Leo H. Chan

Woodbury School of Business, Utah Valley University

Assistant Professor

Department of Finance and Economics

800 West University Parkway

Orem, UT 84058

United States

SCHOLARLY PAPERS

17

DOWNLOADS
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CITATIONS
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SSRN RANKINGS

Top 36,241

in Total Papers Citations

5

Scholarly Papers (17)

Using 'The Essays of Warren Buffett: Lessons for Corporate America' in the Classroom: A Note

Number of pages: 12 Posted: 22 Apr 2003
Leo H. Chan, Kam C. Chan and Edward R. Wolfe
Woodbury School of Business, Utah Valley University, Western Kentucky University - Department of Accounting and Finance and Western Kentucky University - Gordon Ford College of Business
Downloads 1,007 (16,444)

Abstract:

Warren Buffett, Corporate Finance, Teaching

Using 'The Essays of Warren Buffett: Lessons for Corporate America' in the Classroom: A Note

Journal of Financial Education, Forthcoming
Posted: 28 Dec 2005
Leo H. Chan, Kam C. Chan and Edward R. Wolfe
Woodbury School of Business, Utah Valley University, Western Kentucky University - Department of Accounting and Finance and Western Kentucky University - Gordon Ford College of Business

Abstract:

Warren Buffett, Corporate Finance, Teaching

Cash Settlement and Price Discovery in Futures Markets

Number of pages: 23 Posted: 18 Aug 2001
Leo H. Chan and Donald D. Lien
Woodbury School of Business, Utah Valley University and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 635 (32,083)
Citation 1

Abstract:

Price Discovery Function, Futures Markets, Geweke Measures, Cash Settlement

Cash Settlement and Price Discovery in Futures Markets

Quarterly Journal of Business and Economics, Vol. 40, No. 2, pp. 65-77
Posted: 17 Dec 2003
Leo H. Chan and Donald D. Lien
Woodbury School of Business, Utah Valley University and University of Texas at San Antonio - College of Business - Department of Economics

Abstract:

Price Discovery Function, Futures Markets, Geweke Measures, Cash Settlement

Using High, Low, Open and Closing Prices to Estimate the Effects of Cash Settlement on Futures Prices

Number of pages: 21 Posted: 23 Mar 2001
Leo H. Chan and Donald D. Lien
Woodbury School of Business, Utah Valley University and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 518 (42,044)
Citation 1

Abstract:

Stochastic Volatility Model, Quasi-Maximum Likelihood, Cash Settlement, Feeder Cattle Futures Contract

Using High, Low, Open and Closing Prices to Estimate the Effects of Cash Settlement on Futures Prices

International Review of Financial Analysis, Forthcoming
Posted: 30 Jul 2002
Leo H. Chan and Donald D. Lien
Woodbury School of Business, Utah Valley University and University of Texas at San Antonio - College of Business - Department of Economics

Abstract:

Stochastic Volatility Model, Quasi-Maximum Likelihood, Cash Settlement, Feeder Cattle Futures Contract

4.

How Does the Asian Crisis Affect the Interdependencies Between Major Financial Markets in Asia and the US?

Number of pages: 30 Posted: 27 Mar 2003
Leo H. Chan
Woodbury School of Business, Utah Valley University
Downloads 380 (60,727)
Citation 1

Abstract:

Asian Crisis, Multivariate Stochastic Volatility Model, VAR analysis

5.

Are Options Redundant? Further Evidence from Currency Futures Markets

Number of pages: 23 Posted: 27 May 2002
Leo H. Chan and Donald D. Lien
Woodbury School of Business, Utah Valley University and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 313 (74,385)

Abstract:

Currency futures options, Geweke measures, Market efficiency

6.

The Effect of Extended Trading Hours on the Information Flow Between Cash and Futures Markets

Number of pages: 24 Posted: 17 Jun 2002
Leo H. Chan, Kam C. Chan and Louis T. W. Cheng
Woodbury School of Business, Utah Valley University, Western Kentucky University - Department of Accounting and Finance and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 205 (120,196)

Abstract:

Information Flow, Hong Kong Hang Seng Index, Geweke Measures

7.

