Hsing Fang

583 total citations
10 papers, 386 citations indexed

About

Hsing Fang is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Hsing Fang has authored 10 papers receiving a total of 386 indexed citations (citations by other indexed papers that have themselves been cited), including 7 papers in Economics and Econometrics, 6 papers in Finance and 2 papers in General Economics, Econometrics and Finance. Recurrent topics in Hsing Fang's work include Market Dynamics and Volatility (6 papers), Financial Markets and Investment Strategies (4 papers) and Financial Risk and Volatility Modeling (3 papers). Hsing Fang is often cited by papers focused on Market Dynamics and Volatility (6 papers), Financial Markets and Investment Strategies (4 papers) and Financial Risk and Volatility Modeling (3 papers). Hsing Fang collaborates with scholars based in United States. Hsing Fang's co-authors include Tsong‐Yue Lai, Kon S. Lai, Avir Kagan and Klaus F. Wellmann and has published in prestigious journals such as Gastroenterology, Journal of Business Finance & Accounting and International Review of Economics & Finance.

In The Last Decade

Hsing Fang

10 papers receiving 331 citations

Peers

Hsing Fang
Francis In Australia
Catherine Shalen United States
Jayaram Muthuswamy United States
Laurence Copeland United Kingdom
Ieuan G. Morgan Canada
Michael A. Simkowitz United States
Roger Ignatius United States
Tai S. Shin United States
Julien Idier France
Joseph McCarthy United States
Francis In Australia
Hsing Fang
Citations per year, relative to Hsing Fang Hsing Fang (= 1×) peers Francis In

Countries citing papers authored by Hsing Fang

Since Specialization
Citations

This map shows the geographic impact of Hsing Fang'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 Hsing Fang with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hsing Fang more than expected).

Fields of papers citing papers by Hsing Fang

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Hsing Fang. 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 Hsing Fang. The network helps show where Hsing Fang may publish in the future.

Co-authorship network of co-authors of Hsing Fang

This figure shows the co-authorship network connecting the top 25 collaborators of Hsing Fang. A scholar is included among the top collaborators of Hsing Fang 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 Hsing Fang. Hsing Fang is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

10 of 10 papers shown
1.
Fang, Hsing, et al.. (2002). Pricing of American Depositary Receipts under Market Segmentation. Global Finance Journal. 13(2). 237–252. 22 indexed citations
2.
Fang, Hsing & Tsong‐Yue Lai. (1997). Co‐Kurtosis and Capital Asset Pricing. Financial Review. 32(2). 293–307. 193 indexed citations
3.
Fang, Hsing, et al.. (1996). FOREIGN EXCHANGE RISK AND COMMON STOCK RETURNS: A NOTE ON INTERNATIONAL EVIDENCE. Journal of Business Finance & Accounting. 23(3). 473–480. 8 indexed citations
4.
Fang, Hsing, et al.. (1996). OPTIMAL FUTURES HEDGE WITH MARKING‐TO‐MARKET AND STOCHASTIC INTEREST RATES. The Journal of Financial Research. 19(3). 309–326. 3 indexed citations
5.
Fang, Hsing, et al.. (1996). Optimum futures hedges with jump risk and stochastic basis. Journal of Futures Markets. 16(4). 441–458. 6 indexed citations
6.
Fang, Hsing, et al.. (1994). Fractal structure in currency futures price dynamics. Journal of Futures Markets. 14(2). 169–181. 81 indexed citations
7.
Fang, Hsing, et al.. (1994). Dollar value and stock returns. International Review of Economics & Finance. 3(2). 221–231. 28 indexed citations
8.
Lai, Kon S., et al.. (1993). Dynamic Linkages Between the New York and Tokyo Stock Markets:A Vector Error Correction Analysis. Journal of International Financial Markets Institutions and Money. 3(2). 73–96. 25 indexed citations
9.
Fang, Hsing, et al.. (1990). An intertemporal measure of hedging effectiveness. Journal of Futures Markets. 10(3). 307–321. 13 indexed citations
10.
Wellmann, Klaus F., Avir Kagan, & Hsing Fang. (1964). Hypertrophic Pyloric Stenosis in Adults. Gastroenterology. 46(5). 601–608. 7 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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