Author Page for Kalok Chan

California State University, Northridge - Department of Finance, Financial Planning and Insurance, Schulich School of Business, York University and CUHK Business School

Downloads 841 (36,167)

Citation 13

Abstract:

5.

Mutual Fund Herding and Dispersion of Analysts' Earnings Forecasts

Number of pages: 41 Posted: 02 Mar 2005

Kalok Chan, Chuan-Yang Hwang and G. Mujtaba Mian

CUHK Business School, Nanyang Business School, Nanyang Technological University and Zayed University

Downloads 820 (37,435)

Citation 14

Abstract:

6.

Cross-Sectional Stock Return Predictability in China

Number of pages: 42 Posted: 11 Apr 2012

Nusret Cakici, Kalok Chan and Kudret Topyan

Fordham university, CUHK Business School and Manhattan College - Department of Economics and Finance

Downloads 819 (37,484)

Citation 11

Abstract:

7.

Stock Price Synchronicity and Analyst Coverage in Emerging Markets

Number of pages: 40 Posted: 04 Feb 2003

Allaudeen Hameed and Kalok Chan

National University of Singapore (NUS) - Department of Finance and CUHK Business School

Downloads 789 (39,461)

Citation 56

Abstract:

8.

Stock Price Synchronicity and Liquidity

Number of pages: 38 Posted: 18 Mar 2008 Last Revised: 01 Jan 2013

Kalok Chan, Allaudeen Hameed and Wenjin Kang

CUHK Business School, National University of Singapore (NUS) - Department of Finance and School of Finance, Shanghai University of Finance and Economics

Downloads 749 (42,345)

Citation 2

Abstract:

9.

Limit Orders, Depth, and Volatility

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Citation 2

2

Limit Orders, Depth, and Volatility

Number of pages: 39 Posted: 28 Jul 1999

Hee-Joon Ahn, Kee-Hong Bae and Kalok Chan

Sookmyung Women's University - Division of Business Administration, York University - Schulich School of Business and CUHK Business School

Downloads 703 (45,529)

Citation 2

Abstract:

Limit Orders, Depth, and Volatility

Posted: 25 Jan 2001

Kee-Hong Bae, Hee-Joon Ahn and Kalok Chan

York University - Schulich School of Business, Sookmyung Women's University - Division of Business Administration and CUHK Business School

Abstract:

10.

Effects of Short-Sale Constraints on Stock Prices and Trading Activity: Evidence from Hong Kong and Mainland China

Number of pages: 42 Posted: 16 Mar 2010 Last Revised: 02 Apr 2010

Kalok Chan, Hung Wan Kot and Zhishu Yang

CUHK Business School, University of Macau - Department of Finance and Business Economics and Tsinghua University - School of Economics & Management

Downloads 680 (48,264)

Citation 13

Abstract:

11.

The Role of ESG Performance During Times of Financial Crisis: Evidence from COVID-19 in China

Number of pages: 9 Posted: 16 Jun 2020

David C. Broadstock, Kalok Chan, Louis T. W. Cheng and Xiao Wei Wang

Hong Kong Polytechnic University - Faculty of Business, CUHK Business School, The Hang Seng University of Hong Kong - Department of Economics and Finance and Xiaowei Wang

Downloads 622 (54,257)

Citation 8

Abstract:

12.

The Informativeness of Domestic and Foreign Investors' Stock Trades: Evidence from the Perfectly Segmented Chinese Market

Journal of Financial Markets, Vol. 10, No. 4, 2007

Number of pages: 36 Posted: 06 Aug 2003 Last Revised: 14 Jun 2008

Kalok Chan, Albert J. Menkveld and Zhishu Yang

CUHK Business School, Vrije Universiteit Amsterdam and Tsinghua University - School of Economics & Management

Downloads 563 (61,461)

Citation 14

Abstract:

13.

