Publications by Topic

Quantitative Finance

• Adaptive order flow forecasting with multiplicative error models Andrija Mihoci, Christopher Hian-Ann Ting, Meng-Jou Lu & Kainat Khowaja Digital Finance 4, 89–108 (2022) DOI: 10.1007/s42521-021-00047-1
• Market Price of Trading Liquidity Risk and Market Depth M. Kijima and C. Ting International Journal of Theoretical and Applied Finance 22(8), 1950045 (2019) DOI: 10.1142/S0219024919500456
• Variance Risk Premiums of Commodity ETFs C.-W Tee and C. Ting Journal of Futures Markets 37, 452–472 (2017) DOI: 10.1002/fut.21802
• Volume Information in Nikkei and TOPIX Futures Transactions C.-W Tee and C. Ting Journal of Financial Studies 25(4), 1–42 (2017) DOI: 10.6545/JFS.2017.25(4).1
• A Common Measure of Liquidity Costs for Futures and Stock Exchanges C. Ting The Handbook of Asian Finance Volume 2 Chapter 12 (Publisher: Elsevier), edited by Greg N. Gregoriou (2014)
• The Term Structure of S&P100 Model-Free Volatilities K. G. Lim and C. Ting Quantitative Finance 13, 1041-1058 (2013) DOI: 10.1080/14697688.2012.751493
• The Information Content of Implied Co-Volatility and Co-Variance Swap C. Ting Review of Futures Markets 21, 51-77 (2013)
• The Impact of Transaction Duration, Volume and Direction on Price Dynamics and Volatility A Tay, C. Ting, Y.K. Tse, and M. Warachka Quantitative Finance 11, 447-457 (2011) DOI: 10.1080/14697680903405742
• Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading A Tay, C. Ting, Y.K. Tse, and M. Warachka Journal of Financial Econometrics 7, 288-311 (2009) DOI: 10.1093/jjfinec/nbp005
• A Functional Approach to the Price Impact of Stock Trades and the Implied True Price R. Huang and C. Ting Journal of Empirical Finance 15, 1-16 (2008) DOI: 10.1016/j.jempfin.2007.05.001
• Intraday Stock Prices, Volume, and Duration: A Nonparametric Conditional Density Analysis A.S. Tay and C. Ting A chapter in the book High Frequency Financial Econometrics: Recent Developments, Eds. Luc Bauwens, W. Pohlmeier, and D. Veredas, published by Physica-Verlag, Heidelberg (2008) DOI: 10.1007/978-3-7908-1992-2_11
• Fear in the Korea Market C. Ting Review of Futures Markets 16, 106-140 (2007)
• Optimal Liquidation Strategies and Their Implications C. Ting, M. Warachka, and Y. Zhao Journal of Economic Dynamics and Control 31, 1431-1450 (2007) DOI: 10.1016/j.jedc.2006.07.003
• Which Daily Price is Less Noisy? C. Ting Financial Management Volume 35 Autumn, 81-95 (2006) DOI: 10.1111/j.1755-053X.2006.tb00148.x
• Liquidity Fragmentation and Migration within the Same Exchange C. Ting Review of Futures Markets 15, 7-43 (2006)
• Intra-Day Stock Prices, Volume, and Duration: A Nonparametric Conditional Density Analysis A. Tay and C. Ting Empirical Economics 30, 827-842 (2006) DOI: 10.1007/s00181-005-0004-y
• The Implied Jump Risk of LIBOR Rates K.G. Lim, C. Ting and M. Warachka Journal of Banking and Finance 29, 2503-2522 (2005) DOI: 10.1016/j.jbankfin.2004.09.004

Statistical Physics

• Chaos Resonance: Two-State Model with Chaos-Induced Escape over Potential Barrier L.-Y. Chew, C. Ting and C. H. Lai Physical Review E 72, 036222:1-13 (2005) DOI: 10.1103/PhysRevE.72.036222
• Chaos-Induced Escape over a Potential Barrier L.-Y. Chew, C. Ting and C. H. Lai Physical Review E 70, 045203:1-4 (2004) DOI: 10.1103/PhysRevE.70.045203
• Analysis on the Origin of Directed Current from a Class of Microscopic Chaotic Fluctuations L.-Y. Chew and C. Ting Physical Review E 69, 031103:1-13 (2004) DOI: 10.1103/PhysRevE.69.031103
• Microscopic Chaos and Gaussian Diffusion Processes L. Y. Chew and C. Ting Physica A 307, 275-296 (2002) DOI: 10.1016/S0378-4371(01)00613-6

High Energy Physics

• Monopoles, Vortices and Kinks in the Framework of Non-Commutative Geometry E. Teo and C. Ting Physical Review D 56, 2291-2302 (1997) DOI: 10.1103/PhysRevD.56.2291
• Spinning Braid Group Representation and the Fractional Quantum Hall Effect C. Ting and C. H. Lai Nuclear Physics B 396, 429-464 (1993) DOI: 10.1016/0550-3213(93)90659-D
• Mutual Statistics, Braid Group, and the Fractional Quantum Hall Effect C. Ting International Journal of Modern Physics B 6, 3155-3178 (1992) DOI: 10.1142/S0217979292002425
• Braid Group Representation and Fractional Quantum Hall Effect C. Ting and C. H. Lai Modern Physics Letters B 5, 1293-1299 (1991) DOI: 10.1142/S0217984991001581
• Path Integral Representation of the Artin Braid Group C. H. Lai and C. Ting Physics Letters B 265, 341-346 (1991) DOI: 10.1016/0370-2693(91)90063-V

Experimental Biophysics

• New Method to Prepare Single-headed Heavy Meromyosin with High Purity and a High Yield K. Saeki, M. Tokunaga, H. A. Ting and T. Wakabayashi Journal of Biochemistry 106, 606-611 (1989) DOI: 10.1093/oxfordjournals.jbchem.a122903

Computer Science

• DESPAR, A Dependency Structure Parser without Using any Grammar Formalism C. Ting and L. S. Peh A chapter in the book Industrial Parsing of Software Manuals, Eds. R.F.E. Sutcliffe, H.-D. Koch, and A. McElligott, published by Editions Rodopi, Amsterdam (1997)
• An Adaptive Algorithm for Neocognitron to Recognise Analog Images C. Ting and K. C. Chuang Neural Networks 6, 285-299 (1993) DOI: 10.1016/0893-6080(93)90022-O
• Magnocellular Pathway for Rotation Invariant Neocognitron C. Ting International Journal of Neural Systems 4, 43-54 (1993) DOI: 10.1142/s0129065793000067