Daniel Chai

Monash University

23 Innovation Walk

Wellington Road

Clayton, Victoria 3800

Australia

  • Monash University

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

A Better Model? An Empirical Investigation of the Fama-French Five-Factor Model in Australia

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Citation 11

A Better Model? An Empirical Investigation of the Fama-French Five-Factor Model in Australia

2015 Financial Markets & Corporate Governance Conference
Number of pages: 33 Posted: 30 Jan 2015
Mardy Chiah, Daniel Chai and Angel Zhong
Swinburne University of Technology, Monash University and RMIT University - School of Economics, Finance and Marketing
Downloads 621 (66,697)
Citation 7

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Size; Book-to-market; Asset pricing; Fama-French model; Australian evidence

A Better Model? An Empirical Investigation of the Fama-French Five-Factor Model in Australia

Number of pages: 34 Posted: 07 Jan 2015 Last Revised: 09 Mar 2015
Mardy Chiah, Daniel Chai and Angel Zhong
Swinburne University of Technology, Monash University and RMIT University - School of Economics, Finance and Marketing
Downloads 525 (82,409)
Citation 8

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Size; Book-to-market; Asset pricing; Fama-French model; Australian evidence

2.

Down But Not Out: Plenty of Returns Available for Shorted Down Stocks

International Review of Financial Analysis, Vol. 63, Pages 296-306, 2019
Number of pages: 36 Posted: 21 May 2020
Emilios C. Galariotis, Bob Li and Daniel Chai
Audencia Business School, Deakin University - Faculty of Business and Law and Monash University
Downloads 57 (553,398)

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short selling, trading strategy, momentum, anomaly, behaviour

3.

Value-Creation Through Spin-Offs: Australian Evidence

Australian Journal of Management, Vol. 43, No. 3, 2017
Posted: 02 Jun 2020
Daniel Chai, Ziyang Lin and Chris Veld
Monash University, affiliation not provided to SSRN and Monash University

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Bank debt, demergers, industrial focus, information asymmetry, spin-offs