James Chong - Concepedia

Author

James Chong

California State University, Northridge ORCID

Also Known As

James Chong, James T. Chong

Publications

652

Citations

H-Index

Concepts

All Affiliations

California State University, Northridge University of Reading Ecole des Hautes Etudes Commerciales du Nord

About

James Chong is an author at California State University, Northridge specializing in asset pricing, business, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	11	14	471
2	Finance	11	14	471
3	Economics	10	12	443
4	Management	8	8	348
5	Accounting	1	1	12

James Chong

Publications

571

Citations

H-Index

Page 1

	Year	Citations
Conditional Correlation and Volatility in CommodityFutures and Traditional Asset Markets James Chong, Joëlle Miffre The Journal of Alternative Investments Volatility ModelingEconomicsFinancial EconomicsAsset PricingConditional Correlation	2009	182
To sin or not to sin? Now that's the question James Chong, M. Monica Her, Gordon M. Phillips Journal of Asset Management Moral Psychology	2006	87
The Cross‐Currency Hedging Performance of Implied Versus Statistical Forecasting Models Chris Brooks, James Chong Journal of Futures Markets Empirical FinanceVolatility ModelingTime Series EconometricsOptimal Hedge RatiosHedged Portfolios	2001	54
Conditional Correlations and Real Estate Investment Trusts James Chong, Joëlle Miffre, Simon Stevenson Journal of Real Estate Portfolio Management Empirical FinanceEconomicsFinancial EconomicsAsset PricingProperty Evaluation	2009	45
COVID-19 Losses to the Real Estate Market: An Equity Analysis James Chong, Gordon M. Phillips Finance research letters HousingEconomicsProperty EvaluationEquity AnalysisBusiness	2021	38
Value at risk from econometric models and implied from currency options James Chong Journal of Forecasting Volatility ModelingRisk EstimatesForeign Exchange OptionTime Series EconometricsAsset Pricing	2004	30
Dynamic correlations between REIT sub-sectors and the implications for diversification James Chong, Alexandra Krystalogianni, Simon Stevenson Applied Financial Economics Economic DiversificationEmpirical FinanceEconomicsInternational FinanceAsset Pricing	2012	18
Integrating A- and B-Share Markets in China: The Effects of Regulatory Policy Changes on Market Efficiency Changjiang Lü, Kemin Wang, Haiwei Chen, Review of Pacific Basin Financial Markets and Policies Financial IntegrationInternational InvestmentMarket RegulationMarket MicrostructureInternational Finance	2007	18
Portfolio Size Revisited James Chong, Gordon M. Phillips The journal of wealth management Portfolio OptimizationEquity PortfoliosAsset PricingFinancial EconomicsSophisticated Sampling Technique	2013	16
Does market volatility impact presidential approval? James Chong, Dennis Halcoussis, Michael Phillips Journal of Public Affairs Empirical FinanceVolatility ModelingApplied EconometricsTime Series EconometricsAsset Pricing	2011	15

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