Thomas C. Chiang

5.4k total citations · 3 hit papers
107 papers, 3.8k citations indexed

About

Thomas C. Chiang is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Thomas C. Chiang has authored 107 papers receiving a total of 3.8k indexed citations (citations by other indexed papers that have themselves been cited), including 93 papers in Finance, 85 papers in Economics and Econometrics and 44 papers in General Economics, Econometrics and Finance. Recurrent topics in Thomas C. Chiang's work include Market Dynamics and Volatility (72 papers), Financial Markets and Investment Strategies (61 papers) and Financial Risk and Volatility Modeling (59 papers). Thomas C. Chiang is often cited by papers focused on Market Dynamics and Volatility (72 papers), Financial Markets and Investment Strategies (61 papers) and Financial Risk and Volatility Modeling (59 papers). Thomas C. Chiang collaborates with scholars based in United States, Taiwan and China. Thomas C. Chiang's co-authors include Dazhi Zheng, Bang Nam Jeon, Huimin Li, Lin Tan, Edward Nelling, Joseph R. Mason, Jiandong Li, Shuh-Chyi Doong, Wing‐Keung Wong and Zhuo Qiao and has published in prestigious journals such as SHILAP Revista de lepidopterología, The Journal of Finance and Energy Policy.

In The Last Decade

Thomas C. Chiang

100 papers receiving 3.6k citations

Hit Papers

align trajectories

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.

Dynamic correlation analysis of financial contagion: Evidence from Asian markets

2007 642 citations Thomas C. Chiang, Bang Nam Jeon et al. Journal of International Money and Finance profile →
An empirical analysis of herd behavior in global stock markets

2010 626 citations Thomas C. Chiang, Dazhi Zheng profile →
Herding behavior in Chinese stock markets: An examination of A and B shares

2007 489 citations Lin Tan, Thomas C. Chiang et al. profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Thomas C. Chiang United States	28	3.1k	2.8k	958	634	342	107	3.8k
Yangru Wu United States	26	2.3k 0.8×	1.9k 0.7×	1.2k 1.3×	519 0.8×	364 1.1×	86	3.1k
Clara Vega United States	23	2.8k 0.9×	3.2k 1.1×	1.8k 1.9×	844 1.3×	395 1.2×	65	4.2k
Yiuman Tse United States	32	3.0k 1.0×	2.9k 1.0×	1.3k 1.4×	612 1.0×	375 1.1×	144	3.8k
Massimo Guidolin Italy	26	2.1k 0.7×	2.4k 0.8×	956 1.0×	485 0.8×	390 1.1×	165	3.3k
Dimitris Kenourgios Greece	24	2.0k 0.7×	1.6k 0.6×	702 0.7×	368 0.6×	107 0.3×	95	2.5k
Claude B. Erb United States	16	1.9k 0.6×	2.1k 0.7×	1.0k 1.0×	588 0.9×	156 0.5×	35	2.8k
Simón Sosvilla‐Rivero Spain	28	2.2k 0.7×	1.2k 0.4×	1.3k 1.4×	187 0.3×	404 1.2×	252	3.0k
William D. Lastrapes United States	25	3.5k 1.1×	3.3k 1.2×	2.0k 2.1×	285 0.4×	225 0.7×	59	4.4k
Taufiq Choudhry United Kingdom	28	1.8k 0.6×	1.3k 0.5×	1.0k 1.1×	366 0.6×	144 0.4×	98	2.3k
Christos Floros Greece	27	2.3k 0.7×	1.5k 0.5×	674 0.7×	914 1.4×	289 0.8×	132	3.1k

Countries citing papers authored by Thomas C. Chiang

Since Specialization

Citations

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

Fields of papers citing papers by Thomas C. Chiang

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Thomas C. Chiang. 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 Thomas C. Chiang. The network helps show where Thomas C. Chiang may publish in the future.