When the Tail Wags the Dog: Industry Leaders, Limited Attention and Spurious Cross-Industry Information Diffusion

The Management Science, Forthcoming

Number of pages: 54 Posted: 23 Feb 2007 Last Revised: 17 May 2013

Ling Cen, Kalok Chan, Sudipto Dasgupta and Ning Gao

The Chinese University of Hong Kong, CUHK Business School, Chinese University of Hong Kong, ABFER, CEPR, and ECGI and Manchester Accounting and Finance Group, Alliance Manchester Business School, University of Manchester

Downloads 543 (64,298)

Citation 3

Abstract:

14.

Investibility and Return Volatility in Emerging Equity Markets

Number of pages: 36 Posted: 25 Jul 2003

Kee-Hong Bae, Kalok Chan and Angela Ng

York University - Schulich School of Business, CUHK Business School and Hong Kong University of Science & Technology (HKUST) - Department of Finance

Downloads 360 (104,788)

Citation 19

Abstract:

15.

What If Trading Location is Different from Business Location? Evidence from the Jardine Group

Downloads 338 (112,461)

2

What If Trading Location is Different from Business Location? Evidence from the Jardine Group

Number of pages: 38 Posted: 10 Dec 2001

Kalok Chan, Allaudeen Hameed and Sie Ting Lau

CUHK Business School, National University of Singapore (NUS) - Department of Finance and Nanyang Technological University (NTU) - Division of Banking & Finance

Downloads 338 (111,723)

Citation 18

Abstract:

What If Trading Location is Different from Business Location? Evidence from the Jardine Group

Posted: 06 Aug 2003

Kalok Chan, Allaudeen Hameed and Sie Ting Lau

CUHK Business School, National University of Singapore (NUS) - Department of Finance and Nanyang Technological University (NTU) - Division of Banking & Finance

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16.

Does Home Bias Affect Firm Value? Evidence from Holdings of Mutual Funds Worldwide

Number of pages: 37 Posted: 31 Mar 2007

Lilian Ng, Kalok Chan and Vicentiu Covrig

Schulich School of Business, York University, CUHK Business School and California State University, Northridge - Department of Finance, Financial Planning and Insurance

Downloads 311 (123,029)

Abstract:

17.

Why Investors do not Buy Cheaper Securities? Evidence from a Natural Experiment

Journal of Banking and Finance, Forthcoming

Number of pages: 48 Posted: 18 Mar 2010 Last Revised: 08 Feb 2019

Kalok Chan, Baolian Wang and Zhishu Yang

CUHK Business School, University of Florida - Department of Finance, Insurance and Real Estate and Tsinghua University - School of Economics & Management

Downloads 257 (149,920)

Citation 1

Abstract:

18.

Why Foreign Investors Trade More Frequently?

Number of pages: 49 Posted: 17 Mar 2008

Kalok Chan and Vicentiu Covrig

CUHK Business School and California State University, Northridge - Department of Finance, Financial Planning and Insurance

Downloads 225 (170,611)

Abstract:

19.

Do Behavioral Biases Affect Order Aggressiveness?

Downloads 222 (172,868)

Citation 2

2

Do Behavioral Biases Affect Order Aggressiveness?

Asian Finance Association (AsianFA) 2015 Conference Paper, PBCSF-NIFR Research Paper No. 13-01

Number of pages: 61 Posted: 19 Aug 2013 Last Revised: 15 Sep 2018

Jiangze Bian, Kalok Chan, Donghui Shi and Hao Zhou

University of International Business and Economics (UIBE), CUHK Business School, Shanghai Stock Exchange and SUSTech Business School

Downloads 143 (254,420)

Citation 2

Abstract:

Do Behavioral Biases Affect Order Aggressiveness?

Number of pages: 61 Posted: 03 Oct 2016 Last Revised: 30 Oct 2017

Jiangze Bian, Kalok Chan, Donghui Shi and Hao Zhou

University of International Business and Economics (UIBE), CUHK Business School, Shanghai Stock Exchange and SUSTech Business School

Downloads 79 (383,856)

Abstract:

20.

Does Option Trading Affect the Return Predictability of Short Selling Activity?

