- Chan, Kalok; Lu, Yuan / The informational role of cross-border trading: Evidence from the intraday price discovery in China. March 2025; In: International Review of Finance. Vol. 25, No. 1
- Chan, Kalok; Wang, Xiaowei / Corporate Tax Avoidance and Geographic Distance: Evidence From China. June 2023; In: Journal of Accounting, Auditing & Finance.
- Bian, Jiangze; Chan, Kalok; Han, Bing; Shi, Donghui / Cross-border equity flows and information transmission: Evidence from Chinese stock markets. April 2023; In: Journal of International Financial Markets, Institutions & Money. Vol. 84
- Chan, Kalok; Cheng, Si; Hameed, Allaudeen / Investor Heterogeneity and Liquidity. November 2022; In: Journal of Financial and Quantitative Analysis. Vol. 57, No. 7, pp. 2798-2833
- Chan, Kalok; Ellul, Andrew; Goldstein, Itay; Holden, Craig; Piazzesi, Monika; Pontiff, Jeffrey / The Annual Report of the Society for Financial Studies for 2019-2020. June 2021; In: Review of Asset Pricing Studies. Vol. 11, No. 2, pp. 445-463
- Chan, Kalok; Ellul, Andrew; Goldstein, Itay; Holden, Craig; Piazzesi, Monika; Pontiff, Jeffrey / The Annual Report of the Society for Financial Studies for 2019–2020. April 2021; In: The Review of Financial Studies. Vol. 34, No. 4, pp. 2161-2179
- Chan, Kalok; Ellul, Andrew; Goldstein, Itay; Holden, Craig; Piazzesi, Monika; Pontiff, Jeffrey / The Annual Report of the Society for Financial Studies for 2019-2020. March 2021; In: The Review of Corporate Finance Studies. Vol. 10, No. 1, pp. 252-271
- Broadstock, David C.; Chan, Kalok; Cheng, Louis T.W.; Wang, Xiaowei / The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China. January 2021; In: Finance Research Letters. Vol. 38
- Bian, Jiangze; Chan, Kalok; Fong, Wai-Ming / Investor participation and the volatility-volume relation: Evidence from an emerging market. December 2020; In: Emerging Markets Review. Vol. 45
- Chan, Kalok; Wang, Baolian; Yang, Zhishu / Why investors do not buy cheaper securities: Evidence from a natural experiment. April 2019; In: Journal of Banking and Finance. Vol. 101, pp. 59-76
- Chan, Kalok; Yang, Jian; Zhou, Yinggang / Conditional co-skewness and safe-haven currencies: A regime switching approach. September 2018; In: Journal of Empirical Finance. Vol. 48, pp. 58-80
- Bian, Jiangze; Chan, Kalok; Shi, Donghui; Zhou, Hao / Do Behavioral Biases Affect Order Aggressiveness?. May 2018; In: Review of Finance. Vol. 22, No. 3, pp. 1121-1151
- Cakici, Nusret; Chan, Kalok; Topyan, Kudret / Cross-sectional stock return predictability in China. February 2017; In: European Journal of Finance. Vol. 23, No. 7-9, pp. 581-605
- Chan, Kalok; Chan, Yue-Cheong / Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings. 2014; In: Journal of Financial Economics. Vol. 114, No. 1, pp. 36-53
- Chan, Kalok; Kot, Hung Wan; Tang, Gordon Y.N. / A comprehensive long-term analysis of S&P 500 index additions and deletions. December 2013; In: Journal of Banking and Finance. Vol. 37, No. 12, pp. 4920-4930
- Cen, Ling; Chan, Kalok; Dasgupta, Sudipto; Gao, Ning / When the tail wags the dog: Industry leaders, limited attention, and spurious cross-industry information diffusion. November 2013; In: Management Science. Vol. 59, No. 11, pp. 2566-2585
- Chan, Kalok; Hameed, Allaudeen; Kang, Wenjin / Stock price synchronicity and liquidity. August 2013; In: Journal of Financial Markets. Vol. 16, No. 3, pp. 414-438
