SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Clarence C. Y. Kwan · Study

Home/Author

Clarence C. Y. Kwan

9 works· latest 2008· 1 institutionscluster: provisional

h-index9

i109

Citations452

Works here9

81

84

89

90

93

96

97

06

08

Most cited in this library

Neural network forecasting of quarterly accounting earnings1996 · 108 citations
Efficient Market Tests of the Informational Content of Dividend Announcements: Critique and Extension1981 · 74 citations
Expiration-Day Effects of Index Futures and Options: Some Canadian Evidence1989 · 69 citations
The hedging effectiveness of options and futures: A mean‐gini approach1990 · 67 citations
Portfolio Analysis Using Single Index, Multi-Index, and Constant Correlation Models: A Unified Treatment1984 · 42 citations

Works

9 shown

Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices

Finance research letters·2008·1 author

20citations

The seven disciplines for venturing in China

Dialnet (Universidad de la Rioja)·2006·3 authors

26citations

Portfolio selection under institutional procedures for short selling: Normative and market-equilibrium considerations

Journal of Banking & Finance·1997·1 author

20citations

Neural network forecasting of quarterly accounting earnings

International Journal of Forecasting·1996·4 authors·Open access

108citations

OPTIONS LISTING, MARKET LIQUIDITY AND STOCK BEHAVIOUR: SOME CANADIAN EVIDENCE

Journal of Business Finance &amp Accounting·1993·3 authors

26citations

The hedging effectiveness of options and futures: A mean‐gini approach

Journal of Futures Markets·1990·3 authors

67citations

Expiration-Day Effects of Index Futures and Options: Some Canadian Evidence

Financial Analysts Journal·1989·3 authors

69citations

Portfolio Analysis Using Single Index, Multi-Index, and Constant Correlation Models: A Unified Treatment

The Journal of Finance·1984·1 author

42citations

Efficient Market Tests of the Informational Content of Dividend Announcements: Critique and Extension

Journal of Financial and Quantitative Analysis·1981·1 author

74citations