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I-Hsuan Ethan Chiang
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Estimating oil risk factors using information from equity and derivatives markets
IHE Chiang, WK Hughen, JS Sagi
The Journal of Finance 70 (2), 769-804, 2015
1642015
Do oil futures prices predict stock returns?
IHE Chiang, WK Hughen
Journal of Banking & Finance 79, 129-141, 2017
832017
Real Exchange Rates and Currency Risk Premiums
P Balduzzi, IHE Chiang
The Review of Asset Pricing Studies 10 (1), 94–121, 2020
402020
Skewness and coskewness in bond returns
IHE Chiang
Journal of Financial Research 39, 145-178, 2016
29*2016
Modern portfolio management with conditioning information
IHE Chiang
Journal of Empirical Finance 33, 114-134, 2015
292015
REIT performance and market timing ability
RJ Buttimer Jr, J Chen, IHE Chiang
Managerial Finance 38 (3), 249-279, 2012
222012
Short-Term Reversals, Short-Term Momentum, and News-Driven Trading Activity
IHE Chiang, C Kirby, ZZ Nie
Journal of Banking & Finance 125, 106068, 2021
122021
A simple test of the affine class of term structure models
P Balduzzi, IHE Chiang
Review of Asset Pricing Studies 2 (2), 203-244, 2012
72012
Modeling the Cross-section of Stock Returns Using Sensible Models in a Model Pool
IHE Chiang, Y Liao, Q Zhou
Journal of Empirical Finance 60, 56-73, 2021
42021
Essays in empirical asset pricing
IHE Chiang
Boston College, 2009
42009
A "Bad Beta, Good Beta" Anatomy of Currency Risk Premiums and Trading Strategies
IHE Chiang, XN Mo
Available at SSRN 3393265, 2019
3*2019
The impact of investor attention on mispricing of dual-listed shares: Evidence from Chinese A-share and H-share markets
WL Huang, IHE Chiang, MH Wu
Pacific-Basin Finance Journal, 102784, 2025
2025
Conditional Betas
I Chiang, H Ethan, SP Clark, XN Mo, KS Womack, H Zhang
Available at SSRN 5080276, 2024
2024
Geopolitical Risks and Foreign Institutional Investors: Evidence from the Taiwan Stock Market
HW Chang, I Chiang, H Chung, CY Lin
Huimin and Lin, Chih-Yung, Geopolitical Risks and Foreign Institutional …, 2024
2024
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Articles 1–14