Number of pages: 39 Posted: 09 May 2014 Last Revised: 01 Dec 2016

Kalok Chan, Hung Wan Kot and Sophie Xiaoyan Ni

CUHK Business School, University of Macau - Department of Finance and Business Economics and Hong Kong Baptist University (HKBU)

Downloads 179 (210,260)

Abstract:

21.

Cross-Border Equity Flows and Information Transmission: Evidence from Chinese Stock Markets

Number of pages: 57 Posted: 20 Apr 2020 Last Revised: 06 Jul 2021

Jiangze Bian, Kalok Chan, Bing Han and Donghui Shi

University of International Business and Economics (UIBE), CUHK Business School, University of Toronto, Rotman School of Management and Shanghai Stock Exchange

Downloads 174 (215,411)

Abstract:

22.

A Retrospective Evaluation of the Pacific-Basin Finance Journal: 1993-2002

Dice Center Working Paper No. 2002-9

Number of pages: 35 Posted: 22 Nov 2003

Kalok Chan, George Andrew Karolyi and S. Ghon Rhee

CUHK Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Hawaii at Manoa - Shidler College of Business

Downloads 125 (281,254)

Abstract:

23.

A Comprehensive Long-Term Analysis of S&P 500 Index Additions and Deletions

Journal of Banking and Finance, Vol. 37, 2013

Number of pages: 39 Posted: 15 Nov 2015

Kalok Chan, Hung Wan Kot and Gordon Y. N. Tang

CUHK Business School, University of Macau - Department of Finance and Business Economics and Hong Kong Baptist University

Downloads 121 (288,056)

Citation 3

Abstract:

24.

Odd-Lot Trading Activity and Nominal Stock Price

Number of pages: 57 Posted: 08 Sep 2020 Last Revised: 05 Aug 2021

Kalok Chan and Jinming XIE

CUHK Business School and Department of Finance, Business School, TheChinese University of Hong Kong

Downloads 97 (335,039)

Abstract:

25.

Do Macroeconomics Matter to Chinese Stock Returns?

Number of pages: 39 Posted: 26 Dec 2018 Last Revised: 08 Jun 2020

Kalok Chan and Samuel Xin Liang

CUHK Business School and Ryerson University

Downloads 96 (337,291)

Abstract:

26.

What Determines Mutual Funds' Trading in Foreign Stocks?

Number of pages: 40 Posted: 18 Mar 2009

Kalok Chan and Vicentiu Covrig

CUHK Business School and California State University, Northridge - Department of Finance, Financial Planning and Insurance

Downloads 90 (351,267)

Citation 1

Abstract:

27.

All are Smart: Do Short Sellers Convey More Information than Option Investors?

Number of pages: 45 Posted: 18 Mar 2011

Kalok Chan, Hung Wan Kot and Sophie Xiaoyan Ni

CUHK Business School, University of Macau - Department of Finance and Business Economics and Hong Kong Baptist University (HKBU)

Downloads 86 (361,237)

Citation 1

Abstract:

28.

Investor Heterogeneity and Liquidity

Number of pages: 65 Posted: 10 Feb 2017 Last Revised: 13 Feb 2021

Kalok Chan, Si Cheng and Allaudeen Hameed

CUHK Business School, Chinese University of Hong Kong - Department of Finance and National University of Singapore (NUS) - Department of Finance

Downloads 84 (366,486)

Abstract:

29.

Investor Participation and the Volatility-Volume Relation: Evidence from an Emerging Market

Number of pages: 38 Posted: 19 Dec 2018 Last Revised: 21 Jun 2019

Jiangze Bian, Kalok Chan and Wai Ming Fong

University of International Business and Economics (UIBE), CUHK Business School and The Chinese University of Hong Kong (CUHK) - Department of Finance

Downloads 53 (466,117)

Abstract:

30.

Conditional Co-Skewness and Safe-Haven Currencies: A Regime Switching Approach

Journal of Empirical Finance, Forthcoming

Number of pages: 59 Posted: 27 Jun 2018

Kalok Chan, Jian Yang and Yinggang Zhou

CUHK Business School, University of Colorado at Denver - Business School and Department of Finance at School of Economics (SOE), and Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

Downloads 42 (513,045)

Citation 1

Abstract:

31.

