Hector Chan

University Paris Dauphine

France

AXA IM Chorus

Chief Investment Officer

36/F One Taikoo Place

979 King's Road

Quarry Bay, Paris La Défense Cedex

Hong Kong

  • University Paris Dauphine

SCHOLARLY PAPERS

3

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959

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

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1.

Currency and Stock Returns: An Example of Market Inattention

Number of pages: 23 Posted: 08 Mar 2019 Last Revised: 27 Feb 2021
Hector Chan, Hector Chan, Augustin Landier and Yonglei Wang
AXA IM ChorusUniversity Paris Dauphine, HEC and AXA Investment Managers
Downloads 355 (131,946)
Citation 1

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Behavioral finance; Under-reaction; Informational efficiency; Inattention

2.

Crowding and Liquidity Shocks

Number of pages: 52 Posted: 07 Oct 2020 Last Revised: 07 Mar 2023
Hector Chan, Hector Chan and Tony Tan
AXA IM ChorusUniversity Paris Dauphine and AXA IM Chorus
Downloads 340 (137,918)

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Crowding, Equity Factors, Short Interest, Liquidity Crises

3.

Market Impact Decay and Capacity

Number of pages: 30 Posted: 27 Sep 2021
Hector Chan and Hector Chan
AXA IM ChorusUniversity Paris Dauphine
Downloads 264 (179,437)

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Market Impact, Slow Decay of Market Impact, Capacity of Trading Strategies