kalok chan
kalok chan
hkust, arizona state university
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Cited by
Cited by
Structural and return characteristics of small and large firms
KC Chan, NF Chen
The journal of finance 46 (4), 1467-1484, 1991
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
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
Stock price synchronicity and analyst coverage in emerging markets
K Chan, A Hameed
Journal of Financial Economics 80 (1), 115-147, 2006
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
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
Trade size, order imbalance, and the volatility–volume relation
K Chan, WM Fong
Journal of Financial Economics 57 (2), 247-273, 2000
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
Underpricing and long-term performance of IPOs in China
K Chan, J Wang, KCJ Wei
Journal of corporate finance 10 (3), 409-430, 2004
Risk and return on real estate: evidence from equity REITs
KC Chan, PH Hendershott, AB Sanders
Real Estate Economics 18 (4), 431-452, 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
Market efficiency and the returns to technical analysis
H Bessembinder, K Chan
Financial management, 5-17, 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
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
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
The informational role of stock and option volume
K Chan, YP Chung, WM Fong
The Review of Financial Studies 15 (4), 1049-1075, 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
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
Investibility and return volatility
KH Bae, K Chan, A Ng
Journal of financial Economics 71 (2), 239-263, 2004
Time-varying risk premia and forecastable returns in futures markets
H Bessembinder, K Chan
Journal of Financial Economics 32 (2), 169-193, 1992
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