Idiosyncratic Skewness Preference or Measurement Error? Evidence from the Options Market

Number of pages: 30 Posted: 12 May 2018

Kalok Chan and Sophie Xiaoyan Ni

CUHK Business School and Hong Kong Baptist University (HKBU)

Downloads 42 (513,045)

Citation 1

Abstract:

32.

The Effect of a Closing auction on Market Quality and Market Efficiency in the Stock Exchange of Hong Kong

HKIMR Applied Research Paper No.02/2021

Number of pages: 28 Posted: 07 May 2021

Kalok Chan and Chen Yao

CUHK Business School and The Chinese University of Hong Kong (CUHK) - CUHK Business School

Downloads 31 (569,287)

Abstract:

33.

The Relationship between Commodity Price and Currency Exchange Rate: Evidence from the Futures Markets

Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pp. 47-71, 2011

Posted: 07 Apr 2016

Kalok Chan, Yiuman Tse and Michael Williams

CUHK Business School, University of Missouri at Saint Louis and Governors State University

Abstract:

34.

Can Contrarian Strategies Improve Momentum Profits

Journal of Investment Management, Vol. 4, No. 1, First Quarter 2006

Posted: 22 Apr 2006

Hung Wan Kot and Kalok Chan

University of Macau - Department of Finance and Business Economics and CUHK Business School

Abstract:

35.

What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide

Posted: 13 Aug 2004

Vicentiu Covrig, Kalok Chan and Lilian Ng

California State University, Northridge - Department of Finance, Financial Planning and Insurance, CUHK Business School and Schulich School of Business, York University

Abstract:

36.

Free Float and Market Liquidity: A Study of Hong Kong Government Intervention

Posted: 08 Mar 2004

Kalok Chan, Yue-Cheong Chan and Wai Ming Fong

CUHK Business School, Hong Kong Polytechnic University - School of Accounting and Finance and The Chinese University of Hong Kong (CUHK) - Department of Finance

Abstract:

37.

Profitability of Momentum Strategies in the International Equity Markets

Posted: 14 Sep 2000

Kalok Chan, Allaudeen Hameed and Wilson H.S. Tong

CUHK Business School, National University of Singapore (NUS) - Department of Finance and Hong Kong Polytechnic University - School of Accounting and Finance

Abstract:

38.

Return Volatility, Cross-Sectional Dispersion, and Trading Activity in the Equity and Futures Markets

Posted: 14 Sep 1999

Hendrik Bessembinder, Kalok Chan and Paul J. Seguin

W.P. Carey School of Business, CUHK Business School and University of Minnesota - Twin Cities - Carlson School of Management

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39.

Do the Profits from Technical Trading Rules Reflect Inefficiencies?

Posted: 10 Oct 1998

Hendrik Bessembinder and Kalok Chan

W.P. Carey School of Business and CUHK Business School

Abstract:

40.

The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and Cboe Options

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, September 1995

Posted: 25 Aug 1998

Kalok Chan, Y. Peter Chung and Herb Johnson

CUHK Business School, University of California at Riverside and University of California, Riverside (UCR) - Department of Finance and Management Science

Abstract:

41.

Market Efficiency and the Returns to Technical Analysis

Financial Management, Vol 27, No 2

Posted: 21 Aug 1998

Hendrik Bessembinder and Kalok Chan

W.P. Carey School of Business and CUHK Business School

Abstract:

42.

Bid-Ask Spread and Arbitrage Profitability: A Study of the Hong Kong Index Futures and Options Market

Posted: 12 Dec 1996

Kee-Hong Bae, Kalok Chan and Stephen Yan-Leung Cheung

York University - Schulich School of Business, CUHK Business School and City University of Hong Kong (CityU) - Department of Economics & Finance

Kalok Chan

CUHK Business School

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Scholarly Papers (42)

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Other Papers (1)

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