Frankie Chau

Durham University Business School

Mill Hill Lane

Durham, Durham DH1 3LB

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

344

SSRN CITATIONS
Rank 34,629

SSRN RANKINGS

Top 34,629

in Total Papers Citations

0

CROSSREF CITATIONS

17

Scholarly Papers (6)

1.

Causes of Global Imbalances: A Global VAR Analysis

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 48 Posted: 19 Feb 2013
Zhichao Zhang, Frankie Chau and Nan Shi
Durham University - Durham Business School, Durham University Business School and Durham University - Durham Business School
Downloads 113 (245,680)

Abstract:

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global imbalances, GVAR

2.

Curious Partnership in Global Imbalances: China’s Continual Accumulation of US Treasuries

Number of pages: 41 Posted: 19 Dec 2010 Last Revised: 27 Jan 2011
Zhichao Zhang, Frankie Chau and Nan Shi
Durham University - Durham Business School, Durham University Business School and Durham University - Durham Business School
Downloads 99 (269,278)

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Global imbalances, NOEM, US treasury

3.

Arbitrage Opportunities and Feedback Trading in Emissions and Energy Markets

Journal of International Financial Markets, Institutions and Money, Forthcoming
Number of pages: 48 Posted: 25 Oct 2014 Last Revised: 20 Feb 2015
Frankie Chau, Jing-Ming Kuo and Yukun Shi
Durham University Business School, University of Birmingham - Birmingham Business School and University of Glasgow
Downloads 97 (272,900)
Citation 1

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Feedback trading; Arbitrage opportunities; Emissions and energy markets; Conditional volatility

4.

Accumulation of Large Foreign Reserves in China: A Behavioural Perspective

Economic Change and Restructuring, 2013: 46(1), 85-108
Number of pages: 48 Posted: 06 Oct 2011 Last Revised: 19 Mar 2013
Zhichao Zhang, Frankie Chau and Li Xie
Durham University - Durham Business School, Durham University Business School and affiliation not provided to SSRN
Downloads 24 (503,512)

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Reserve accumulation, Precautionary savings, Behavioural finance, Loss aversion, Narrow framing

5.

The Impact of Universal Stock Futures on Feedback Trading and Volatility Dynamics

Journal of Business Finance & Accounting, Vol. 35, Issue 1-2, pp. 227-249, January-March 2008
Number of pages: 23 Posted: 15 Feb 2008
Frankie Chau, Phil Holmes and Krishna Paudyal
Durham University Business School, Durham University and Independent
Downloads 11 (581,315)
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6.

IPO Allocations and New Mutual Funds

Posted: 04 Feb 2017 Last Revised: 25 Jun 2019
Frankie Chau, Yi Gu and Christodoulos Louca
Durham University Business School, Durham University and Cyprus University of Technology

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Mutual Fund, Fund Performance, Initial Public Offering, IPO Allocation

Other Papers (1)

Total Downloads: 6
1.

Dynamics and Determinants of Credit Risk Discovery: Evidence from CDS and Stock Markets

Number of pages: 40 Posted: 02 Feb 2016
Frankie Chau, Chulwoo Han and Shimeng Shi
Durham University Business School, Durham University and Australian National University (ANU)
Downloads 6

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credit risk discovery, generalized information share, determinants of credit risk discovery