Stock market volatility, excess returns, and the role of investor sentiment WY Lee, CX Jiang, DC Indro Journal of banking & Finance 26 (12), 2277-2299, 2002 | 899 | 2002 |
International evidence on institutional trading behavior and price impact CN Chiyachantana, PK Jain, C Jiang, RA Wood The Journal of Finance 59 (2), 869-898, 2004 | 384 | 2004 |
Mutual fund performance: does fund size matter? DC Indro, CX Jiang, MY Hu, WY Lee Financial Analysts Journal 55 (3), 74-87, 1999 | 383 | 1999 |
A cross‐validation analysis of neural network out‐of‐sample performance in exchange rate forecasting MY Hu, G Zhang, CX Jiang, BE Patuwo Decision Sciences 30 (1), 197-216, 1999 | 176 | 1999 |
The impact of Regulation Fair Disclosure on information asymmetry and trading: An intraday analysis CN Chiyachantana, CX Jiang, N Taechapiroontong, RA Wood Financial Review 39 (4), 549-577, 2004 | 127 | 2004 |
Predicting mutual fund performance using artificial neural networks DC Indro, CX Jiang, BE Patuwo, GP Zhang Omega 27 (3), 373-380, 1999 | 121 | 1999 |
Diversification with American depository receipts: The dynamics and the pricing factors CX Jiang Journal of Business Finance & Accounting 25 (5‐6), 683-699, 1998 | 117 | 1998 |
Information content of earnings announcements: Evidence from after-hours trading CX Jiang, T Likitapiwat, TH McInish Journal of Financial and Quantitative Analysis 47 (6), 1303-1330, 2012 | 116 | 2012 |
Liquidity, analysts, and institutional ownership CX Jiang, JC Kim, D Zhou International Review of Financial Analysis 20 (5), 335-344, 2011 | 50 | 2011 |
The information content of trading halts C Jiang, T McInish, J Upson Journal of Financial Markets 12 (4), 703-726, 2009 | 41 | 2009 |
Trading costs of non‐US stocks on the New York Stock Exchange: The effect of institutional ownership, analyst following, and market regulation CX Jiang, JC Kim Journal of Financial Research 28 (3), 439-459, 2005 | 36 | 2005 |
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets? C Jiang, TC Chiang Applied Financial Economics 10 (1), 95-104, 2000 | 36 | 2000 |
Mutual fund performance: a question of style DC Indro, CX Jiang, MY Hu, WY Lee The Journal of Investing 7 (2), 46-53, 1998 | 35 | 1998 |
Executives' horizon, internal governance and stock market liquidity P Jain, C Jiang, M Mekhaimer Journal of Corporate Finance 40, 1-23, 2016 | 34 | 2016 |
A comparison of volatility and bid–ask spread for NASDAQ and NYSE after decimalization CX Jiang, JC Kim, RA Wood Applied Economics 43 (10), 1227-1239, 2011 | 28 | 2011 |
Bid-ask spreads, information asymmetry, and abnormal investor sentiment: evidence from closed-end funds JH Chen, CX Jiang, JC Kim, TH McInish Review of Quantitative Finance and Accounting 21 (4), 303-321, 2003 | 27 | 2003 |
The European exchange rates before and after the establishment of the European Monetary System MY Hu, CX Jiang, C Tsoukalas Journal of International Financial Markets, Institutions and Money 7 (3 …, 1997 | 25 | 1997 |
Market Fragmentation and Information Quality: The Role of TRF Trades CX Jiang, TH McInish, J Upson | 23 | 2012 |
Informed trading in parallel auction and dealer markets: an analysis on the London Stock Exchange PK Jain, C Jiang, TH McInish, N Taechapiroontong Manuscript, Indiana University, 2003 | 22 | 2003 |
Volatility effects of institutional trading in foreign stocks CN Chiyachantana, PK Jain, C Jiang, RA Wood Journal of Banking & Finance 30 (8), 2199-2214, 2006 | 21 | 2006 |