KEVIN C - University of Vermont
KEVIN C.H. CHIANG
315 Kalkin
University of Vermont
Burlington, VT 05405-0157
(O) (802) 656-0515
E-mail: Kevin.C.Chiang@uvm.edu
RESEARCH AND TEACHING INTERESTS
Research: Real estate, REITs, mutual funds, investments, portfolio management
Teaching: Real estate finance, real estate investments, investments, managerial finance
PUBLICATIONS
“Real Estate Risk Exposure of Equity Real Estate Investment Trusts”: Co-authored with Ming-Long Lee and Ming-Te Lee, Journal of Real Estate Finance and Economics, 2008, forthcoming.
“Further Evidence on the Performance of Funds of Funds: The Case of Real Estate Mutual Funds”: Co-authored with Kirill Kozhevnikov, Ming-Long Lee, and Craig H. Wisen, Real Estate Economics, 2008, forthcoming.
“Structural Breaks and Cross-Continental Real Estate Securities Diversification: Evidence from Spanning Tests”: Co-authored with Ming-Long Lee and Ming-Te Lee, Pacific Rim Property Research Journal, 2008, forthcoming.
“Discovering REIT Price Discovery: A New Data Setting”: Journal of Real Estate Finance and Economics, 2008, forthcoming.
“International Diversification: the Within- and Between-Region Effects”: Co-authored with Christian Leonhard, Journal of Investing, 2007, 51-68.
“Non-Fundamentals and Value Returns”: Co-authored with Kirill Kozhevnikov and Craig H. Wisen, Applied Financial Economics, 2007, 1075-1083.
“Country-Specific Risk and Returns”: Co-authored with Ashley Kung, Xiyu (Thomas) Zhou, Journal of Business and Economic Perspectives, 2007, 28-38.
“Mutual Fund Post-Acquisition Management Retention and its Performance Implications”: Co-authored with Xiyu (Thomas) Zhou, Corporate Finance Review, 2007, 28-34.
“Mutual Fund Acquisitions and the Wealth of Target Shareholders”: Co-authored with Xiyu (Thomas) Zhou and Craig Wisen, Journal of American Academy of Business, Cambridge, 2007, 33-38.
“Emerging Market Bonds as an Asset Class: Mean-Variance Spanning”: Co-authored with Craig Wisen and Xiyu (Thomas) Zhou, Journal of Investing, 2007, 104-110.
“Spanning Tests on Public and Private Real Estate”: Co-authored with Ming-Long Lee, Journal of Real Estate Portfolio Management, 2007, 7-15.
“Motivations behind the Acquisitions of Mutual Funds”: Co-authored with Xiyu (Thomas) Zhou, Corporate Finance Review, 2007, 19-26.
“The Perception of Dividends by Professional Investors”: Co-authored with George M. Frankfurter, Arman Kosedag and Bob Wood, Managerial Finance, 2006, pp. 60-81.
“Explaining the Initial Returns of Mutual Funds”: Co-authored with Craig H. Wisen, Journal of Investing, 2006, pp. 53-67.
“REIT Mimicking Portfolio Analysis”: Co-authored with Kirill Kozhevnikov, Ming- Long Lee, and Craig H. Wisen, International Real Estate Review, 2006, 95-111.
“On the Time Series Properties of Real Estate Investment Trust Beta”: Co-Authored with Ming-Long Lee and Craig H. Wisen, Real Estate Economics, 2005, pp. 381-396.
“The Ranking Properties of the Morningstar Risk-Adjusted Rating”: Co-authored with Kirill Kozhevnikov and Craig H. Wisen, Journal of Investing, 2005, pp. 90-98.
“Bidding Dynamics in Multi-Unit Auctions: Empirical Evidence from Online Auctions of Certificates of Deposit”: Co-authored with Ashley Kung, Journal of Financial Intermediation, 2005, pp. 239-252.
“Exploratory Analyses of Dividend Re-Investment Plans and Some Comparisons”: Co-authored with George M. Frankfurter and Arman Kosedag, International Review of Financial Analysis, 2005, pp. 570-586.
“Substitutability between Equity REITs and Mortgage REITs”: Co-authored with Ming-Long Lee, Journal of Real Estate Research, 2004, pp. 95-113.
“Another Look at the Asymmetric REIT-Beta Puzzle”: Co-authored with Ming-Long Lee and Craig H. Wisen, Journal of Real Estate Research, 2004, pp. 25-42.
“Offering Price Clusters and Underpricing in the US Primary Market”: Co-authored with T. Harikumar, Applied Financial Economics, 2004, pp. 809-822.
“A Comparative Analysis of Perception of Dividends by Financial Managers”: Co-authored with George M. Frankfurter, Arman Kosedag, David Collison, David M. Power, Hartmut Schmidt, and Raymond So, Research in International Business and Finance, 2004, pp. 73-113.