Is Singapore Displacing Hong Kong? Evidence from the Stock Markets

Number of pages: 18 Posted: 22 Apr 2003
Leo H. Chan
Woodbury School of Business, Utah Valley University
Downloads 181 (134,201)

Abstract:

Hong Kong Turnover, Financial Market Integration, Geweke Measures

Measuring the Impacts of Cash Settlement: A Stochastic Volatility Approach

Number of pages: 25 Posted: 16 Apr 2001
Leo H. Chan and Donald D. Lien
Woodbury School of Business, Utah Valley University and University of Texas at San Antonio - College of Business - Department of Economics
Downloads 165 (148,732)
Citation 2

Abstract:

Stochastic Volatility Model, Quasi-Maximum Likelihood, Cash Settlement, Feeder Cattle Futures Contract

Measuring the Impacts of Cash Settlement: A Stochastic Volatility Approach

International Review of Economics and Finance, Vol. 11, No. 3, pp. 251-263, 2002
Posted: 30 Jul 2002
Leo H. Chan and Donald D. Lien
Woodbury School of Business, Utah Valley University and University of Texas at San Antonio - College of Business - Department of Economics

Abstract:

Stochastic Volatility Model, Quasi-Maximum Likelihood, Cash Settlement, Feeder Cattle Futures Contract

9.

The Risk that Wasn’t There: Understanding the Role of Derivatives on Reducing and Creating Risk

Journal of the Utah Academy, Forthcoming
Number of pages: 14 Posted: 19 Sep 2010
Leo H. Chan
Woodbury School of Business, Utah Valley University
Downloads 156 (153,471)

Abstract:

Derivatives, Risk Management, Hedging

10.

It is the Moral Obligation of the State to Provide Basic Health Care for its Citizens

Number of pages: 15 Posted: 30 Mar 2010 Last Revised: 19 Apr 2012
Leo H. Chan
Woodbury School of Business, Utah Valley University
Downloads 95 (209,919)

Abstract:

Health Care Refrom, Universal Health Care

11.

Which Chinese Markets to Diversify Into

Posted: 29 Aug 2015
Leo H. Chan
Woodbury School of Business, Utah Valley University

Abstract:

Chinese Stock Market, Financial Market Integration, Portfolio Selection

12.

A New Approach to Measure Speculation in the Oil Futures Market and Some Policy Implications

Posted: 29 Aug 2015
Leo H. Chan, Kam C. Chan and Chi M Nguyen
Woodbury School of Business, Utah Valley University, Western Kentucky University - Department of Accounting and Finance and Indiana University - Indiana Business Research Center

Abstract:

Financialization, Speculation, Oil Futures

13.

Teaching Theory Versus Practical Use: The Case of the Modern Portfolio Theory

Journal of Utah Academy of Arts and Sciences, Forthcoming
Posted: 19 Apr 2012
Leo H. Chan
Woodbury School of Business, Utah Valley University

Abstract:

modern portfolio theory, financial education, minimum variance

14.

The Effect of Extended Trading Tours on the Feedback Relationship Between Cash and Futures Markets

Journal of Emerging Markets, 2004
Posted: 28 Dec 2011
Leo H. Chan, Kam C. Chan and Louis T. W. Cheng
Woodbury School of Business, Utah Valley University, Western Kentucky University - Department of Accounting and Finance and Hong Kong Polytechnic University - School of Accounting and Finance

Abstract:

Information Flow, Hong Kong Hang Seng Index, Geweke Measures

15.

The Value of Planned Death

Journal of Socio-Economics, Vol. 39, No. 6, 2010
Posted: 07 Jul 2010 Last Revised: 29 Aug 2015
Donald D. Lien and Leo H. Chan
University of Texas at San Antonio - College of Business - Department of Economics and Woodbury School of Business, Utah Valley University

Abstract:

Euthanasia, physician assisted suicide, planned death

16.

Institutional Interventions and Performance of Futures Markets in China

Emerging Markets Finance and Trade, Forthcoming
Posted: 14 Dec 2004
Leo H. Chan, Kam C. Chan and Wai Kin Leung
Woodbury School of Business, Utah Valley University, Western Kentucky University - Department of Accounting and Finance and The Chinese University of Hong Kong (CUHK) - School of Hotel and Tourism Management

Abstract:

Chinese Futures Market, Zhengzhou Commodity Exchange

17.

Cash Settlement and Futures Price Volatility: Evidence from Options Data

Forthcoming in Advances in Quantitative Analysis of Finance & Accounting
Posted: 01 Aug 2002
Leo H. Chan and Donald D. Lien
Woodbury School of Business, Utah Valley University and University of Texas at San Antonio - College of Business - Department of Economics

Abstract:

Cash Settlement, Implied Volatility, Live/Lean Hog Futures Options, GARCH Models