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Biography
Prof. Thomas Chinan Chiang

Prof. Thomas Chinan Chiang

Drexel University, USA

Marshall M. Austin Chair Professor


Email: chiangtc@drexel.edu


Qualifications

1981 Ph.D., Pennsylvania State University, Financial Economics

1973 M.A., Universityof Hawaii, Economics

1967 B.A., National Chung-Hsing University


Publications(selected)


  1. Chiang, Thomas C., Dazhi Zheng, 2010. An empirical analysis of herd behavior in global stock markets, Journal of Banking and Finance, 34(8), August, 1911-1921.
  2. Chiang, Thomas, C., Zhuo Qiao and Wing-Keung Wong, 2010. New evidence on the relation between return volatility and trading, Journal of Forecasting, 29(5), August, 502-515.
  3. Chiang, Thomas C., Jiandong Li., Lin Tan, 2010. Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis, Global Finance Journal, 21(1), 111-124.
  4. Qiao, Zhuo, Thomas C. Chiang, Wing-Keung Wong, 2008. Long-run equilibrium, short-term adjustment, and spillover effects across Chinese segmented stock markets and the Hong Kong stock market, Journal of International Financial Markets, Institutions & Money 18(5), December, 425-437.
  5. Chiang, Thomas, C., Hooi Hooi Lean, and Wing-Keung Wong, 2008, Do REITs outperform stocks and fixed-income assets? New evidence from mean-variance and stochastic dominance approaches, Journal of Risk and Financial Management 1 (1), 1-40.
  6. Li, Huimin, Bang Nam Jeon, Seong-Yeon Cho, Thomas C. Chiang, 2008. The Impact of Sovereign Rating Changes and Financial Contagion on Stock Market Returns: Evidence from Five Asian Countries, Global Finance Journal 19 (1), 46-55.
  7. Tan, Lin, Thomas C. Chiang, Joe Mason, Edward Nelling, 2008. Herding Behavior in Chinese Stock Markets: An Examination of A and B Shares, Pacific-Basin Finance Journal, Special Issue on Behavioral Finance 16 (1-2), January, 61-77.
  8. Chiang, Thomas C., Bang N. Jeon, Huimin Li, 2007. Dynamic Correlation Analysis of Financial Contagion: Evidence from Asian Markets, Journal of International Money and Finance 26 (7) November, 1206-1228. A revised and pedagogical version of the paper with the same title is included in Financial Contagion: The Viral Threat to the Wealth of Nations, Robert W. Kolb, ed., John Wiley, Hoboken, NJ. Chapter 12, 103-114.
  9. Chiang, Thomas C., Lin Tan, Huimin Li, 2007. Empirical Analysis of Dynamic Correlations of Stock Returns: Evidence from Chinese A-Share and B-Share Markets, Quantitative Finance 7(6), December, 651 – 667.
  10. Chiang, Thomas C., C.W.S. Chen, M. K. P. So, 2007. Asymmetries in Return & Volatility and Composite News from Stock Markets, Multinational Finance Journal 11 (3/4), September/December, 179-210.
  11. You, Taewoo You, Mark Holder, Thomas C. Chiang, 2006. The Won/Dollar Forward Exchange Return and Risk Premium: Empirical Evidence from the 1997 Financial Crisis, Review of Futures Markets 15(1), summer, 607-639.
  12. Chiang, Thomas C., Doseong. Kim, Euiseong Lee, 2006. Country-Fund Discounts and Risk: Evidence from Stock Market Volatility and Macroeconomic Volatility, Journal of Economics and Business 58 (4), July-August, 303-322.
  13. Chiang, Thomas C., Sheng-Y. Yang, 2005. International Asset Excess Returns and Multivariate Conditional Volatilities, Review of Quantitative Finance and Accounting 24 (3), 295-312.
  14. Chen, C.W.S., Thomas C. Chiang, M. K.P. So, 2003. Asymmetrical Reaction to US Stock-Return News: Evidence from Major Stock Markets Based on a Double-Threshold Model, Journal of Economics and Business 55 (5-6), September-December, 487-502.
  15. Chiang, Thomas C., Shuh Chi-Chyi Doong, 2001. Empirical Analysis of Stock Returns and Volatilities: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model, Review of Quantitative Finance and Accounting 17, 301-318.
  16. Jiang, C. X., Thomas C. Chiang, 2000. Do Foreign Exchange Risk Premiums Relate to the Volatility in the Foreign Exchange and Equity Markets? Applied Financial Economics 10, 2000, 95-104.
  17. Shen, C.H., Thomas C. Chiang, 1999. Retrieving the Vanishing Liquidity Effect - A Threshold Vector Autoregressive Model, Journal of Economics and Business 51 (3), May/June, 257-277.
  18. Chiang, Thomas C., 1997. Time Series Dynamics of Short-Term Interest Rates - Evidence from Euro-Currency Markets, Journal of International Financial Markets, Institutions & Money 7, October, 201-220.
  19. Chiang, Thomas C., R.K. Chung, 1993. An Empirical Analysis of the Expert Expectations Hypothesis in the US Treasury Bill Market, Applied Financial Economics December, 329-334.
  20. Chiang, Thomas C., 1991. International Asset Pricing and Equity Market Risk, Journal of International Money and Finance 10 (3), September, 349-364.
  21. Chiang, Thomas C., D.R. Kahl, 1991. Forecasting Treasure Bill Rate - A Time Varying Coefficient Approach, Journal of Financial Research Winter, 327-336.
  22. Chiang, Thomas, C., 1988. The Forward Rate as a Predictor of the Future Spot Rate - A Stochastic Coefficient Approach, Journal of Money, Credit and Banking 20(2), May, 210-232.
  23. Chiang, Thomas, C., 1986. Empirical Analysis on the Predictions of the Future Spot Rates, Journal of Financial Research 9(2), Summer, 153-162.
  24. Chiang, Thomas, C., 1986. On the Predictors of the Future Spot Rate - A Multi-Currency Analysis, (Thomas C. Chiang), Financial Review 21(1), February, 69-84.


Profile Details

https://www.lebow.drexel.edu/Faculty/Profiles/Profile.php?name=ThomasChiang