Details about I-Hsuan Ethan Chiang

Access statistics for papers by I-Hsuan Ethan Chiang.

Last updated 2024-03-08. Update your information in the RePEc Author Service.

Short-id: pch1951

Journal Articles

2021

1. Modeling the cross-section of stock returns using sensible models in a model pool
   Journal of Empirical Finance, 2021, 60, (C), 56-73 View citations (1)
2. Short-term reversals, short-term momentum, and news-driven trading activity
   Journal of Banking & Finance, 2021, 125, (C) View citations (2)

2020

3. Real Exchange Rates and Currency Risk Premiums
   The Review of Asset Pricing Studies, 2020, 10, (1), 94-121 View citations (5)

2017

4. Do oil futures prices predict stock returns?
   Journal of Banking & Finance, 2017, 79, (C), 129-141 View citations (44)

2016

5. SKEWNESS AND COSKEWNESS IN BOND RETURNS
   Journal of Financial Research, 2016, 39, (2), 145-178 View citations (12)

2015

6. Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets
   Journal of Finance, 2015, 70, (2), 769-804 View citations (71)
7. Modern portfolio management with conditioning information
   Journal of Empirical Finance, 2015, 33, (C), 114-134 View citations (4)

2012

8. A Simple Test of the Affine Class of Term Structure Models
   The Review of Asset Pricing Studies, 2012, 2, (2), 203-244 View citations (2)