Eric C. Chang
Impact in
- Finance top 0.1%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Accounting top 0.5%
- Corporate Finance and Governance
- Auditing, Earnings Management, Governance
Papers in
- Finance 84
- Financial Markets and Investment Strategies 76
- Financial Risk and Volatility Modeling 14
- Stochastic processes and financial applications 10
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- Market Dynamics and Volatility 26
- Complex Systems and Time Series Analysis 10
- Co-authors
- Joseph Cheng (8 shared papers)Peter Carr (1 shared paper)Dilip B. Madan (1 shared paper)Ajay Khorana (2 shared papers)J. Michael Pinegar (20 shared papers)Wilbur G. Lewellen (2 shared papers)Yinghui Yu (3 shared papers)Yan Luo (12 shared papers)
- Journals
- Journal of Banking & Finance (12 papers)Journal of Financial and Quantitative Analysis (7 papers)Journal of Futures Markets (7 papers)The Journal of Finance (5 papers)Pacific-Basin Finance Journal (4 papers)
- Partner nations
- Hong KongUnited StatesChina
In The Last Decade
Eric C. Chang
95 papers receiving 4.8k citations
Eric C. Chang's Hit Papers
Peers
Comparison fields: 5 of 109
- Finance 4.4k
- Accounting 1.6k
- Economics and Econometrics 2.9k
- General Economics, Econometrics and Finance 678
- Management Science and Operations Research 539
Countries citing papers authored by Eric C. Chang
This map shows the geographic impact of Eric C. Chang's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Eric C. Chang with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Eric C. Chang more than expected).
Fields of papers citing papers by Eric C. Chang
This network shows the impact of papers produced by Eric C. Chang. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Eric C. Chang. The network helps show where Eric C. Chang may publish in the future.
Co-authors
The 25 scholars most cited alongside Eric C. Chang, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 99 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The Variance Gamma Process and Option Pricing Hit paper breakdown → | 1998 | 1269 |
| 2 | An examination of herd behavior in equity markets: An international perspective Hit paper breakdown → | 2000 | 961 |
| 3 | 1984 | 340 | |
| 4 | 2007 | 337 | |
| 5 | 2013 | 220 | |
| 6 | 1993 | 185 | |
| 7 | 1985 | 176 | |
| 8 | 1999 | 142 | |
| 9 | 2018 | 89 | |
| 10 | 1995 | 88 | |
| 11 | 1986 | 66 | |
| 12 | 1999 | 65 | |
| 13 | 1990 | 63 | |
| 14 | 2006 | 59 | |
| 15 | 2000 | 59 | |
| 16 | 2004 | 58 | |
| 17 | 1997 | 57 | |
| 18 | 1995 | 50 | |
| 19 | 2003 | 49 | |
| 20 | 1990 | 48 |
About Eric C. Chang
Eric C. Chang is a scholar working on Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance and Strategy and Management, having authored 99 papers that have together received 5.3k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (76 papers), Corporate Finance and Governance (30 papers), Market Dynamics and Volatility (26 papers), Monetary Policy and Economic Impact (23 papers), Auditing, Earnings Management, Governance (17 papers), Financial Risk and Volatility Modeling (14 papers), Stochastic processes and financial applications (10 papers) and Complex Systems and Time Series Analysis (10 papers). The work is most often cited by research in Finance (4.4k citations), Accounting (1.6k citations), Economics and Econometrics (2.9k citations), General Economics, Econometrics and Finance (678 citations) and Management Science and Operations Research (539 citations). Eric C. Chang has collaborated with scholars based in Hong Kong, United States and China. Frequent co-authors include Joseph Cheng, Peter Carr, Dilip B. Madan, Ajay Khorana, J. Michael Pinegar, Wilbur G. Lewellen, Yinghui Yu, Yan Luo, Jinjuan Ren and R. Ravichandran. Their work appears in journals such as Journal of Banking & Finance, Journal of Financial and Quantitative Analysis, Journal of Futures Markets, The Journal of Finance and Pacific-Basin Finance Journal.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.