K.C. Chan

Hong Kong University of Science & Technology (HKUST) - Department of Finance

Professor and Department Head

Clear Water Bay, Kowloon

Hong Kong

  • Hong Kong University of Science & Technology (HKUST) - Department of Finance

    • Email
    • Tel: 852-2358 7669
    • Fax: 852-2358 1749
SCHOLARLY PAPERS

6

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827

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23

Scholarly Papers (6)

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1.

The Impact of Tick Size on Market Quality: An Empirical Investigation of the Stock Exchange of Hong Kong

Number of pages: 22 Posted: 30 Nov 1998
K.C. Chan and Chuan-Yang Hwang
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Nanyang Business School, Nanyang Technological University
Downloads 662 (84,115)
Citation 7

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2.

Global Financial Markets and the Risk Premium on U.S. Equity

NBER Working Paper No. w4074
Number of pages: 42 Posted: 13 Aug 2001 Last Revised: 21 Aug 2022
K.C. Chan, George Andrew Karolyi and René M. Stulz
Hong Kong University of Science & Technology (HKUST) - Department of Finance, Cornell University - SC Johnson College of Business and Ohio State University (OSU) - Department of Finance
Downloads 112 (514,415)
Citation 8

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3.

Information, Trading and Stock Returns: Lessons from Dually-Listed Securities

Downloads 53 (790,499)
Citation 8

Information, Trading and Stock Returns: Lessons from Dually-Listed Securities

NBER Working Paper No. w4743
Number of pages: 42 Posted: 24 Nov 2000 Last Revised: 19 Jun 2022
K.C. Chan, Wai Ming Fong and René M. Stulz
Hong Kong University of Science & Technology (HKUST) - Department of Finance, The Chinese University of Hong Kong (CUHK) - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 53 (807,672)
Citation 8

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Information, Trading and Stock Returns: Lessons from Dually-Listed Securities

Journal of Banking and Finance, Vol. 20, No. 7, 1996
Posted: 07 Jan 2008
K.C. Chan, Wai Ming Fong, René M. Stulz and Bong-Chan Kho
Hong Kong University of Science & Technology (HKUST) - Department of Finance, The Chinese University of Hong Kong (CUHK) - Department of Finance, Ohio State University (OSU) - Department of Finance and Seoul National University, Business School

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Public information, Volatility, Volume, Bid-ask spread

4.

Market Structure and the Intraday Pattern of Bid-Ask Spreads for NASDAQ Securities

Posted: 11 May 2000
K.C. Chan, William G. Christie and Paul H. Schultz
Hong Kong University of Science & Technology (HKUST) - Department of Finance, Vanderbilt University - Finance and University of Notre Dame - Department of Finance

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5.

Does Money Explain Asset Returns? Theory and Empirical Analysis

J. OF FINANCE, Vol. 51 No. 1
Posted: 05 May 1998
K.C. Chan, Silverio Foresi and Larry H.P. Lang
Hong Kong University of Science & Technology (HKUST) - Department of Finance, Goldman Sachs Group, Inc. - Quantitative Strategy Group and The Chinese University of Hong Kong (CUHK) - Department of Finance

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6.

The Performance of Japanese Mutual Funds

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The Performance of Japanese Mutual Funds

REVIEW OF FINANCIAL STUDIES, Vol. 10, No. 2
Posted: 16 Apr 1997
Jun Cai, K.C. Chan and Takeshi Yamada
City University of Hong Kong (CityU) - Department of Economics & Finance, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Australian National University (ANU)

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The Performance of Japanese Mutual Funds

Posted: 11 May 1995
Jun Cai, K.C. Chan and Takeshi Yamada
City University of Hong Kong (CityU) - Department of Economics & Finance, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Australian National University (ANU)

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