Chun-Da Chen

Lamar University

Associate Professor of Finance

Beaumont, TX 77710

United States

SCHOLARLY PAPERS

8

DOWNLOADS

1,181

TOTAL CITATIONS

5

Scholarly Papers (8)

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1.

Financial Statement Effects of Adopting IFRS: The Canadian Experience

Forthcoming in International Journal of Accounting and Information Management, 26(4)
Number of pages: 40 Posted: 18 Dec 2017 Last Revised: 20 Feb 2018
Eva K Jermakowicz, Chun-Da Chen and Han Donker
Tennessee State University, Lamar University and University of Alaska Anchorage
Downloads 374 (160,226)
Citation 1

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IFRS Adoption, Canadian Companies, Financial Statement Effects, Value Relevance

2.

Oil Beta Uncertainty and Global Stock Returns

Number of pages: 39 Posted: 28 Feb 2022
Chun-Da Chen and Riza Demirer
Lamar University and Southern Illinois University Edwardsville - Department of Economics & Finance
Downloads 185 (326,798)
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Oil price risk, Parameter uncertainty, Asset pricing, Equity returns

3.

Impacts of the Stock Market Liberalization in China: Evidence from the Foreign Institutional Investor Scheme

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 27 Posted: 02 Oct 2012
Chun-Da Chen, Chih-Chun Chen and Chiao-Ming Cheng
Lamar University, Fo Guang University and Yuan Ze University
Downloads 185 (326,798)
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China Stock Market, Event Study, GARCH

4.

Risk and Return in the Chinese Stock Market: Does Equity Return Dispersion Proxy Risk?

Pacific-Basin Finance Journal, Vol. 33, 2015
Number of pages: 34 Posted: 28 Apr 2015
Chun-Da Chen, Riza Demirer and Shrikant P. Jategaonkar
Lamar University, Southern Illinois University Edwardsville - Department of Economics & Finance and SIUE
Downloads 179 (334,951)

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Equity return dispersion, Asset pricing, Chinese stock market

5.

Oil and Stock Market Momentum

Energy Economics 68, 151-159 (2017).
Number of pages: 33 Posted: 11 Oct 2017 Last Revised: 23 Sep 2018
Chun-Da Chen, Chiao-Ming Cheng and Riza Demirer
Lamar University, ​ZhiDao Investment Management and Southern Illinois University Edwardsville - Department of Economics & Finance
Downloads 151 (387,416)

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Industry momentum, Crude oil, Market efficiency, Chinese stock market

6.

The Profitability of Herding: Evidence from Taiwan

Managerial Finance, Forthcoming
Number of pages: 24 Posted: 27 Nov 2017
Chun-Da Chen and Riza Demirer
Lamar University and Southern Illinois University Edwardsville - Department of Economics & Finance
Downloads 107 (505,130)
Citation 2

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Herding, State-Space Model, Return Dispersion

7.

Forgive, or Award Your Debtor? A Barrier Option Approach

Journal of Derivatives, Vol. 26, No. 1, 67-95
Posted: 25 Oct 2018
David S. Sun and Chun-Da Chen
Kainan University and Lamar University

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Debt Forgiveness, Default Threshold, Default Risks, Sovereign Debt, Government Bonds, Fixed Income, Barrier Option, Kalman Filter

8.

Do Investors Herd in Emerging Stock Markets?: Evidence from the Taiwanese Market

Journal of Economic Behavior & Organization 76 (2010) 283-295
Posted: 19 Sep 2012
Riza Demirer, Ali M. Kutan and Chun-Da Chen
Southern Illinois University Edwardsville - Department of Economics & Finance, Southern Illinois University at Edwardsville and Lamar University

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Herd behavior, Taiwan stock exchange, Non-linear and state space models