Kevin C.H. Chiang

Louisiana State University, Baton Rouge - Department of Finance

Doctoral Candidate

E.J. Ourso College of Business Administration

Baton Rouge, LA 70803

United States

University of Alaska Fairbanks - School of Management (SOM)

Assistant Professor

P.O. Box 756080

208C Bunnell Building

Fairbanks, AK 99775-0500

United States

SCHOLARLY PAPERS

12

DOWNLOADS
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3,862

CITATIONS
Rank 20,971

SSRN RANKINGS

Top 20,971

in Total Papers Citations

14

Scholarly Papers (12)

1.

Portfolio Return Metric: Equal Weights Versus Value Weights

Number of pages: 22 Posted: 16 Jul 2002
Kevin C.H. Chiang
University of Alaska Fairbanks - School of Management (SOM)
Downloads 572 (35,030)

Abstract:

event study, market efficiency

2.

The Ranking Properties of the Morningstar Risk-Adjusted Rating

Number of pages: 23 Posted: 05 May 2003
Kevin C.H. Chiang, Kirill Kozhevnikov and Craig H. Wisen
University of Alaska Fairbanks - School of Management (SOM), University of Oregon - Department of Finance and University of Alaska Fairbanks - School of Management (SOM)
Downloads 537 (38,049)

Abstract:

Morningstar, Fund Rating

3.

Survival, Tournament, and Asset Allocation Strategy in the Mutual Fund Industry

Number of pages: 25 Posted: 17 Nov 1999
Kevin C.H. Chiang
University of Alaska Fairbanks - School of Management (SOM)
Downloads 512 (40,947)
Citation 3

Abstract:

4.

A Stylized Fact of Asset Allocation

Number of pages: 34 Posted: 23 Nov 2003
Kevin C.H. Chiang
University of Alaska Fairbanks - School of Management (SOM)
Downloads 385 (59,501)

Abstract:

Asset allocation, dynamic choice, risk aversion, mutual funds

5.

Idiosyncratic Risk and Returns in International Equity Markets

Number of pages: 41 Posted: 13 Dec 2002
Kevin C.H. Chiang and Ashley W.P. Kung
University of Alaska Fairbanks - School of Management (SOM) and DRAMeXchange
Downloads 300 (78,340)
Citation 1

Abstract:

Idiosyncratic Risk, International Finance, Asset Pricing

6.

Information Production and IPO Offering Price Clusters: Further Evidence Explaining Underpricing and Long-Run Underperformance

Number of pages: 47 Posted: 05 Jun 2002
Kevin C.H. Chiang and T. Harikumar
University of Alaska Fairbanks - School of Management (SOM) and University of Alaska at Fairbanks
Downloads 280 (84,620)

Abstract:

7.

Motivations behind the Acquisition of Mutual Funds

Number of pages: 21 Posted: 31 Mar 2006
Xiyu (Thomas) Zhou and Kevin C.H. Chiang
University of Alaska Fairbanks - School of Management (SOM) and University of Alaska Fairbanks - School of Management (SOM)
Downloads 268 (87,302)

Abstract:

mutual fund, acquisition, synergy

8.

International Diversification: The Within- and Between-Region Effects

Number of pages: 43 Posted: 04 Feb 2003
Kevin C.H. Chiang and Christian Leonhard
University of Alaska Fairbanks - School of Management (SOM) and University of Alaska Fairbanks - School of Management (SOM)
Downloads 263 (89,453)
Citation 1

Abstract:

International diversification, Portfolio Choice

9.

Another Look at the Asymmetric REIT-Beta Puzzle

Journal of Real Estate Research, Vol. 26, No. 1, 2004
Number of pages: 18 Posted: 03 Jan 2007
Kevin C.H. Chiang, Ming-Long Lee and Craig H. Wisen
University of Alaska Fairbanks - School of Management (SOM), National Yunlin University of Science and Technology and University of Alaska Fairbanks - School of Management (SOM)
Downloads 199 (113,614)
Citation 5

Abstract:

real estate investment trust, REIT, diversification, equity, market returns

10.

What Percentage of Common Stocks are Mispriced?

EFA 2001 Barcelona Meetings
Number of pages: 36 Posted: 10 Jul 2001
Kevin C.H. Chiang, Ji-Chai Lin and R. Kelley Pace
University of Alaska Fairbanks - School of Management (SOM), Hong Kong PolyU and Louisiana State University - E.J. Ourso College of Business Administration
Downloads 167 (140,163)
Citation 1

Abstract:

11.

Substitutability between Equity REITs and Mortgage REITs

Journal of Real Estate Research, Vol. 26, No. 1, 2004
Number of pages: 20 Posted: 04 Jan 2007
Ming-Long Lee and Kevin C.H. Chiang
National Yunlin University of Science and Technology and University of Alaska Fairbanks - School of Management (SOM)
Downloads 166 (139,458)
Citation 2

Abstract:

equity, real estate investment trust, EREIT. mortgage, MREIT

12.

Inferring Price Discovery from Frictional Markets

Number of pages: 28 Posted: 05 Mar 2000
Kevin C.H. Chiang and Ji-Chai Lin
University of Alaska Fairbanks - School of Management (SOM) and Hong Kong PolyU
Downloads 122 (185,265)
Citation 1

Abstract: