Christopher Gan

Lincoln University (NZ)

PO Box 85084

Ellesmere Junction Road/Springs Road

Lincoln, 7647

New Zealand

SCHOLARLY PAPERS

10

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CITATIONS
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13

Scholarly Papers (10)

1.

Cost Efficiency of Ghana’s Banking Industry: A Panel Data Analysis

The International Journal of Business and Finance Research, Vol. 8 (2) pp. 69-86, 2014
Number of pages: 18 Posted: 02 Feb 2014
Kofi Adjei-Frimpong, Christopher Gan and Baiding Hu
Lincoln University (NZ), Lincoln University (NZ) and Lincoln University (NZ)
Downloads 229 (131,717)
Citation 1

Abstract:

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Data Envelopment Analysis, Bank Efficiency, Cost Efficiency

2.

An Empirical Study of Mutual Funds Performance in China

Number of pages: 33 Posted: 18 Feb 2013
Dawei Chen, Christopher Gan and Baiding Hu
Lincoln University (NZ) - Dept. of Accounting, Finance & Property Studies, Lincoln University (NZ) and Lincoln University (NZ)
Downloads 189 (157,835)
Citation 8

Abstract:

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mutual fund performance, risk, market timing, China

3.

Persistence of Size and Value Premia and the Robustness of the Fama-French Three Factor Model in the Hong Kong Stock Market

Investment management and Financial Innovations, V5 (4), pp. 39-49, 2008.
Number of pages: 11 Posted: 30 Jul 2013
Gilbert Nartea, Christopher Gan and Ji (George) Wu
University of Canterbury - College of Business and Law, Lincoln University (NZ) and Massey University - School of Economics and Finance
Downloads 104 (254,837)
Citation 2

Abstract:

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asset pricing, Fama-French three-factor model, size effect, book to market effect, Hong Kong

4.

An Empirical Investigation on CEOs' Option Incentives and Firms’ Risky Financing Policy: Evidence from Australian Public Companies

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 21 Posted: 18 Aug 2014 Last Revised: 21 Aug 2014
Chao Bian, Christopher Gan, Baiding Hu and Zhaohua Li
Lincoln University, Lincoln University (NZ), Lincoln University (NZ) and Lincoln University (NZ) - Commerce
Downloads 96 (268,768)

Abstract:

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CEO incentives, financing policy, pay-equity risk sensitivity, corporate governance

5.

Accessibility of Homeownership in Urban China: An Empirical Study of Borrower Characteristics and the Housing Provident Fund

Number of pages: 33 Posted: 15 Feb 2015
Lincoln University (NZ), Lincoln University (NZ), Lincoln University (NZ) - Commerce, Lincoln University (NZ) - Business Management Group and Lincoln University (NZ)
Downloads 93 (274,387)
Citation 2

Abstract:

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housing provident fund, homeownership, loan accessability, logistic regression

6.

Impact of Hedging Pressure on Implied Volatility in Financial Times and London Stock Exchange (FTSE) Market

The International Journal of Business and Finance Research, Vol. 3, No. 1, pp. 103-118, 2009
Number of pages: 16 Posted: 27 Feb 2010
Li Guozhou, Christopher Gan and Sirimon Treepongkaruna
Kingdream Public Limited Company, Lincoln University (NZ) and The University of Western Australia
Downloads 70 (324,998)
Citation 3

Abstract:

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7.

Predictive Ability of Low-Frequency Volatility Measures: Evidence from the Hong Kong Stock Markets

Finance Research Letters, 2017
Number of pages: 23 Posted: 01 Feb 2015 Last Revised: 29 Nov 2017
Christopher Gan, Gilbert Nartea and Ji (George) Wu
Lincoln University (NZ), University of Canterbury - College of Business and Law and Massey University - School of Economics and Finance
Downloads 31 (456,447)

Abstract:

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total volatility, idiosyncratic volatility, asset pricing, weekly data, Hong Kong stock market

8.

Exchange Rate Dynamics of New Zealand

Journal of Economic Policy Reform, Vol. 10, No. 3, pp. 241–260, September 2007
Number of pages: 21 Posted: 06 Jun 2012
Shahnawaz Karim, Minsoo Lee and Christopher Gan
affiliation not provided to SSRN, Asian Development Bank and Lincoln University (NZ)
Downloads 29 (465,869)

Abstract:

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exchange rate dynamics, monetary policy

9.

Persistence of Size and Value Premia and the Robustness of the Fama-French Three Factor Model: Evidence from the Hong Kong Stock Market

Investment Management and Financial Innovation, Vol. 5, No. 4, pp.39-49, 2008
Posted: 16 Oct 2010 Last Revised: 30 Aug 2011
Gilbert Nartea, Christopher Gan and Ji Wu
University of Canterbury - College of Business and Law, Lincoln University (NZ) and Institute for Financial and Accounting Studies

Abstract:

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Asset pricing, Fama-French Three-factor model, CAPM, Size effect, Book to market effect, Hong Kong

10.

A Hedging Strategy for New Zealand’S Exporters in Transaction Exposure to Currency Risk

Multinational Finance Journal, Vol. 7, No. 1 & 2, 2003
Posted: 15 Aug 2009
Kam Fong Chan, Christopher Gan and Patricia A. McGraw
The University of Western Australia, Lincoln University (NZ) and Ryerson University

Abstract:

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Forwards, hedging effectiveness, optimal hedge ratio, options synthetic forwards, utility maximization