Lin Tan

Finance · with Chiang · 2008–2013

A researcher in the Science corpus: 3 papers; trusts 12 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Lin Tan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Eric C. Chang
  2. T. C. Chiang
  3. Michael B. Clement
  4. Timothy J. Vogelsang
  5. Riza Demirer
  6. Kristin J. Forbes

Who trusts Lin Tan overall

  1. T. C. Chiang
  2. A. Mobarek
  3. Dazhi Zheng
  4. K. Gavriilidis
  5. Sabur Mollah

Papers from Lin Tan's perspective

Ordered by how strongly the researchers Lin Tan trusts endorse each paper. Same corpus, a different order for every researcher.

  1. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  2. Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion
  3. How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices
  4. Volatility spillover effects from Japan and the US to the Pacific–Basin
  5. Dynamic correlation analysis of financial contagion: Evidence from Asian markets
  6. Long and short term dynamic causal transmission amongst international stock markets
  7. Stock Market Uncertainty and the Stock-Bond Return Relation
  8. Does herding behavior exist in Chinese stock markets
  9. Herding and information based trading
  10. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4

Their papers