1. Chang, Eric C., and Wilbur G. Lewellen. 1984. Market Timing and Mutual Fund Investment Performance, Journal of Business.

2. Chang, Eric C., and Wilbur G. Lewellen. 1985. An Arbitrage Pricing Approach to Evaluating Mutual Fund Performance, Journal of Financial Research.

3. Chang, Eric C.. 1985. Returns to Speculators and the Theory of Normal Backwardation, Journal of Finance.

4. Chang, Eric C., and Richard Stevenson. 1985. The Timing Performance of Small Traders, Journal of Futures Markets.

5. Chang, Eric C., and J. Michael Pinegar. 1986. Inflation and Rates of Return on Long-Term Bonds, Economics Letters.

6. Chang, Eric C.. 1986. A Note on the Variability of Inflation and the Cross-Sectional Dispersion of Stock Returns, Economics Letters.

7. Chang, Eric C., and J. Michael Pinegar. 1986. Return Seasonality and Tax-Loss Selling in the Market for Long-Term Government and Corporate Bonds, Journal of Financial Economics.

8. Chang, Eric C., and J. Michael Pinegar. 1987. Risk and Inflation, Journal of Financial and Quantitative Analysis.

9. Chang, Eric C., and Chan-Wung Kim. 1988. Day of the Week Effects and Commodity Price Changes, Journal of Futures Markets.

10. Chang, Eric C.. 1988. A Monthly Effect in Commodity Price Changes: A Note, Journal of Futures Markets.

11. Chang, Eric C. and J. Michael Pinegar. 1988. A Fundamental Study of Seasonal Risk-Return Relationship: A Note, Journal of Finance.

12. Chang, Eric C. and J. Michael Pinegar. 1988. Does the Market Reward Risk Bearing in Months Other Than January? Evidence from the Bond and Stock Markets, The Journal of Portfolio Management.

13. Chang, Eric C., and J. Michael Pinegar. 1989. Seasonal Fluctuations in Industrial Production and Stock Market Seasonals, Journal of Financial and Quantitative Analysis.

14. Chang, Eric, Chao Chen, and Son-Nan Chen. 1990. Risk and Return in Copper, Platinum and Silver Futures, Journal of Futures Markets.

15. Chang, Eric C., Chao Chen and Son Nan Chen. 1990. Risk and Return in Copper, Platinum, and Silver Futures, Journal of Futures Markets.

16. Chang, Eric C., and J. Michael Pinegar. 1990. Another Look at Risk and Reward in January and Non-January Months: Response, The Journal of Portfolio Management.

17. Brauer, A. Gregory, and Eric C. Chang. 1990. Return Seasonality in Stocks and Their Underlying Assets: Tax Loss Selling versus Information Explanations, Review of Financial Studies.

18. Chang, Eric C. and Roger D. Huang. 1990. Time-Varying Returns and Risk in the Corporate Bond Market, Journal of Financial and Quantitative Analysis.

19. Chang, Eric C., and J. Michael Pinegar. 1990. Stock Market Seasonals and Prespecified Multifactor Pricing Relations, Journal of Financial and Quantitative Analysis.

20. Chang, Eric C., and J. Michael Pinegar,. 1991. The Predictive Power of January Returns in Foreign and Domestic Markets, Economics Letters.

21. Chang, Eric C., Grant R. McQueen and J. Michael Pinegar. 1992. Tests of the Nominal Contracting Hypothesis Using Stocks and Bonds of the Same Firms, Journal of Banking & Finance.

22. Chang, Eric C., J. Michael Pinegar, and Ravi Ravichandran. 1993. International Evidence on the Robustness of the Day-of-the-Week Effect, Journal of Financial and Quantitative Analysis.

23. Chang, Eric C., J. Michael Pinegar, and Ravi Ravichandran. 1994. Predictability and Regional Integration of Pacific Basin Equity Markets, Journal of International Financial Management & Accounting.

24. Chang, Eric C., Peter R. Locke, and Steve C. Mann. 1994. The effect of CME rule 552 on dual traders, Journal of Futures Markets.

25. Chang, Eric C., Peter R. Locke, and Prem C. Jain. 1995. Standard & Poor's 500 Index Futures Volatility and Price Changes Around the New York Stock Exchange Close, Journal of Business.

26. Chang, Eric C., J. Michael Pinegar, and Ravi Ravichandran. 1995. European Day-of-the-Week Effects, Beta Asymmetries and International Herding, European Financial Management.

27. Chang, Eric C., Cheol Eun, and Richard Kolodny. 1995. International Diversification through Closed End Country Funds, Journal of Banking & Finance.

28. Chang, Eric C., M. W. Rhee, and Keith K. P. Wong. 1995. A Note on the Spread Between the Rates on Fixed and Variable Rate Loans, Journal of Banking & Finance.

29. Chang, Eric C., and Peter R. Locke. 1996. The Performance and Market Impact of Dual Trading: CME Rule 552, Journal of Financial Intermediation.

30. Chang, Eric C., J. Michael Pinegar and Barry Schachter. 1997. Interday Variations in Volume, Variance and Participation of Large Speculators, Journal of Banking & Finance.

31. Chang Eric C., J. Michael Pinegar, and Ravi Ravichandran. 1998. US Day-of-the-Week Effects and Asymmetric Responses to Macroeconomic News, Journal of Banking & Finance.

32. Madan, Dilip B., Peter Carr, and Eric C. Chang. 1998. The Variance Gamma Process and Options Pricing, European Finance Review.

33. Chang, Eric C., Joseph W. Cheng, and J. Michael Pinegar. 1999. Does futures trading increase stock market volatility? The case of the Nikkei stock index futures markets, Journal of Banking & Finance.

