Chia-Chang Chuang

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Chia-Chang Chuang trusts overall

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

  1. Clive W. J. Granger
  2. Bong-Soo Lee
  3. Yongmiao Hong
  4. Gong-meng Chen
  5. Oliver M. Rui
  6. Liangjun Su
  7. Donald W. K. Andrews
  8. Matti Suominen
  9. Michael Firth
  10. Yanhui Liu

Who trusts Chia-Chang Chuang overall

  1. Victor Troster
  2. Shiu‐Sheng Chen
  3. Walid Mensi
  4. Muhammad Shahbaz
  5. Juan Carlos Reboredo
  6. Shawkat Hammoudeh
  7. Gazi Salah Uddin
  8. Dirk G. Baur
  9. Maria Sole Pagliari

Papers from Chia-Chang Chuang's perspective

Ordered by how strongly the researchers Chia-Chang Chuang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Tests for Parameter Instability and Structural Change with Unknown Change Point
  2. Investigating causal relations by econometric models and cross-spectral methods
  3. Trading Volume and Serial Correlation in Stock Returns
  4. A Consistent Characteristic-Function-Based Test for Conditional Independence
  5. Quantile Autoregression
  6. A Note on the Hiemstra-Jones Test for Granger Non-causality
  7. Trading Volume and Information Revelation in Stock Market (Journal of Financial and Quantitative Analysis)
  8. Granger Causality in Risk and Detection of Extreme Risk Spillover Between Financial Markets
  9. The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility
  10. The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence

Their papers