Co-authorship network of co-authors of Thomas C. Chiang

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

All Works

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20 of 20 papers shown

Chiang, Thomas C.. (2025). Effect of Climate Changes, Induced Risks, and Oil Price Appreciation on Energy Stock Returns in World Markets. 20(4). 390–409. 1 indexed citations

Chiang, Thomas C.. (2025). The effect of climate policy uncertainty and induced risks on US aggregate and sectoral stock returns. Research in International Business and Finance. 76. 102797–102797. 4 indexed citations

Chiang, Thomas C. & Peiying Chen. (2023). Inflation risk and stock returns: Evidence from US aggregate and sectoral markets. The North American Journal of Economics and Finance. 68. 101986–101986. 2 indexed citations

Chiang, Thomas C.. (2023). Stock returns and inflation expectations: Evidence from 20 major countries. SHILAP Revista de lepidopterología. 7(4). 538–568. 1 indexed citations

Chu, Amanda M. Y., et al.. (2021). The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio. Risk Management. 23(1-2). 97–122. 8 indexed citations

Chiang, Thomas C.. (2020). Economic policy uncertainty and stock returns—evidence from the Japanese market. SHILAP Revista de lepidopterología. 4(3). 430–458. 29 indexed citations

Chiang, Thomas C., et al.. (2017). Comovements of Stock Markets between Turkey and Global Countries. Czech Journal of Economics and Finance. 67(3). 250–275. 2 indexed citations

Chiang, Thomas C., Cathy W. S. Chen, & Mike K. P. So. (2015). Asymmetric Return and Volatility Responses to Composite News from Stock Markets. SSRN Electronic Journal.

Chiang, Thomas C. & Dazhi Zheng. (2015). Liquidity and Stock Returns: Evidence from International Markets. SSRN Electronic Journal.

10.

Chiang, Thomas C., Jiandong Li, Lin Tan, & Edward Nelling. (2013). Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. SSRN Electronic Journal. 19 indexed citations

11.

Chiang, Thomas C., Lin Tan, Jiandong Li, & Edward Nelling. (2013). Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications. Multinational Finance Journal. 17(3/4). 165–200. 98 indexed citations

12.

Hammoudeh, Shawkat, Yuan Yuan, Thomas C. Chiang, & Mohan Nandha. (2010). Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks. Energy Policy. 38(8). 3922–3932. 28 indexed citations

13.

Chiang, Thomas C., et al.. (2009). Statistical Properties, Dynamic Conditional Correlation, Scaling Analysis of High-Frequency Intraday Stock Returns: Evidence from Dow-Jones and Nasdaq Indices. SSRN Electronic Journal. 1 indexed citations

14.

Chiang, Thomas C., et al.. (2008). Dynamic Correlation Analysis of Financial Contagion: Evidence from Asian Countries. SSRN Electronic Journal. 54 indexed citations

15.

Chiang, Thomas C., et al.. (2008). Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data. Physica A Statistical Mechanics and its Applications. 388(8). 1555–1570. 9 indexed citations

16.

Chiang, Thomas C., Cathy W. S. Chen, & Mike K. P. So. (2007). Asymmetric Return and Volatility Responses to Composite News from Stock Markets. Multinational Finance Journal. 11(3/4). 179–210. 9 indexed citations

17.

Chiang, Thomas C., Bang Nam Jeon, & Huimin Li. (2007). Dynamic correlation analysis of financial contagion: Evidence from Asian markets. Journal of International Money and Finance. 26(7). 1206–1228. 642 indexed citations breakdown →

18.

Chiang, Thomas C. & Shuh-Chyi Doong. (2001). Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model. Review of Quantitative Finance and Accounting. 17(3). 301–318. 97 indexed citations

19.

Chiang, Thomas C., et al.. (2000). Stock Return and Exchange Rate Risk: Evidence from Asian Stock Markets Based on A Bivariate GARCH Model. International Journal of Business. 5(2). 97. 30 indexed citations

20.

Chiang, Thomas C., et al.. (1993). An empirical analysis of the expert expectations hypothesis in the US Treasury bill market. Applied Financial Economics. 3(4). 329–334. 2 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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