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Shu‐Mei Chiang

Observed names: Shu-Mei Chiang, Shumei Chiang
ORCID: 0000-0002-7087-6257
Observed ORCID: 0000-0002-7087-6257
OpenAlex ID: A5043545638
A note on board characteristics, ownership structure and default risk in Taiwan
2013 · Shu-Mei Chiang, Huimin Chung, et al. · Accounting and Finance · 56
Efficiency tests of foreign exchange markets for four Asian Countries
2010 · Shu-Mei Chiang, Yen-Hsien Lee, et al. · Research in International Business and Finance · 39
Price clustering in E‐mini and floor‐traded index futures
2006 · Huimin Chung, Shumei Chiang · Journal of Futures Markets · 36
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On the predictive power of ARJI volatility forecasts for Bitcoin
2019 · Jying-Nan Wang, Hung-Chun Liu, et al. · Applied Economics · 25
Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
2011 · Hung-Chun Liu, Shu-Mei Chiang, et al. · International Review of Economics & Finance · 25
The dynamic relationships between gold futures markets: evidence from COMEX and TOCOM
2008 · Hui-Na Lin, Shu-Mei Chiang, et al. · Applied Financial Economics Letters · 24
The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets
2013 · Shu-Mei Chiang, Hsin-Fu Chen, et al. · Global Finance Journal · 22
The Relationships between Implied Volatility Indexes and Spot Indexes
2012 · Shu-Mei Chiang · Procedia - Social and Behavioral Sciences · 19
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Permanent and Transitory Components in the Chinese Stock Market: The ARJI-Trend Model
2009 · Shu-Mei Chiang, Chin-Piao Yeh, et al. · Emerging Markets Finance and Trade · 15
Analyzing the impacts of foreign exchange and oil price on biofuel commodity futures
2019 · Shu-Mei Chiang, Chun-Da Chen, et al. · Journal of International Money and Finance · 13
The contagion effects of volatility indices across the U.S. and Europe
2020 · Chun-Da Chen, Shu-Mei Chiang, et al. · The North American Journal of Economics and Finance · 10
Clearing margin system in the futures markets—Applying the value-at-risk model to Taiwanese data
2006 · Chien-Liang Chiu, Shu-Mei Chiang, et al. · Physica A Statistical Mechanics and its Applications · 8
Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia
2024 · Chen-Yin Kuo, Shu-Mei Chiang · Review of Quantitative Finance and Accounting · 5
Transmission effects of the U.S. and China monetary policy shocks on the world
2019 · Shu-Mei Chiang, Hung-Chun Liu, et al. · Applied Economics · 4
The Relationships Among Stocks, Bonds and Gold: Safe Haven, Hedge or Neither?
2013 · Shu‐Mei Chiang, Chi‐Tai Lin, et al. · RePEc: Research Papers in Economics · 4
Exploring Forecast Error and the Informational Content of Implied Volatility in the Taiwan Market*
2012 · Yen‐Hsien Lee, Chi‐Tai Lin, et al. · Asia-Pacific Journal of Financial Studies · 4
The relationship between the S&P 500 spot and futures indices: brothers or cousins?
2006 · Chien-Liang Chiu, Shu-Mei Chiang, et al. · Applied Financial Economics · 4
Volatility behavior, information efficiency and risk in the S&P 500 index markets
2011 · Shu-Mei Chiang, Huimin Chung, et al. · Quantitative Finance · 2
The introduction of electronically traded index futures and their impact on the underlying assets: the case of US index futures
2005 · Huimin Chung, Shumei Chiang · International Journal of Services Technology and Management · 2
Globalization and Stock Fluctuations Using Shift-share Identity
2013 · Shu‐Mei Chiang · International Journal of Applied Mathematics & Statistics/International journal of applied mathematics and statistics
Works count: 20
Citation count: 317
H-index: 10
I10-index: 11
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