- Chan, Kalok; Covrig, Vicentiu / What determines mutual fund trading in foreign stocks?. June 2012; In: Journal of International Money and Finance. Vol. 31, No. 4, pp. 793-817
- Chan, Kalok; Chung, Y. Peter / Asymmetric price distribution and bid-ask quotes in the stock options market. February 2012; In: Asia-Pacific Journal of Financial Studies. Vol. 41, No. 1, pp. 87-102
- Chan, Kalok; Covrig, Vicentiu; Ng, Lilian / Does home bias affect firm value? Evidence from holdings of mutual funds worldwide. July 2009; In: Journal of International Economics. Vol. 78, No. 2, pp. 230-241
- Chan, Kalok; Kot, Hung Wan; Li, Desmond / Portfolio concentration and closed-end fund discounts: Evidence from the China market. June 2008; In: Emerging Markets Review. Vol. 9, No. 2, pp. 129-143
- Chan, Kalok; Menkveld, Albert J.; Yang, Zhishu / Information asymmetry and asset prices: Evidence from the China foreign share discount. February 2008; In: Journal of Finance. Vol. 63, No. 1, pp. 159-196
- Chan, Kalok; Menkveld, Albert J.; Yang, Zhishu / The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market. November 2007; In: Journal of Financial Markets. Vol. 10, No. 4, pp. 391-415
- Ahn, Hee-Joon; Cai, Jun; Chan, Kalok; Hamao, Yasushi / Tick size change and liquidity provision on the Tokyo Stock Exchange. June 2007; In: Journal of the Japanese and International Economies. Vol. 21, No. 2, pp. 173-194
- Chan, Kalok; Rhee, S. Ghon / Editor's note. June 2006; In: Pacific Basin Finance Journal. Vol. 14, No. 3
- Chan, Kalok; Hameed, Allaudeen / Stock price synchronicity and analyst coverage in emerging markets. April 2006; In: Journal of Financial Economics. Vol. 80, No. 1, pp. 115-147
- Chan, Kalok; Covrig, Vicentiu; Ng, Lilian / What determines the domestic bias and foreign bias? Evidence from mutual fund equity allocations worldwide. June 2005; In: Journal of Finance. Vol. 60, No. 3, pp. 1495-1534
- Chan, Kalok; Kwok, Johnny K.h. / Market Segmentation and Share Price Premium: Evidence from Chinese Stock Markets. April 2005; In: Communication Research. Vol. 4, No. 1, pp. 43-61
- Chan, Kalok; Chan, Yue-Cheong; Fong, Wai-Ming / Free float and market liquidity: A study of Hong Kong government intervention. June 2004; In: Journal of Financial Research. Vol. 27, No. 2, pp. 179-197
- Chan, Kalok; Wang, Junbo; Wei, K.C. John / Underpricing and long-term performance of IPOs in China. June 2004; In: Journal of Corporate Finance. Vol. 10, No. 3, pp. 409-430
- Bae, Kee-Hong; Chan, Kalok; Ng, Angela / Investibility and return volatility. February 2004; In: Journal of Financial Economics. Vol. 71, No. 2, pp. 239-263
- Chan, Kalok; Hameed, Allaudeen; Lau, Sie Ting / What if Trading Location Is Different from Business Location? Evidence from the Jardine Group. June 2003; In: Journal of Finance. Vol. 58, No. 3, pp. 1221-1246
- Chan, K.; Karolyi, G. A.; Rhee, S. G. / A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002. November 2002; In: Pacific Basin Finance Journal. Vol. 10, No. 5, pp. 497-516
- Chan, Kalok; Chung, Y. Peter; Fong, Wai-Ming / The Informational Role of Stock and Option Volume. September 2002; In: Review of Financial Studies. Vol. 15, No. 4, pp. 1049-1075
