| Structural and return characteristics of small and large firms KC Chan, NF Chen The journal of finance 46 (4), 1467-1484, 1991 | 1438 | 1991 |
| The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China DC Broadstock, K Chan, LTW Cheng, X Wang Finance research letters 38, 101716, 2021 | 1304 | 2021 |
| A further analysis of the lead–lag relationship between the cash market and stock index futures market K Chan The Review of Financial Studies 5 (1), 123-152, 1992 | 1155 | 1992 |
| What determines the domestic bias and foreign bias? Evidence from mutual fund equity allocations worldwide K Chan, V Covrig, L Ng The Journal of Finance 60 (3), 1495-1534, 2005 | 1136 | 2005 |
| Stock price synchronicity and analyst coverage in emerging markets K Chan, A Hameed Journal of Financial Economics 80 (1), 115-147, 2006 | 1114 | 2006 |
| Intraday volatility in the stock index and stock index futures markets K Chan, KC Chan, GA Karolyi The Review of Financial Studies 4 (4), 657-684, 1991 | 795 | 1991 |
| Trade size, order imbalance, and the volatility–volume relation K Chan, WM Fong Journal of Financial Economics 57 (2), 247-273, 2000 | 641 | 2000 |
| Underpricing and long-term performance of IPOs in China K Chan, J Wang, KCJ Wei Journal of corporate finance 10 (3), 409-430, 2004 | 594 | 2004 |
| Global financial markets and the risk premium on US equity KC Chan, GA Karolyi, RM Stulz Journal of Financial Economics 32 (2), 137-167, 1992 | 574 | 1992 |
| Risk and return on real estate: evidence from equity REITs KC Chan, PH Hendershott, AB Sanders Real Estate Economics 18 (4), 431-452, 1990 | 559 | 1990 |
| The profitability of technical trading rules in the Asian stock markets H Bessembinder, K Chan Pacific-basin finance journal 3 (2-3), 257-284, 1995 | 544 | 1995 |
| Reliability and validity of the Chinese version of IPAQ (short, last 7 days) DJ Macfarlane, CCY Lee, EYK Ho, KL Chan, DTS Chan Journal of science and medicine in sport 10 (1), 45-51, 2007 | 522 | 2007 |
| Market efficiency and the returns to technical analysis H Bessembinder, K Chan Financial management, 5-17, 1998 | 519 | 1998 |
| Limit orders, depth, and volatility: Evidence from the stock exchange of Hong Kong HJ Ahn, KH Bae, K Chan The Journal of finance 56 (2), 767-788, 2001 | 502 | 2001 |
| Information asymmetry and asset prices: Evidence from the China foreign share discount K Chan, AJ Menkveld, Z Yang The Journal of Finance 63 (1), 159-196, 2008 | 490 | 2008 |
| The informational role of stock and option volume K Chan, YP Chung, WM Fong The Review of Financial Studies 15 (4), 1049-1075, 2002 | 465 | 2002 |
| An empirical examination of information, differences of opinion, and trading activity H Bessembinder, K Chan, PJ Seguin Journal of Financial Economics 40 (1), 105-134, 1996 | 460 | 1996 |
| Why option prices lag stock prices: A trading‐based explanation K Chan, YP Chung, H Johnson The Journal of Finance 48 (5), 1957-1967, 1993 | 350 | 1993 |
| Investibility and return volatility KH Bae, K Chan, A Ng Journal of financial Economics 71 (2), 239-263, 2004 | 327 | 2004 |
| Time-varying risk premia and forecastable returns in futures markets H Bessembinder, K Chan Journal of Financial Economics 32 (2), 169-193, 1992 | 302 | 1992 |