“REITs in the Decentralized Investment Industry”: Co-authored with Ming-Long Lee, Journal of Property Investment and Finance, 2002, pp. 496-512.
“Taking Practical Views of Risk-Taking”: Co-authored with George M. Frankfurter and Elton G. McGoun, Journal of Investing, 2001, pp. 30-40.
WORKING PAPERS
“Correlated Trading and REITs”: Co-authored with Ming-Long Lee.
“On the Comovement of REIT Prices.”
“Chasing Housing Prices”: Co-authored with Allen Atkins and Ming-Long Lee.
“Do Aggressive Funds Reallocate Their Portfolios Aggressively?” Co-authored with Xiyu (Thomas) Zhou.
“Offering Price Clusters and Long-Term Underperformance in the US Primary Market”: Co-authored with T. Harikumar.
“How Long Does Investor Sentiment Last?”
“Portfolio Return Metric: Equal Weights versus Value Weights.”
“Further Evidence on the Long-Run Market Dynamics between REITs and Stocks”: Co-authored with Ming-Long Lee.
“REIT Property-Type Risk Sensitivities and Performance”: Co-authored with Ming-Te Lee, and Ming-Long Lee.
“Time-Varying Real Estate Sensitivities of Mortgage REITs”: Co-authored with Ming-Long Lee and Ming-Te Lee.
“Housing and Asset Prices”: Co-authored with Norm Miller.
“An Examination of REIT Characteristics in the Portfolio Holdings of Real Estate Mutual Funds”: Co-authored with Seow Eng Ong, Craig Wisen, and Xiyu (Thomas) Zhou.
“On the Intertemporal Relation between REIT Returns and Idiosyncratic Risk”: Co-authored with Xiaoquan Jiang and Ming-Long Lee.
PRESENTATIONS
1999 FMA Doctoral Student Consortium
- “What Percentage of Common Stocks Are Mispriced?”
1999 FMA Annual Meeting
- “Taking Practical Views of Risk-Taking”
2000 FMA Annual Meeting
- “Survival, Tournament, and Risk Strategy in the Mutual Fund Industry.”
2001 FMA Annual Meeting (by co-author)
- “What Percentage of Common Stocks Are Mispriced?”
2001 EFA Annual Meeting (by co-author)
- “What Percentage of Common Stocks Are Mispriced?”
2002 FMA Annual Meeting
- “International Diversification: the Within- and Between-Region Effects”
2004 Pan-Pacific Conference
- “How Long Does Investor Sentiment Last?”
2006 Academic Business World International Conference (by co-author)
- “Country-Specific Risk and Returns”
2007 APRU Real Estate Research Symposium (by co-author)
-“ Informational Advantages, Market Frictions, and Risk Preferences: An Examination of the Holdings of Real Estate Mutual Funds”
HONORS
Best paper award, 2006 Academic Business World International Conference
2005-2006 Bilby Researcher of the Year
AD HOC REVIEW
Applied Financial Economics
Financial Review
Journal of International Money and Finance
Journal of Real Estate Research
Quarterly Journal of Business and Economics
Real Estate Economics
BOOK REVIEW
International Investments, 2003, 5th edition, by Bruno Solnik and Dennis McLeavey, Pearson Allison Wesley.
Corporate Finance, 2007, 8th edition, by Stephen Ross, Randolph Westerfield, and Jeffrey Jaffe, McGraw-Hill Irwin.
COURSES TAUGHT
Real Estate Finance
Portfolio Theory and Asset Pricing
Portfolio Choice and Security Valuation
International Finance
Managerial Finance
Investment Analysis
Financial Analysis and Working Capital Management
UNIVERSITY SERVICE
MBA Committee (member), UAF
MBA Capital Markets Area (coordinator), UAF
Search Committee-Finance (chair), 2002, UAF
Search Committee-Finance (chair), 2003, UAF
Research Committee (member), UAF
Instructional Committee (member), UAF
University-Wide Academic Program Review Committee (chair), Biology MAT, UAF
Thesis Committee (co-chair), UAF
Search Committee-Economics (member), NAU
Fujian (China) Scholar Visiting Program (mentor), NAU
EDUCATION
|Louisiana State University |Finance |Ph.D. |2000 |
|Mankato State University |Business Administration |MBA |1994 |
|National Taipei Inst. of Tech. |Mining Engineering |Diploma |1986 |
EXPERIENCE
|Fortune Investments, Taiwan |Security Analyst |1988-1992 |
|Fortune Investments, Taiwan |Director, Portfolio Research |1994-1995 |
|Business Weekly, Taiwan |Senior Editor |1995-1996 |
|Louisiana State University |Research Assistant |1996-2000 |
|University of Alaska Fairbanks |Assistant Professor |2000-2005 |
| |Associate Professor | |
|Northern Arizona University |Assistant Professor |2005-2007 |
|University of Vermont |Associate Professor |2007- |
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