- Ahn, Hee-Joon; Bae, Kee-Hong; Chan, Kalok / Limit orders, depth, and volatility: Evidence from the stock exchange of Hong Kong. April 2001; In: Journal of Finance. Vol. 56, No. 2, pp. 767-788
- Chan, Kalok; Chockalingam, Mark; Lai, Kent W.L. / Overnight information and intraday trading behavior: Evidence from NYSE cross-listed stocks and their local market information. December 2000; In: Journal of Multinational Financial Management. Vol. 10, No. 3-4, pp. 495-509
- Chan, Kalok; Hameed, Allaudeen; Tong, Wilson / Profitability of momentum strategies in the international equity markets. June 2000; In: Journal of Financial and Quantitative Analysis. Vol. 35, No. 2, pp. 153-172
- Bailey, Warren; Chan, Kalok; Chung, Y. Peter / Depositary receipts, country funds, and the peso crash: The intraday evidence. 2000; In: Journal of Finance. Vol. 55, No. 6, pp. 2693-2717
- Chan, Kalok; Fong, Wai-Ming / Trade size, order imbalance, and the volatility-volume relation. 2000; In: Journal of Financial Economics. Vol. 57, No. 2, pp. 247-273
- Bae, Kee-Hong; Chan, Kalok; Cheung, Yan-Leung / The profitability of index futures arbitrage: Evidence from bid-ask quotes. October 1998; In: Journal of Futures Markets. Vol. 18, No. 7, pp. 743-763
- Bessembinder, Hendrik; Chan, Kalok / Market efficiency and the returns to technical analysis. June 1998; In: Financial Management. Vol. 27, No. 2, pp. 5-17
- Chan, Kalok; McQueen, Grant; Thorley, Steven / Are there rational speculative bubbles in Asian stock markets?. May 1998; In: Pacific Basin Finance Journal. Vol. 6, No. 1-2, pp. 125-151
- Bessembinder, Hendrik; Chan, Kalok; Seguin, Paul J. / An empirical examination of information, differences of opinion, and trading activity. January 1996; In: Journal of Financial Economics. Vol. 40, No. 1, pp. 105-134
- Chan, Kalok; Chung, Y. Peter; Johnson, Herb / The Intraday Behavior of Bid-Ask Spreads For Nyse Stocks and Cboe Options. September 1995; In: Journal of Financial and Quantitative Analysis. Vol. 30, No. 3, pp. 329-346
- Bessembinder, Hendrik; Chan, Kalok / The profitability of technical trading rules in the Asian stock markets. July 1995; In: Pacific-Basin Finance Journal. Vol. 3, No. 2-3, pp. 257-284
- Chan, Kalok; Chung, Y. Peter / Vector autoregression or simultaneous equations model? The intraday relationship between index arbitrage and market volatility. April 1995; In: Journal of Banking and Finance. Vol. 19, No. 1, pp. 173-179
- CHAN, KALOK; CHUNG, Y. PETER; JOHNSON, HERB / Why Option Prices Lag Stock Prices: A Trading‐based Explanation. December 1993; In: The Journal of Finance. Vol. 48, No. 5, pp. 1957-1967
- CHAN, KALOK / Imperfect Information and Cross‐Autocorrelation among Stock Prices. September 1993; In: The Journal of Finance. Vol. 48, No. 4, pp. 1211-1230
- Chan, Kalok; Chung, Y. Peter / Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume: A transactions data test. June 1993; In: Journal of Banking and Finance. Vol. 17, No. 4, pp. 663-687
- Chan, Kalok; Chan, Yue-cheong / Price volatility in the Hong Kong stock market: a test of the information and trading noise hypothesis. May 1993; In: Pacific-Basin Finance Journal. Vol. 1, No. 2, pp. 189-201
- Bessembinder, Hendrik; Chan, Kalok / Time-varying risk premia and forecastable returns in futures markets. October 1992; In: Journal of Financial Economics. Vol. 32, No. 2, pp. 169-193
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