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Kalok Chan · Study
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Author
Kalok Chan
42 works
· latest 2023
· 6 institutions
cluster: provisional
ORCID 0000-0002-4294-139X
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42
Citations
10,319
Works here
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Most cited in this library
The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China
2020 · 1,686 citations
What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide
2005 · 893 citations
Stock price synchronicity and analyst coverage in emerging markets
2005 · 831 citations
A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market
1992 · 635 citations
Profitability of Momentum Strategies in the International Equity Markets
2000 · 446 citations
Works
42 shown
Cross-border equity flows and information transmission: Evidence from Chinese stock markets
Journal of International Financial Markets Institutions and Money
·
2023
·
4 authors
·
Open access
43
citations
The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China
Finance research letters
·
2020
·
4 authors
·
Open access
1,686
citations
Conditional co-skewness and safe-haven currencies: A regime switching approach
Journal of Empirical Finance
·
2018
·
3 authors
41
citations
Cross-sectional stock return predictability in China
European Journal of Finance
·
2015
·
3 authors
70
citations
Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings
Journal of Financial Economics
·
2014
·
2 authors
201
citations
A comprehensive long-term analysis of S&P 500 index additions and deletions
Journal of Banking & Finance
·
2013
·
3 authors
60
citations
Stock price synchronicity and liquidity
Journal of Financial Markets
·
2013
·
3 authors
139
citations
Cross-Sectional Stock Return Predictability in China
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
40
citations
Cross-Sectional Stock Return Predictability in China
SSRN Electronic Journal
·
2012
·
3 authors
·
preprint
·
Open access
30
citations
Does home bias affect firm value? Evidence from holdings of mutual funds worldwide
Journal of International Economics
·
2009
·
3 authors
45
citations
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount
The Journal of Finance
·
2008
·
3 authors
·
Open access
67
citations
Information Asymmetry and Asset Prices: Evidence from the Foreign Share Discount
VU Research Portal
·
2008
·
3 authors
385
citations
The informativeness of domestic and foreign investors’ stock trades: Evidence from the perfectly segmented Chinese market
Journal of Financial Markets
·
2007
·
3 authors
·
Open access
136
citations
Tick size change and liquidity provision on the Tokyo Stock Exchange
Journal of the Japanese and International Economies
·
2005
·
4 authors
53
citations
Stock price synchronicity and analyst coverage in emerging markets
Journal of Financial Economics
·
2005
·
2 authors
831
citations
What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide
The Journal of Finance
·
2005
·
3 authors
893
citations
Market Segmentation and Share Price Premium
Journal of Emerging Market Finance
·
2005
·
2 authors
48
citations
Free Float And Market Liquidity: A Study Of Hong Kong Government Intervention
The Journal of Financial Research
·
2004
·
3 authors
29
citations
Investibility and return volatility
Journal of Financial Economics
·
2003
·
3 authors
·
Open access
196
citations
What if Trading Location Is Different from Business Location? Evidence from the Jardine Group
The Journal of Finance
·
2003
·
2 authors
112
citations
Underpricing and long-term performance of IPOs in China
Journal of Corporate Finance
·
2003
·
3 authors
388
citations
Stock Price Synchronicity and Analyst Coverage in Emerging Markets
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
95
citations
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount
SSRN Electronic Journal
·
2003
·
3 authors
·
preprint
·
Open access
35
citations
The Informational Role of Stock and Option Volume
Review of Financial Studies
·
2002
·
3 authors
·
Open access
316
citations
Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong
The Journal of Finance
·
2001
·
3 authors
·
Open access
308
citations
What If Trading Location is Different from Business Location? Evidence from the Jardine Group
SSRN Electronic Journal
·
2001
·
3 authors
·
preprint
·
Open access
97
citations
Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence
The Journal of Finance
·
2000
·
3 authors
57
citations
Overnight information and intraday trading behavior: evidence from NYSE cross-listed stocks and their local market information
Journal of Multinational Financial Management
·
2000
·
3 authors
34
citations
Trade size, order imbalance, and the volatility–volume relation
Journal of Financial Economics
·
2000
·
2 authors
416
citations
Profitability of Momentum Strategies in the International Equity Markets
Journal of Financial and Quantitative Analysis
·
2000
·
3 authors
·
Open access
446
citations
Trade Size, Order Imbalance, and the Volatility-Volume Relation
SSRN Electronic Journal
·
1999
·
2 authors
·
preprint
·
Open access
67
citations
Are there rational speculative bubbles in Asian stock markets?
Pacific-Basin Finance Journal
·
1998
·
3 authors
106
citations
Market Efficiency and the Returns to Technical Analysis
Financial Management
·
1998
·
2 authors
324
citations
An empirical examination of information, differences of opinion, and trading activity
Journal of Financial Economics
·
1996
·
3 authors
312
citations
The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options
Journal of Financial and Quantitative Analysis
·
1995
·
3 authors
159
citations
The profitability of technical trading rules in the Asian stock markets
Pacific-Basin Finance Journal
·
1995
·
2 authors
324
citations
Why Option Prices Lag Stock Prices: A Trading-Based Explanation
The Journal of Finance
·
1993
·
3 authors
215
citations
Imperfect Information and Cross-Autocorrelation Among Stock Prices
The Journal of Finance
·
1993
·
1 author
158
citations
Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume: A transactions data test
Journal of Banking & Finance
·
1993
·
2 authors
50
citations
Time-varying risk premia and forecastable returns in futures markets
Journal of Financial Economics
·
1992
·
2 authors
232
citations
A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market
Review of Financial Studies
·
1992
·
1 author
635
citations
Intraday Volatility in the Stock Index and Stock Index Futures Markets
Review of Financial Studies
·
1991
·
2 authors
440
citations