Leo H. Chan

Woodbury School of Business, Utah Valley University

Associate Professor

Department of Finance and Economics

800 West University Parkway

Orem, UT 84058

United States

SCHOLARLY PAPERS

19

DOWNLOADS
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3,819

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Scholarly Papers (19)

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 1,019 (20,664)

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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

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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 653 (38,616)
Citation 3

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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

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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 533 (50,498)
Citation 1

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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

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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 396 (73,697)
Citation 1

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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 336 (89,080)

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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 215 (141,952)

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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 189 (160,142)

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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 171 (175,117)
Citation 1

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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

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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 160 (185,299)

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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 111 (246,771)

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Health Care Refrom, Universal Health Care

11.

A More Intuitive Formula for PEG Ratio

Number of pages: 14 Posted: 30 May 2019
Leo H. Chan
Woodbury School of Business, Utah Valley University
Downloads 36 (441,120)

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PEG Ratio, Value Investing, Investment Valuation

12.

Forecasting Oil Futures Market Volatility in a Financialized World: Why Speculative Activities Matter

North America Journal of Economics and Finance, Forthcoming
Posted: 16 Nov 2018
Kam C. Chan, Leo H. Chan and Chi Nguyen
Western Kentucky University - Department of Accounting and Finance, Woodbury School of Business, Utah Valley University and Indiana University - Indiana Business Research Center

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oil futures; volatility forecasts; speculative ratio

13.

Which Chinese Markets to Diversify Into

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

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Chinese Stock Market, Financial Market Integration, Portfolio Selection

14.

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 Nguyen
Woodbury School of Business, Utah Valley University, Western Kentucky University - Department of Accounting and Finance and Indiana University - Indiana Business Research Center

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Financialization, Speculation, Oil Futures

15.

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

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modern portfolio theory, financial education, minimum variance

16.

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

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Information Flow, Hong Kong Hang Seng Index, Geweke Measures

17.

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

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Euthanasia, physician assisted suicide, planned death

18.

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

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Chinese Futures Market, Zhengzhou Commodity Exchange

19.

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

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

Other Papers (1)

Total Downloads: 9
1.

Using the Essays of Warren Buffett: Lessons for Corporate America in the Classroom: An Update for 4th Edition

Number of pages: 8 Posted: 26 Nov 2018
Leo H. Chan
Woodbury School of Business, Utah Valley University
Downloads 9

Abstract:

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Warren Buffett, Corporate Finance, Investment