34. Chang, Eric C., Grant R. McQueen, and J. Michael Pinegar. 1999. Cross-autocorrelation in Asian Stock Markets, Pacific-Basin Finance Journal.

35. Chang, Eric C., and Joseph W. Cheng. 2000. Further Evidence on the Variability of Inflation and Relative Price Variability, Economics Letters.

36. Chang, Eric C., Ray Y. Chou, and Edward F. Nelling. 2000. Market Volatility and the Demand for Hedging in Stock Index Futures, Journal of Futures Markets.

37. Chang, Eric C., Joseph W. Cheng, and Ajay Khorana. 2000. An examination of Herd Behavior in Equity Markets: An International Perspective, Journal of Banking & Finance.

38. Chang, Eric C., and Joseph W. Cheng. 2002. Inflation and Relative Price Variability: A Revisit, Applied Economics Letters.

39. K. Lam, Eric C. Chang, and M.C. Lee. 2002. An Empirical Test of the Variance Gamma Option Pricing Model, Pacific-Basin Finance Journal.

40. Chang, Eric C,. and Kit Pong Wong. 2003. Cross-Hedging with Currency Options and Futures, Journal of Financial and Quantitative Analysis.

41. Chang, Der-Chen, Eric C. Chang, and Haitao Fan. 2003. Mathematical Analysis of Pricing of Lookback Performance Options, Applicable Analysis.

42. Chang, Eric C., and Sonia M. L. Wong. 2004. Political Control and Performance in China’s Listed Firms, Journal of Comparative Economics.

43. Chang, Der-Chen, Eric C. Chang, Haitao Fan, and Duy-Minh Nhieu. 2005. Mathematical Analysis of the Two-Color Partial Rainbow Options, Applicable Analysis.

44. Chang, Eric C., and Sen Dong. 2006. Idiosyncratic Volatility, Fundamentals, and Institutional Herding: Evidence from the Japanese Stock Market, Pacific-Basin Finance Journal.

45. Chang, Eric. C., Joseph W. Cheng, and Yinghui Yu. 2007. Short-Sales Constraints and Price Discovery: Evidence from the Hong Kong Market, Journal of Finance.

46. Chang, Eric C., Joseph W. Cheng, and J. Michael Pinegar. 2008. The factor structure of time-varying conditional volume, Journal of Empirical Finance.

47. Tse, Wai-Man, Eric C. Chang, Leong Kwan Li, and Henry M.K. Mok. 2008. Pricing and Hedging of Discrete Dynamic Guaranteed Funds, Journal of Risk and Insurance.

48. Cao, Charles, Eric C. Chang, and Ying Wang. 2008. An Empirical Analysis of the Dynamic Relationship between Mutual Fund Flow and Market Return Volatility, Journal of Banking & Finance.

49. Chang, Eric C., Jinjuan Ren and Qi Shi. 2009. Effects of the Volatility Smile on Exchange Settlement Practices: the Hong Kong Case, Journal of Banking & Finance.

50. Chang, Eric C. and Sonia M. L. Wong. 2009. Governance with Multiple Objectives: Evidence from Top Executive Turnover in China, Journal of Corporate Finance.

51. Chang, Eric C., Joseph W. Cheng, J. Michael Pinegar and Yinghui Yu. 2012. Short-Sales Constraints: Reductions in Costs of Capital or Overvaluation? Evidence from Hong Kong, Pacific-Basin Finance Journal.

52. Zhang, Jin E., Huimin Zhao, and Eric C. Chang. 2012. Equilibrium Asset and Option Pricing Under Jump Diffusion, Mathematical Finance.

53. Chang, Eric C., Xingguo Luo, Lei Shi, and Jin Zhang. 2013. Is Warrant really a Derivative? Evidence from the Chinese Warrant Market, Journal of Financial Markets.

54. Chang, Eric C., Jin E. Zhang and Huimin Zhao. 2013. The Relation between Physical and Risk-Neutral Cumulants, International Review of Finance.

55. Chang, Eric C., Yan Luo, and Jinjuan Ren. 2013. Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price, Journal of Banking & Finance.

56. Chang, Eric C., Jianguo Xu and Liu Zheng. 2013. Short Sale Constraints, Heterogeneous Interpretations, and Asymmetric Price Reactions to Earnings Announcements, Journal of Accounting and Public Policy.

57. Chang, Eric C., Yan Luo and Jinjuan Ren. 2013. Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions, Journal of Banking & Finance.

58. Chang, Eric C., Yan Luo, and Jinjuan Ren. 2014. Short-Selling, Margin-Trading, and Price Efficiency: Evidence from the Chinese Market, Journal of Banking & Finance.

59. Chang, Eric C., Dragon Yongjun Tang, and Miao Ben Zhang. 2015. Suitability Checks and Household Investments in Structured Products, Journal of Financial and Quantitative Analysis.

60. Chang, Eric C., Tse-Chun Lin, Yan Luo and Jinjuan Ren. 2019. Ex-day Returns of Stock Distributions: An Anchoring Explanation, Management Science.

61. Chang, Eric C., Tse-Chun Lin and Xiaorong Ma. 2019. Does Short-selling Threat Discipline Managers in Mergers and Acquisitions Decisions?, Journal of Accounting & Economics.

62. Chang, Eric C.,Tse-Chun and Xiaorong Ma. 2020. Governance Through Trading on Acquisitions of Public Firms, Journal of Corporate Finance.

63. Zhang, Jin E, Eric C. Chang, and Huimin Zhao. 2020. Market Excess Returns, Variance and the Third Cumulant, International Review of Finance.

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