| Estimating oil risk factors using information from equity and derivatives markets IHE Chiang, WK Hughen, JS Sagi The Journal of Finance 70 (2), 769-804, 2015 | 139 | 2015 |
| Do oil futures prices predict stock returns? IHE Chiang, WK Hughen Journal of Banking & Finance 79, 129-141, 2017 | 69 | 2017 |
| Real Exchange Rates and Currency Risk Premiums P Balduzzi, IHE Chiang The Review of Asset Pricing Studies 10 (1), 94–121, 2020 | 27 | 2020 |
| Modern portfolio management with conditioning information IHE Chiang Journal of Empirical Finance 33, 114-134, 2015 | 24* | 2015 |
| Skewness and coskewness in bond returns IHE Chiang Journal of Financial Research 39, 145-178, 2016 | 23* | 2016 |
| REIT performance and market timing ability RJ Buttimer Jr, J Chen, IHE Chiang Managerial Finance 38 (3), 249-279, 2012 | 17 | 2012 |
| Short-Term Reversals, Short-Term Momentum, and News-Driven Trading Activity IHE Chiang, C Kirby, ZZ Nie Journal of Banking & Finance 125, 106068, 2021 | 9 | 2021 |
| A simple test of the affine class of term structure models P Balduzzi, IHE Chiang Review of Asset Pricing Studies 2 (2), 203-244, 2012 | 7 | 2012 |
| Essays in empirical asset pricing IHE Chiang Boston College, 2009 | 4 | 2009 |
| A "Bad Beta, Good Beta" Anatomy of Currency Risk Premiums and Trading Strategies IHE Chiang, XN Mo Available at SSRN 3393265, 2019 | 3* | 2019 |
| Modeling the Cross-section of Stock Returns Using Sensible Models in a Model Pool IHE Chiang, Y Liao, Q Zhou Journal of Empirical Finance 60, 56-73, 2021 | 2 | 2021 |
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