Kevin C.H. Chiang

University of Alaska Fairbanks - School of Management (SOM)

Assistant Professor

P.O. Box 756080

208C Bunnell Building

Fairbanks, AK 99775-0500

United States

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)

    • Email
    • Tel: 907-474-7049
    • Fax: 907-474-5219

  • Louisiana State University, Baton Rouge - Department of Finance

    • Email
    • Tel: 225-753-4978
    • Fax: 225-388-6366
SCHOLARLY PAPERS

12

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in Total Papers Downloads

4,634

TOTAL CITATIONS

11

Scholarly Papers (12)

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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 684 (80,494)
Citation 1

Abstract:

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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 644 (86,953)

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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 584 (98,550)
Citation 4

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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 424 (145,256)

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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 398 (156,663)
Citation 3

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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 348 (181,287)

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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 318 (199,697)

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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 311 (204,560)

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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 282 (226,810)
Citation 1

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

10.

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 261 (245,381)

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

11.

What Percentage of Common Stocks are Mispriced?

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 219 (291,375)

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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 161 (385,062)
Citation 2

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