I-Chan Chiu 中文

Research dossier

Research papers

Published and ongoing work in asset pricing, financial language, and artificial intelligence in finance.

Peer-reviewed

Journal articles

  1. Published

    SVIX, VIX, and cryptocurrency market return

    I. Chiu, M. Hung, and K. Yen

    The Quarterly Review of Economics and Finance, 104, 102055 (2025).

    DOI
  2. Online first

    Firm-specific news sentiment and stock returns: the impact of relevance and time frames

    Y. Huang, I. Chiu, and M. Hung

    Applied Economics Letters, 1–10 (2025).

    DOI
  3. Published

    Finance-specific large language models: Advancing sentiment analysis and return prediction with LLaMA 2

    I. Chiu and M. Hung

    Pacific-Basin Finance Journal, 90, 102632 (2025).

    DOI Author manuscript (PDF) Dataset

Editorial process

Under review

  1. Revise and Resubmit

    Omni-FinAI: A Domain-Specific Large Language Model for Extracting Insights from Financial Disclosures

    I. Chiu, M. Hung, Z. Chen, J. Chiu, Y. Lin, C. Lee, E. Huang, and S. See

    SSRN 70B model 8B model
  2. Under Review

    Mispricing in Semivariance Information Discreteness

    I. Chiu, Y. Huang, and M. Hung

  3. Under Review

    Revealed Fragility: Large Language Models and the Pricing of Retail Stock Recommendations

    I. Chiu and Y. Huang

Ongoing research

Working papers

Author order is provisional and listed alphabetically by surname.

  1. Working Paper

    Aumann–Serrano Riskiness and Entropy

    I. Chiu, Y. Huang, M. Hung, and C. Yen

  2. Working Paper

    Does Innovative Strategy Disclosure Attract Capital? LLM-Based Evidence from New Mutual Funds

    I. Chiu, Y. Huang, Y. Tu, and C. Yen

  3. Working Paper

    Attrition and Latency

    I. Chiu, Y. Huang, C. Lin, and C. Yen