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Thomas C. Chiang

Thomas C. Chiang

D-Index & Metrics

Economics and Finance

D-Index
34
Citations
6692
World Ranking
3061
National Ranking
1683

Overview

Thomas C. Chiang is affiliated with Drexel University in the United States. Their primary field of study is Economics, Econometrics and Finance, with a total of 85 publications in this area. Within this broad field, their work spans several subfields including Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Renewable Energy, Sustainability and the Environment, and Management Information Systems.

Their research topics focus heavily on market behaviors and financial phenomena. Key topics include:

  • Market Dynamics and Volatility
  • Financial Risk and Volatility Modeling
  • Monetary Policy and Economic Impact
  • Energy, Environment, Economic Growth
  • Financial Markets and Investment Strategies
  • Energy, Environment, and Transportation Policies
  • Complex Systems and Time Series Analysis

Thomas C. Chiang has contributed multiple papers to a range of academic journals. Notable recent publications include:

  • "Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets" (2021), published in China Finance Review International
  • "Empirical investigation of changes in policy uncertainty on stock returns-Evidence from China's market" (2020), published in Research in International Business and Finance
  • "The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices" (2022), published in Resources Policy
  • "US policy uncertainty and stock returns: evidence in the US and its spillovers to the European Union, China and Japan" (2020), published in The Journal of Risk Finance
  • "Real stock market returns and inflation: Evidence from uncertainty hypotheses" (2022), published in Finance Research Letters

Frequent publication venues where Thomas C. Chiang's work appears include:

  • China Finance Review International
  • Research in International Business and Finance
  • Quantitative Finance and Economics
  • The North American Journal of Economics and Finance
  • Risks

Collaborative relationships have been established with several researchers across their publications, with frequent co-authors being:

  • Yu-Fen Chen
  • Fu-Lai Lin
  • Peiying Chen
  • Zhihui Lv
  • Amanda M. Y. Chu

Best Publications

  • Dynamic correlation analysis of financial contagion: Evidence from Asian markets

    Thomas C. Chiang;Bang Nam Jeon;Huimin Li

  • An empirical analysis of herd behavior in global stock markets

    Thomas C. Chiang;Dazhi Zheng

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

    Lin Tan;Thomas C. Chiang;Joseph R. Mason;Edward Nelling

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

    Thomas C. Chiang;Jiandong Li;Lin Tan;Lin Tan

  • Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model

    Thomas C. Chiang;Shuh-Chyi Doong

  • A system of stock prices in world stock exchanges: Common stochastic trends for 1975–1990

    Bang Nam Jeon;Thomas C. Chiang

  • Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications

    Thomas C. Chiang;Jiandong Li;Lin Tan;Edward Nelling

  • Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model

    Cathy W.S. Chen;Thomas C. Chiang;Mike K.P. So

  • Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets

    Thomas C. Chiang

  • The Forward Rate as a Predictor of the Future Spot Rate--A Stochastic Coefficient Approach

    Thomas C. Chiang

  • Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets

    Thomas C. Chiang

  • Dynamic Correlation Analysis of Financial Contagion: Evidence from Asian Countries

    Thomas Chinan Chiang;Bang Nam Jeon;Humin Li

  • New evidence on the relation between return volatility and trading volume

    Thomas C. Chiang;Zhuo Qiao;Wing Keung Wong

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

    Zhuo Qiao;Zhuo Qiao;Thomas C Chiang;Wing Keung Wong;Wing Keung Wong

  • Dynamic stock–bond return correlations and financial market uncertainty

    Thomas C. Chiang;Jiandong Li;Sheng-Yung Yang

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

    Huimin Li;Bang Nam Jeon;Seong-Yeon Cho;Thomas C. Chiang

  • The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices

    Unknown

  • Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market

    Xiaoyu Chen;Thomas C. Chiang

  • Liquidity and stock returns: Evidence from international markets

    Thomas C. Chiang;Dazhi Zheng

  • Stock Return and Exchange Rate Risk: Evidence from Asian Stock Markets Based on A Bivariate GARCH Model

    Thomas C. Chiang;Sheng Y. Yang;Tse S. Wang

  • International asset pricing and equity market risk

    Thomas C. Chiang

  • 12. Dynamic Correlation Analysis of Financial Contagion: Evidence from Asian Markets

    Thomas C. Chiang;Bang Nam Jeon;Huimin Li

Frequent Co-Authors

Wing-Keung Wong
Wing-Keung Wong Asian University
Wolfgang Karl Härdle
Wolfgang Karl Härdle Humboldt-Universität zu Berlin
Alok K. Chakrabarti
Alok K. Chakrabarti New Jersey Institute of Technology
Hooi Hooi Lean
Hooi Hooi Lean Universiti Sains Malaysia
Jeff Madura
Jeff Madura Florida Atlantic University
Shawkat Hammoudeh
Shawkat Hammoudeh Drexel University

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