Thomas C. Chiang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An empirical investigation of the long memory effect on the relation of downside risk and stock returns Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning	2020-12-09	Paper
New evidence on the relation between return volatility and trading volume Journal of Forecasting	2011-01-06	Paper
Modelling financial time series with threshold nonlinearity in returns and trading volume Applied Stochastic Models in Business and Industry	2008-06-18	Paper
Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets Quantitative Finance	2008-01-31	Paper

Research outcomes over time

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