Eric C. Chang
Finance · with Wang · 1998–2012
A researcher in the Science corpus: 5 papers; trusts 15 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 47 citations into it
- Accounting — 34 citations into it; #5,820 of 8,970 by trust here, #7,961 by citations
- Economics and Econometrics — 28 citations into it
Whom Eric C. Chang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- R. Parrino
- Harrison G. Hong
- Peter P. Carr
- Paolo F. Volpin
- S. Tadelis
- Paul H. Malatesta
- J. Chalmers
- Gurdip Bakshi
- Torben G. Andersen
- Jeremy C. Stein
Who trusts Eric C. Chang overall
- Peter Tankov
- Peter P. Carr
- Xiaping Cao
- José E. Figueroa-López
- Dilip B Madan 5
- Steven Kou
- Ana-Maria Matache
- Sergei Levendorskii
- Eugene Seneta
- Conall O’Sullivan
Papers from Eric C. Chang's perspective
Ordered by how strongly the researchers Eric C. Chang trusts endorse each paper. Same corpus, a different order for every researcher.
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Short-sellers, fundamental analysis, and stock returns
- Time-Changed Levy Processes and Option Pricing ⁄
- The market for borrowing stock
- Spanning and Derivative-Security Valuation
- Overconfidence and Speculative Bubbles (Journal of Political Economy)
- Breadth of Ownership and Stock Returns
- Variance Risk Premiums
- Internal Monitoring Mechanisms and CEO Turnover: A Long-Term Perspective
- Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options (Review of Economics and Statistics)
Their papers
- Governance with multiple objectives : evidence from top executive turnover in China (2009) — 169 citations
- EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (2012) — 59 citations
- An Empirical Analysis of the Dynamic Relationship between Mutual Fund Flow and Market Return Volatility (2008) — 114 citations
- Asset Prices Under Short-Sale Constraints (2006) — 115 citations
- The Variance Gamma Process and Option Pricing (1998)