T
Thomas C. Chiang
Researcher at Drexel University
Publications - 112
Citations - 5051
Thomas C. Chiang is an academic researcher from Drexel University. The author has contributed to research in topics: Stock (geology) & Volatility (finance). The author has an hindex of 27, co-authored 109 publications receiving 4307 citations.
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Dynamic Correlation Analysis of Financial Contagion: Evidence from Asian Countries
TL;DR: In this article, the authors reexamine Asian stock market contagion by applying a dynamic multivariate GARCH model to daily stock-return data in nine Asian countries and the United States during the period from 1996 to 2003.
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Dynamic correlation analysis of financial contagion: Evidence from Asian markets
TL;DR: This article applied a dynamic conditional-correlation model to nine Asian daily stock-return data series from 1990 to 2003 to identify two phases of the Asian crisis, and found an increase in correlation (contagion) and continued high correlation (herding).
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An empirical analysis of herd behavior in global stock markets
Thomas C. Chiang,Dazhi Zheng +1 more
TL;DR: In this paper, the authors examined herding behavior in global markets and found evidence of herding in advanced stock markets (except the US) and in Asian markets, with the exception of the US and Latin American markets.
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Herding behavior in Chinese stock markets: An examination of A and B shares
TL;DR: In this article, the authors examined herding behavior in dual-listed Chinese A-share and B-share stocks and found evidence of herding within both the Shanghai and Shenzhen Ashare markets that are dominated by domestic individual investors, and also within both B -share markets, in which foreign institutional investors are the main participants.
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Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis
TL;DR: This paper examined the herding behavior of investors in Chinese stock markets using a least squares method and found evidence of herding within both the Shanghai and Shenzhen A-share markets and no evidence for herding in B-share market.