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D-Index & Metrics

Economics and Finance

D-Index
34
Citations
10311
World Ranking
3006
National Ranking
75

Overview

Eric C. Chang is affiliated with Shanghai Jiao Tong University in China. Their research spans several areas within finance, accounting, and biomedical studies, reflected in diverse publication venues and topics.

The researcher has contributed to multiple journals and conferences. Notable recent publications include:

  • Governance through trading on acquisitions of public firms, 2020, Journal of Corporate Finance
  • EVOLUTION OF LIFE: A CONDITIONAL CAUSALITY PHENOMENON, 2020, World Complexity Science Academy Journal
  • The Effect of Stock Market Indexing on Option Price Efficiency, 2023, SSRN Electronic Journal
  • Abstract PO2-14-11: Proteogenomic approaches for the identification of NF1/neurofibromin-depleted estrogen receptor positive breast cancers for targeted treatment, 2024, Cancer Research
  • The effect of stock market indexing on option market conditions, 2025, Journal of Financial Markets

Frequent coauthors collaborating with Eric C. Chang include:

  • Tse-Chun Lin
  • Xiaorong Ma
  • Li Ge
  • Anran Chen
  • Meenakshi Anurag

Their work is often published in venues related to finance, corporate governance, complexity science, and oncology, such as:

  • Journal of Corporate Finance
  • World Complexity Science Academy Journal
  • SSRN Electronic Journal
  • Cancer Research
  • Journal of Financial Markets

Eric C. Chang's research areas encompass several fields and subfields:

  • Accounting
  • Finance
  • Management Science and Operations Research
  • Economics and Econometrics
  • Pulmonary and Respiratory Medicine

The main topics covered by their publications include:

  • Financial Markets and Investment Strategies
  • Corporate Finance and Governance
  • Auditing, Earnings Management, Governance
  • Stock Market Forecasting Methods
  • Market Dynamics and Volatility
  • Advanced Breast Cancer Therapies
  • Breast Cancer Treatment Studies

Best Publications

  • The Variance Gamma Process and Option Pricing

    Dilip B. Madan;Peter P. Carr;Eric C. Chang

  • An examination of herd behavior in equity markets: An international perspective

    Eric C Chang;Joseph W Cheng;Ajay Khorana

  • Market Timing and Mutual Fund Investment Performance

    Eric C. Chang;Wilbur G. Lewellen

  • Short-Sales Constraints and Price Discovery: Evidence from the Hong Kong Market

    Eric C. Chang;Joseph W. Cheng;Yinghui Yu

  • Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market

    Eric C. Chang;Yan Luo;Jinjuan Ren

  • Political Control and Performance in China's Listed Firms

    Eric C. Chang;Sonia M.L. Wong

  • Returns to Speculators and the Theory of Normal Backwardation

    Eric C. Chang

  • International evidence on the robustness of the day-of-the-week effect

    Eric C. Chang;J. Michael Pinegar;R. Ravichandran

  • An Examination of Herd Behavior in Equity Markets: An International Perspective

    Ajay Khorana;Eric C. Chang;Joseph W. Cheng

  • Governance with multiple objectives : evidence from top executive turnover in China

    Eric C. Chang;Sonia Man-lai Wong

  • International diversification through closed-end country funds

    Eric Chang;Cheol S. Eun;Richard Kolodny

  • An empirical analysis of the dynamic relationship between mutual fund flow and market return volatility

    Charles Cao;Eric C. Chang;Ying Wang

  • Market volatility and the demand for hedging in stock index futures

    Eric Chang;Ray Y. Chou;Edward F. Nelling

  • Asset Prices Under Short-Sale Constraints

    Yang Bai;Eric C. Chang;Jiang Wang

  • Short-Sales Constraints and Price Discovery: Evidence from the Hong Kong Market

    Eric C. Chang;Yinghui Yu

  • Does futures trading increase stock market volatility? The case of the Nikkei stock index futures markets

    Eric C. Chang;Eric C. Chang;Joseph W. Cheng;J.Michael Pinegar

  • Return seasonality and tax-loss selling in the market for long-term government and corporate bonds☆

    Eric C. Chang;J.Michael Pinegar

  • Cross-Hedging with Currency Options and Futures

    Eric C. Chang;Kit Pong Wong

  • Idiosyncratic Volatility, Fundamentals, and Institutional Herding: Evidence from the Japanese Stock Market

    Eric C. Chang;Sen Dong

  • Does short-selling threat discipline managers in mergers and acquisitions decisions?

    Eric C. Chang;Eric C. Chang;Tse-Chun Lin;Xiaorong Ma

  • Does short selling discipline overinvestment

    EC Chang;TC Lin;X Ma

Frequent Co-Authors

Elad Alon
Elad Alon University of California, Berkeley
Michael Wigler
Michael Wigler Cold Spring Harbor Laboratory
Susan G. Hilsenbeck
Susan G. Hilsenbeck Baylor College of Medicine
Borivoje Nikolic
Borivoje Nikolic University of California, Berkeley
Vincent Magrini
Vincent Magrini The Ohio State University
Steven G. Louie
Steven G. Louie University of California, Berkeley
Xiang Zhang
Xiang Zhang University of Hong Kong
Daniel J. Kosman
Daniel J. Kosman University at Buffalo, State University of New York
Marvin L. Cohen
Marvin L. Cohen University of California, Berkeley

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