Eric C. Chang

7.3k total citations · 2 hit papers
99 papers, 5.1k citations indexed

About

Eric C. Chang is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Eric C. Chang has authored 99 papers receiving a total of 5.1k indexed citations (citations by other indexed papers that have themselves been cited), including 85 papers in Finance, 49 papers in Economics and Econometrics and 38 papers in Accounting. Recurrent topics in Eric C. Chang's work include Financial Markets and Investment Strategies (77 papers), Corporate Finance and Governance (30 papers) and Market Dynamics and Volatility (27 papers). Eric C. Chang is often cited by papers focused on Financial Markets and Investment Strategies (77 papers), Corporate Finance and Governance (30 papers) and Market Dynamics and Volatility (27 papers). Eric C. Chang collaborates with scholars based in Hong Kong, United States and China. Eric C. Chang's co-authors include Joseph Cheng, Peter Carr, Dilip B. Madan, Ajay Khorana, J. Michael Pinegar, Wilbur G. Lewellen, Yinghui Yu, Yan Luo, Jinjuan Ren and R. Ravichandran and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Eric C. Chang

96 papers receiving 4.6k citations

Hit Papers

The Variance Gamma Process and Option Pricing 1998 2026 2007 2016 1998 2000 400 800 1.2k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. The Variance Gamma Process and Option Pricing
    1998 1.2k citations Eric C. Chang et al. profile →
  2. An examination of herd behavior in equity markets: An international perspective
    2000 897 citations Eric C. Chang, Joseph Cheng et al. Journal of Banking & Finance profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Eric C. Chang Hong Kong 30 4.3k 2.8k 1.6k 664 509 99 5.1k
Jun Pan United States 25 8.1k 1.9× 3.5k 1.2× 1.2k 0.8× 977 1.5× 781 1.5× 51 8.7k
Charles Cao United States 29 5.8k 1.4× 2.6k 0.9× 1.5k 1.0× 655 1.0× 483 0.9× 74 6.2k
Michael W. Brandt United States 32 5.1k 1.2× 3.2k 1.2× 1.0k 0.7× 1.7k 2.5× 623 1.2× 75 5.9k
Stephen Satchell United Kingdom 28 2.4k 0.6× 2.2k 0.8× 544 0.3× 677 1.0× 649 1.3× 204 3.5k
Pedro Santa‐Clara United States 35 5.4k 1.3× 3.7k 1.3× 1.2k 0.8× 1.7k 2.5× 828 1.6× 53 6.4k
Walter N. Torous United States 32 3.7k 0.9× 2.6k 0.9× 1.7k 1.1× 628 0.9× 237 0.5× 74 4.7k
Zhiwu Chen United States 22 4.3k 1.0× 2.1k 0.7× 874 0.6× 582 0.9× 262 0.5× 58 4.9k
Gurdip Bakshi United States 34 8.2k 1.9× 4.1k 1.5× 791 0.5× 1.4k 2.2× 452 0.9× 105 9.0k
Lorenzo Garlappi Canada 22 3.8k 0.9× 2.4k 0.9× 1.1k 0.7× 781 1.2× 1.8k 3.5× 56 5.1k
Robert A. Jarrow United States 51 11.3k 2.6× 4.7k 1.7× 2.9k 1.8× 1.1k 1.7× 1.1k 2.1× 300 12.7k

Countries citing papers authored by Eric C. Chang

Since Specialization
Citations

This map shows the geographic impact of Eric C. Chang's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Eric C. Chang with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Eric C. Chang more than expected).

Fields of papers citing papers by Eric C. Chang

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Eric C. Chang. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Eric C. Chang. The network helps show where Eric C. Chang may publish in the future.

