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Autor Chang, Chia-Lin |
Documentos disponibles escritos por este autor (88)
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Chang, Chia-Lin ; McAleer, Michael ; Oxley, Les | 2013-03This paper examines the issue of coercive journal self citations and the practical usefulness of two recent journal performance metrics, namely the Eigenfactor score, which may be interpreted as measuring “Journal Influence”, and the Article Inf[...]![]()
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Chang, Chia-Lin ; McAleer, Michael ; Tansuchat, Roengchai | 2011-11This paper investigates the conditional correlations and volatility spillovers between the crude oil and financial markets, based on crude oil returns and stock index returns. Daily returns from 2 January 1998 to 4 November 2009 of the crude oil[...]![]()
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Chang, Chia-Lin ; Hsieh, Tai-Lin ; McAleer, Michael | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2017As stock market indexes are not tradeable, the importance and trading volume of Exchange Traded Funds (ETFs) cannot be understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a str[...]![]()
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Chang, Chia-Lin ; Hsieh, Tai-Lin ; McAleer, Michael | 2018-09As stock market indexes are not tradeable, the importance and trading volume of Exchange Traded Funds (ETFs) cannot be understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a str[...]![]()
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Chang, Chia-Lin ; González Serrano, Lydia ; Jiménez-Martín, Juan-Ángel | 2012-02This paper examines the effectiveness of using futures contracts as hedging instruments of: (1) alternative models of volatility for estimating conditional variances and covariances; (2) alternative currencies; and (3) alternative maturities of [...]![]()
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Chang, Chia-Lin ; McAleer, Michael ; Wong, Wing-Keung | 2018-03This paper provides a review of some connecting literature in Decision Sciences, Economics, Finance, Business, Computing, and Big Data. We then discuss some research that is related to the six cognate disciplines. Academics could develop theoret[...]![]()
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Chang, Chia-Lin ; McAleer, Michael | 2014-12One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and[...]![]()
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Chang, Chia-Lin ; McAleer, Michael ; Wong, Wing-Keung | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2019This note is concerned with an editorial statement of intent for Advances in Decision Sciences (ADS), which was founded in 1997, so that 2918 marks the 22nd Anniversary of the journal. The note discusses the aims and scope of ADS in Section 1, i[...]![]()
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Chang, Chia-Lin ; Mai, Te-Ke ; McAleer, Michael | Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2018The purpose of the paper is to establish national carbon emissions prices for the People’s Republic of China, which is one of the world’s largest producers of carbon emissions. Several measures have been undertaken to address climate change in C[...]![]()
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Chang, Chia-Lin ; Khamkaew, Thanchanok ; McAleer, Michael | 2012-01-10This paper analyzes the responsiveness of Thai outbound tourism to East Asian destinations, namely China, Hong Kong, Japan, Taiwan and Korea, to changes in effective relative price of tourism, total real total tourism expenditure, and one-off ev[...]![]()
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Chang, Chia-Lin ; Franses, Philip Hans ; McAleer, Michael | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2011-04Macroeconomic forecasts are often based on the interaction between econometric models and experts. A forecast that is based only on an econometric model is replicable and may be unbiased, whereas a forecast that is not based only on an econometr[...]![]()
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Chaipornkaew, Piyanuch ; Prexawanprasut, Takorn ; Chang, Chia-Lin ; McAleer, Michael | Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2017One of the most powerful internet communication channels is email. As employees and their clients communicate primarily via email, much crucial business data is conveyed via email content. Where businesses are understandably concerned, they need[...]![]()
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Chang, Chia-Lin ; Chen, Sung-Po ; McAleer, Michael | 2012-06This paper examines the impact of the three main channels of international trade on domestic innovation, namely outward direct investment (ODI), inward direct investment (IDI), and exports. The number of Triadic patents serves as a proxy for inn[...]![]()
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Chang, Chia-Lin ; McAleer, Michael ; Oxley, Les | 2011-05The paper discusses alternative Research Assessment Measures (RAM), with an emphasis on the Thomson Reuters ISI Web of Science database (hereafter ISI). Some analysis and comparisons are also made with data from the SciVerse Scopus database. The[...]![]()
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Chang, Chia-Lin ; McAleer, Michael ; Oxley, Les | 2011-06The paper analyses the leading journals in Neurosciences using quantifiable Research Assessment Measures (RAM), highlights the similarities and differences in alternative RAM, shows that several RAM capture similar performance characteristics of[...]