Wen-I Chuang

551 total citations
10 papers, 395 citations indexed

About

Wen-I Chuang is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Wen-I Chuang has authored 10 papers receiving a total of 395 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Finance, 6 papers in Economics and Econometrics and 6 papers in Accounting. Recurrent topics in Wen-I Chuang's work include Financial Markets and Investment Strategies (9 papers), Market Dynamics and Volatility (6 papers) and Corporate Finance and Governance (5 papers). Wen-I Chuang is often cited by papers focused on Financial Markets and Investment Strategies (9 papers), Market Dynamics and Volatility (6 papers) and Corporate Finance and Governance (5 papers). Wen-I Chuang collaborates with scholars based in Taiwan and United States. Wen-I Chuang's co-authors include Bong‐Soo Lee, Hsiang‐Hsi Liu, Jih‐Jeng Huang, Yuhao Chen and Kaili Wang and has published in prestigious journals such as Journal of Banking & Finance, Pacific-Basin Finance Journal and International Review of Economics & Finance.

In The Last Decade

Wen-I Chuang

9 papers receiving 371 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Wen-I Chuang Taiwan	7	327	251	158	76	44	10	395
Tõnn Talpsepp Estonia	10	206 0.6×	156 0.6×	130 0.8×	33 0.4×	29 0.7×	20	279
Niklas Wagner Germany	10	290 0.9×	223 0.9×	89 0.6×	31 0.4×	61 1.4×	33	360
Alexandros Benos Greece	8	382 1.2×	247 1.0×	155 1.0×	74 1.0×	41 0.9×	13	450
Ryan Garvey United States	9	265 0.8×	167 0.7×	123 0.8×	45 0.6×	17 0.4×	33	301
Victor Mendes Portugal	9	225 0.7×	114 0.5×	175 1.1×	94 1.2×	21 0.5×	19	303
Francesco Sangiorgi Germany	11	368 1.1×	215 0.9×	199 1.3×	52 0.7×	30 0.7×	24	467
Rik Frehen Netherlands	7	222 0.7×	187 0.7×	119 0.8×	35 0.5×	27 0.6×	17	302
Werner De Bondt United States	7	168 0.5×	95 0.4×	114 0.7×	37 0.5×	17 0.4×	15	221
Mathijs Cosemans Netherlands	8	349 1.1×	221 0.9×	148 0.9×	55 0.7×	25 0.6×	14	400
Peter Miu Canada	11	309 0.9×	258 1.0×	127 0.8×	36 0.5×	66 1.5×	39	416

Countries citing papers authored by Wen-I Chuang

Since Specialization

Citations

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

Fields of papers citing papers by Wen-I Chuang

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Wen-I Chuang. 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 Wen-I Chuang. The network helps show where Wen-I Chuang may publish in the future.

Co-authorship network of co-authors of Wen-I Chuang

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

All Works

Sort: Min cites: Since: Top N: Style:

10 of 10 papers shown

1.

Chuang, Wen-I, et al.. (2020). Options-implied information and the momentum cycle. Journal of Financial Markets. 53. 100565–100565. 1 indexed citations

2.

Liu, Hsiang‐Hsi, Wen-I Chuang, Jih‐Jeng Huang, & Yuhao Chen. (2016). The overconfident trading behavior of individual versus institutional investors. International Review of Economics & Finance. 45. 518–539. 20 indexed citations

3.

Chuang, Wen-I, et al.. (2012). Predicting volatility using the Markov-switching multifractal model: Evidence from S&P 100 index and equity options. The North American Journal of Economics and Finance. 25. 168–187. 20 indexed citations

4.

Chuang, Wen-I, et al.. (2012). The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility. Global Finance Journal. 23(1). 1–15. 65 indexed citations

5.

Chuang, Wen-I & Bong‐Soo Lee. (2011). The informational role of institutional investors and financial analysts in the market. Journal of Financial Markets. 14(3). 465–493. 12 indexed citations

6.

Chuang, Wen-I, et al.. (2010). The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Returns Relations. SSRN Electronic Journal. 1 indexed citations

7.

Chuang, Wen-I, et al.. (2010). The Impact of Short-Sales Constraints on Liquidity and the Liquidity–Return Relations. Pacific-Basin Finance Journal. 18(5). 521–535. 8 indexed citations

8.

Chuang, Wen-I, et al.. (2010). Who is the more overconfident trader? Individual vs. institutional investors. Journal of Banking & Finance. 35(7). 1626–1644. 81 indexed citations

9.

Chuang, Wen-I & Bong‐Soo Lee. (2006). An empirical evaluation of the overconfidence hypothesis. Journal of Banking & Finance. 30(9). 2489–2515. 185 indexed citations

10.

Chuang, Wen-I & Kaili Wang. (2005). Overconfident Trading of Asian Investors. 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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