Co-authorship network of co-authors of Eric C. Chang

This figure shows the co-authorship network connecting the top 25 collaborators of Eric C. Chang. A scholar is included among the top collaborators of Eric C. Chang based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Eric C. Chang. Eric C. Chang is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Chang, Eric C., et al.. (2020). EVOLUTION OF LIFE: A CONDITIONAL CAUSALITY PHENOMENON. 1 indexed citations
2.
Chang, Eric C., Jin E. Zhang, & Huimin Zhao. (2015). Market Excess Returns, Variance and the Third Cumulant. SSRN Electronic Journal. 4 indexed citations
3.
Zheng, Ze‐Yi, Lin Tian, Wen Bu, et al.. (2015). Wild-Type N-Ras, Overexpressed in Basal-like Breast Cancer, Promotes Tumor Formation by Inducing IL-8 Secretion via JAK2 Activation. Cell Reports. 12(3). 511–524. 42 indexed citations
4.
Chang, Eric C., et al.. (2014). Does short selling discipline managerial empire building?. The HKU Scholars Hub (University of Hong Kong). 1 indexed citations
5.
Simon, Mirela V., Andrew J. Cole, Eric C. Chang, et al.. (2012). An intraoperative multimodal neurophysiologic approach to successful resection of precentral gyrus epileptogenic lesions. Epilepsia. 53(4). e75–9. 19 indexed citations
6.
Chang, Eric C., et al.. (2012). Retail Investor Recognition and the Cross Section of Stock Returns. SSRN Electronic Journal. 1 indexed citations
7.
Chang, Eric C., et al.. (2010). An Empirical Analysis of the Dynamic Relationship between Mutual Fund Flow and Market Return Volatility. The HKU Scholars Hub (University of Hong Kong). 70 indexed citations
8.
Chang, Eric C., et al.. (2008). Pricing and Hedging of Discrete Dynamic Guaranteed Funds. Journal of Risk & Insurance. 75(1). 167–192. 6 indexed citations
9.
Chang, Eric C., Joseph Cheng, & Yinghui Yu. (2007). Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market. The Journal of Finance. 62(5). 2097–2121. 332 indexed citations
10.
Chang, Eric C., et al.. (2006). Asset Prices and Short-Sale Constraints. SSRN Electronic Journal. 27 indexed citations
11.
Chang, Eric C., Prem C. Jain, & Peter Locke. (2000). S&P 500 Index Futures Volatility and Price Around the NYSE Close. SSRN Electronic Journal. 1 indexed citations
12.
Chang, Eric C., Joseph Cheng, & Ajay Khorana. (2000). An examination of herd behavior in equity markets: An international perspective. Journal of Banking & Finance. 24(10). 1651–1679. 897 indexed citations breakdown →
13.
Chang, Eric C., et al.. (1997). Interday variations in volume, variance and participation of large speculators. Journal of Banking & Finance. 21(6). 797–810. 55 indexed citations
14.
Chang, Eric C., et al.. (1995). A note on the spread between the rates of fixed and variable rate loans. Journal of Banking & Finance. 19(8). 1479–1487. 16 indexed citations
15.
Chang, Eric C., J. Michael Pinegar, & R. Ravichandran. (1994). Predictability and Regional Integration of Pacific Basin Equity Markets. Journal of International Financial Management and Accounting. 5(1). 25–46. 2 indexed citations
16.
Chang, Eric C. & Roger D. Huang. (1990). Time-Varying Return and Risk in the Corporate Bond Market. Journal of Financial and Quantitative Analysis. 25(3). 323–323. 45 indexed citations
17.
Chang, Eric C., et al.. (1990). Risk and return in copper, platinum, and silver futures. Journal of Futures Markets. 10(1). 29–39. 24 indexed citations
18.
Chang, Eric C. & J. Michael Pinegar. (1988). Does the market reward risk in non-January months?. The Journal of Portfolio Management. 15(1). 55–57. 10 indexed citations
19.
Chang, Eric C.. (1985). Returns to Speculators and the Theory of Normal Backwardation. The Journal of Finance. 40(1). 193–208. 168 indexed citations
20.
Chang, Eric C.. (1985). Returns to Speculators and the Theory of Normal Backwardation. The Journal of Finance. 40(1). 193–193. 25 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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