Chiah, M., X. Tian, and A. Zhong (2025), 'Nature's impact: Do extreme natural disasters influence retail investors?', Journal of Economic Behavior & Organization, 232, 106954. ABDC: A*.
Long, H., M. Chiah, N. Cakici, A. Zaremba, and M.H. Bilgin (2024), 'ESG investing in good and bad times: An international study', Journal of International Financial Markets, Institutions and Money, 91, 101916. ABDC: A.
Long, H., M. Chiah, A. Zaremba, and Z. Umar (2024), 'Changes in shares outstanding and country stock returns around the world', Journal of International Financial Markets, Institutions and Money, 90, 101883. ABDC: A.
Chiah, M., P. Gharghori, and A. Zhong (2023), 'Have idiosyncratic volatility increased? Not in recent times', Critical Finance Review 12(1-4), 125-170. ABDC: A*.
Chiah, M., H. Long, A. Zaremba, and Z. Umar (2023), 'Trade competitiveness and the aggregate returns in global stock markets', Journal of Economic Dynamics and Control 148, 104618. ABDC: A*.
Cheema, M., M. Chiah, and A. Zhong (2023), ’Corporate payouts in Australia’, Pacific-Basin Finance Journal 79, 101990. ABDC: A.
Long, H., M. Chiah, A. Zaremba, and Z. Umar (2023), 'Composite equity issuance and the cross-section of country and industry returns', Applied Economics, 55, 6627-6645.. ABDC: A.
Valadkhani, A., J. Nguyen, and M. Chiah (2023), ’When is gold an effective hedge against inflation?’, Resources Policy, 79, 103009. ABDC: B.
Cheema, M., M. Chiah, and Y. Man (2022), ‘Overnight returns, daytime reversals, and future stock returns: Is China different?’, Pacific-Basin Finance Journal, 74, 101809. ABDC: A.
Chiah, M., X. Hu, and A. Zhong (2022), 'Photo sentiment and stock returns around the world', Finance Research Letters, 46B, 102417. ABDC: A.
Chiah, M., D. H. B. Phan, V. T. Tran, and A. Zhong (2022), 'Energy price uncertainty and the value premium', International Review of Financial Analysis, 81, 102062. ABDC: A.
Chai, D., M. Chiah, A. Zhong, and B. Li (2022), 'Another look at sources of momentum profits', International Review of Economics and Finance, 79, 310-323. ABDC:A.
Chiah, M., X. Tian, and A. Zhong (2022), 'Lockdown and retail trading in the equity market', Journal of Behavioral and Experimental Finance, 33, 100598 ABDC: A.
Akhtaruzzaman, M., M. Chiah, P. Docherty, and A. Zhong (2021), 'Betting against bank profitability', Journal of Economic Behavior and Organization, 192, 304-323. ABDC: A*.
Chiah, M. and A. Zhong (2021), 'Tuesday Blues and the day-of-the-week effect in stock returns', Journal of Banking and Finance, 133, 106243. ABDC: A*.
Akhtaruzzaman, M., S. Boubaker, M. Chiah, and A. Zhong (2021), COVID−19 and Oil Price Risk Exposure, Finance Research Letters, 42, 101882. ABDC: A.
Cheema, M., M. Chiah, and A. Zhong (2021), 'Resurrecting the size effect in Japan: Firm size, profitability shocks, and expected stock returns ' Pacific-Basin Finance Journal, 69, 101641. ABDC: A.
Chai, D., M. Chiah, and A. Zhong. (2020), 'Decomposing Value: Changes in size or changes in book-to-market? ', Pacific-Basin Finance Journal, 64, 101467. ABDC: A.
Cheema, M., M. Chiah, and Y. Man (2020), 'Cross-sectional and time-series momentum returns: Is China different?' Pacific-Basin Finance Journal, 64, 101458. ABDC: A.
Chiah, M. and A. Zhong (2020), 'Trading from Home: The Impact of COVID-19 on Trading Volume around the World', Finance Research Letters, 37, 101784 . ABDC: A.
Chiah, M., P. Gharghori and A. Zhong (2020), 'Comovement in Anomalies between the Australian and US Equity Markets', International Review of Finance, 20, 1005-1017. ABDC: A.
Chai, D., M. Chiah, and A. Zhong. (2019), 'Choosing factors: Australian evidence', Pacific-Basin Finance Journal, 58, 101223. ABDC: A.
Chiah, M. and A. Zhong (2019), 'Day-of-the-week effect in anomaly returns: International Evidence', Economics Letters, 182, 90-92. ABDC: A.
Chai, D., M. Chiah, and P. Gharghori (2019), 'Which model best explains the returns of large Australian stocks?', Pacific-Basin Finance Journal, 55, 182-191. ABDC: A.
Zhong, A., D. Chai, M. Chiah, and B. Li (2018), ‘Volume shocks and stock returns: An alternative test’, Pacific-Basin Finance Journal., 48, 1-16. ABDC: A.
Chiah, M., D. Chai, A. Zhong, and S. Li (2016), ‘A better model? An empirical investigation of the Fama-French five-factor model in Australia’, International Review of Finance, 16, 595-638. ABDC: A.
Empirical asset pricing
Capital market research
Behavioural Finance
Stock market response to information
Banking
Available for media comment on contemporaneous topics concerning Australian Stock Market, world stock markets and other investment-related issues
Article with Angel Zhong 'Trading from home: the impact of COVID-19 on trading volume around the world' featured in The Age, SMH and AusBiz. This article shows a spike in trading volume across 37 developed and developing countries during the COVID-19 pandemic
Article with Xiaolu Hu and Angel Zhong 'Photo sentiment and stock returns around the world'' featured in the Motley Fool and AusBiz. This article shows that investor sentiment reflected in news photo impact stock returns and trading intensity.
Article with Jason Tian and Angel Zhong 'Lockdown and retail trading in the equity market' cited in RBA Bulletin March 2022.
Article with Angel Zhong 'Tuesday Blues and the day-of-the-week effect' wins SIRCA's Philip Brown Best Paper Award 2021
TV interview on AusBiz on ASIC's crackdown on unlicensed finfluencers on 6/4/2022
Pre-recorded and live interviews with Australian radio channels (ABC news radio, Triple R, RTRFM, etc) on numerous topics such as housing markets, stock markets and personal finance.
2025-2027: National Tax Clinics Grant. Amount: $287,000
2024: Voluntary non-GAAP disclosure and learning from external market participants; AFAANZ Research Grants. Amount: $3,700
2023: Building a prototype on investor photo sentiment. Amount: $76,000
2020: Decomposing anomaly returns internationally: Cash flow news or discount rate news?; AFAANZ Research Grants. Amount: $6,500
2019: Scoping Study for AtlasTrend; AtlasTrend Pty Ltd. Amount: $18,000
2018: The economic policy uncertainty premium: International evidence; AFAANZ Research Grants. Amount: $5,000
Journal of Banking and Finance
Journal of Economic Behavior and Organization
Australian Journal of Management
Journal of International Financial Markets, Institutions and Money
Pacific-Basin Finance Journal
International Review of Financial Analysis
International Review of Economics and Finance
Finance Research Letters
Journal of Behavioral and Experimental Finance
Research in International Business and Finance
Applied Economics
Emerging Markets Finance and Trade
AFAANZ Conference Review Committee
among others