Prof. Kalok CHAN (陳家樂)

Research Output

  1. 2023
  2. Corporate Tax Avoidance and Geographic Distance: Evidence From China

    Chan, K. & Wang, X., 4 Jun 2023, (Online published) In: Journal of Accounting, Auditing & Finance.

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Check@CityULib
  3. Cross-border equity flows and information transmission: Evidence from Chinese stock markets

    Bian, J., Chan, K., Han, B. & Shi, D., Apr 2023, In: Journal of International Financial Markets, Institutions & Money. 84, 101755.

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 2
    Check@CityULib
  4. 2022
  5. Investor Heterogeneity and Liquidity

    Chan, K., Cheng, S. & Hameed, A., Nov 2022, In: Journal of Financial and Quantitative Analysis. 57, 7, p. 2798-2833

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 3
    Check@CityULib
  6. 2021
  7. The Annual Report of the Society for Financial Studies for 2019-2020

    Chan, K., Ellul, A., Goldstein, I., Holden, C., Piazzesi, M. & Pontiff, J., Jun 2021, In: Review of Asset Pricing Studies. 11, 2, p. 445-463

    Research output: Journal Publications and ReviewsMeeting abstractpeer-review

    Check@CityULib
  8. The Annual Report of the Society for Financial Studies for 2019–2020

    Chan, K., Ellul, A., Goldstein, I., Holden, C., Piazzesi, M. & Pontiff, J., Apr 2021, In: The Review of Financial Studies. 34, 4, p. 2161-2179

    Research output: Journal Publications and ReviewsMeeting abstractpeer-review

    Check@CityULib
  9. The Annual Report of the Society for Financial Studies for 2019-2020

    Chan, K., Ellul, A., Goldstein, I., Holden, C., Piazzesi, M. & Pontiff, J., Mar 2021, In: Review of Corporate Finance Studies. 10, 1, p. 252-271

    Research output: Journal Publications and ReviewsMeeting abstractpeer-review

    Scopus citations: 1
    Check@CityULib
  10. The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China

    Broadstock, D. C., Chan, K., Cheng, L. T. W. & Wang, X., Jan 2021, In: Finance Research Letters. 38, 101716.

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 496
    Check@CityULib
  11. 2020
  12. Investor participation and the volatility-volume relation: Evidence from an emerging market

    Bian, J., Chan, K. & Fong, W., Dec 2020, In: Emerging Markets Review. 45, 100741.

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 6
    Check@CityULib
  13. 2019
  14. Why investors do not buy cheaper securities: Evidence from a natural experiment

    Chan, K., Wang, B. & Yang, Z., 1 Apr 2019, In: Journal of Banking and Finance. 101, p. 59-76

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 3
    Check@CityULib
  15. 2018
  16. Conditional co-skewness and safe-haven currencies: A regime switching approach

    Chan, K., Yang, J. & Zhou, Y., 1 Sept 2018, In: Journal of Empirical Finance. 48, p. 58-80

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 23
    Check@CityULib
  17. Do Behavioral Biases Affect Order Aggressiveness?

    Bian, J., Chan, K., Shi, D. & Zhou, H., 1 May 2018, In: Review of Finance. 22, 3, p. 1121-1151

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 8
    Check@CityULib
  18. 2017
  19. Cross-sectional stock return predictability in China

    Cakici, N., Chan, K. & Topyan, K., 11 Feb 2017, In: European Journal of Finance. 23, 7-9, p. 581-605

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 48
    Check@CityULib
  20. 2014
  21. Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings

    Chan, K. & Chan, Y., 2014, In: Journal of Financial Economics. 114, 1, p. 36-53

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 94
    Check@CityULib
  22. 2013
  23. A comprehensive long-term analysis of S&P 500 index additions and deletions

    Chan, K., Kot, H. W. & Tang, G. Y. N., Dec 2013, In: Journal of Banking and Finance. 37, 12, p. 4920-4930

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 35
    Check@CityULib
  24. When the tail wags the dog: Industry leaders, limited attention, and spurious cross-industry information diffusion

    Cen, L., Chan, K., Dasgupta, S. & Gao, N., Nov 2013, In: Management Science. 59, 11, p. 2566-2585

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 6
    Check@CityULib
  25. Stock price synchronicity and liquidity

    Chan, K., Hameed, A. & Kang, W., Aug 2013, In: Journal of Financial Markets. 16, 3, p. 414-438

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 65
    Check@CityULib
  26. 2012
  27. What determines mutual fund trading in foreign stocks?

    Chan, K. & Covrig, V., Jun 2012, In: Journal of International Money and Finance. 31, 4, p. 793-817

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 6
    Check@CityULib
  28. Asymmetric price distribution and bid-ask quotes in the stock options market

    Chan, K. & Chung, Y. P., Feb 2012, In: Asia-Pacific Journal of Financial Studies. 41, 1, p. 87-102

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 5
    Check@CityULib
  29. 2009
  30. Does home bias affect firm value? Evidence from holdings of mutual funds worldwide

    Chan, K., Covrig, V. & Ng, L., Jul 2009, In: Journal of International Economics. 78, 2, p. 230-241

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 23
    Check@CityULib
  31. 2008
  32. Portfolio concentration and closed-end fund discounts: Evidence from the China market

    Chan, K., Kot, H. W. & Li, D., Jun 2008, In: Emerging Markets Review. 9, 2, p. 129-143

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 3
    Check@CityULib
Previous 1 2 3 Next