chiang Finance Research Letters 29, 41-49, 2019 | 119 | 2019 |
| The forward rate as a predictor of the future spot rate--A stochastic coefficient approach TC Chiang Journal of Money, Credit and Banking 20 (2), 212-232, 1988 | 116 | 1988 |
| Dynamic stock–bond return correlations and financial market uncertainty TC Chiang, J Li, SY Yang Review of Quantitative Finance and Accounting 45, 59-88, 2015 | 102 | 2015 |
| Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market Z Qiao, TC Chiang, WK Wong Journal of International Financial Markets, Institutions and Money 18 (5 …, 2008 | 97 | 2008 |
| The impact of sovereign rating changes and financial contagion on stock market returns: Evidence from five Asian countries H Li, BN Jeon, SY Cho, TC Chiang Global finance journal 19 (1), 46-55, 2008 | 97 | 2008 |
| Liquidity and stock returns: Evidence from international markets TC Chiang, D Zheng Global Finance Journal 27, 73-97, 2015 | 94 | 2015 |
| New evidence on the relation between return volatility and trading volume TC Chiang, Z Qiao, WK Wong Journal of Forecasting 29 (5), 502-515, 2010 | 93 | 2010 |
| Empirical investigation of changes in policy uncertainty on stock returns—evidence from China’s market X Chen, TC Chiang Research in International Business and Finance 53, 101183, 2020 | 90 | 2020 |
| Herding within industries: Evidence from Asian stock markets D Zheng, H Li, TC Chiang International Review of Economics & Finance 51, 487-509, 2017 | 90 | 2017 |
| Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets TC Chiang China Finance Review International 11 (4), 474-501, 2021 | 77 | 2021 |
| Stock return and exchange rate risk: evidence from Asian stock markets based on a bivariate GARCH model TC Chiang, SY Yang, TS Wang International Journal of Business 5 (2), 97-117, 2000 | 73 | 2000 |
| International asset pricing and equity market risk TC Chiang Journal of International Money and Finance 10 (3), 349-364, 1991 | 68 | 1991 |
Lin TanProfessor of Finance, California State Polytechnic University, Pomona在 cpp.edu 的电子邮件经过验证
