H. Chan

University of Melbourne - Department of Finance

Faculty of Economics and Commerce

Parkville, Victoria 3010 3010

Australia

Monash University - Department of Accounting

Building 11E

Clayton, Victoria 3800

Australia

SCHOLARLY PAPERS

15

DOWNLOADS
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Top 32,892

in Total Papers Downloads

2,951

SSRN CITATIONS

7

CROSSREF CITATIONS

8

Scholarly Papers (15)

1.

Fund Size, Transaction Costs and Performance: Size Matters!

Number of pages: 32 Posted: 06 Apr 2005 Last Revised: 24 Nov 2008
University of Melbourne - Department of Finance, University of Queensland, Bond University and UNSW Australia Business School, School of Banking and Finance
Downloads 785 (61,280)
Citation 6

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Fund size, transaction cost, market impact, fund performance

2.

The Relationship Between Directors' Independence, Reputation and Management Earnings Forecasts

Number of pages: 36 Posted: 20 Nov 2007 Last Revised: 17 Feb 2008
University of Melbourne - Department of Finance, University of Queensland, La Trobe University and Monash University - Department of Accounting
Downloads 502 (107,895)
Citation 2

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Management earnings forecasts, corporate governance, director reputation

3.

Financial Constraints and Stock Returns - Evidence from Australia

Number of pages: 30 Posted: 31 Oct 2008 Last Revised: 20 Feb 2010
University of Melbourne - Department of Finance, Nanyang Business School, Nanyang Technological University, University of Queensland and The Hong Kong Polytechnic University
Downloads 299 (193,287)

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Financial Constraints, Stock Returns, Australian Firms

4.

Momentum in Style Portfolios: Risk or Inefficiency?

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 38 Posted: 29 Aug 2012
Paul Docherty and H. Chan
The Brattle Group and University of Melbourne - Department of Finance
Downloads 265 (218,585)

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asset pricing, autocorrelation, momentum, style investing, Fama-French model

5.

Asset Pricing Anomalies and Macroeconomic Risk

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 45 Posted: 01 Sep 2011
The Brattle Group, University of Melbourne - Department of Finance and University of Newcastle
Downloads 246 (235,308)

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asset pricing, Fama-French model, macroeconomic risk, ICAPM

6.

Default Risk, Size and the Business Cycle: Three Decades of Australian Asset Pricing Evidence

Number of pages: 31 Posted: 26 Feb 2008
University of Melbourne - Department of Finance, University of Queensland and The University of Melbourne
Downloads 222 (259,838)
Citation 3

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Default risk, Business cycle, Conditional Asset pricing, Microcaps

Asset Tangibility, Industry Representation and the Cross Section of Equity Returns

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 27 Posted: 14 Aug 2010 Last Revised: 29 Jul 2019
The Brattle Group, University of Melbourne - Department of Finance and University of Newcastle
Downloads 165 (339,340)
Citation 1

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Tangibility of assets, cross-section, industry, asset pricing

Asset Tangibility, Industry Representation and the Cross Section of Equity Returns

Australian Journal of Management, Vol. 36, No. 1, 2011
Posted: 05 Feb 2012
Paul Docherty and H. Chan
The Brattle Group and University of Melbourne - Department of Finance

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asset pricing, cross-section, industry, tangibility of assets

8.

Tangibility and Investment Irreversibility in Asset Pricing

22nd Australasian Finance and Banking Conference 2009
Number of pages: 30 Posted: 22 Aug 2009 Last Revised: 29 Jul 2019
The Brattle Group, University of Melbourne - Department of Finance and University of Newcastle
Downloads 163 (342,946)
Citation 1

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Asset pricing, tangibility of assets, investment irreversibility, Fama-French model

Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach

Number of pages: 50 Posted: 04 Mar 2009
Monash University - Department of Econometrics and Business Statistics, University of Melbourne - Department of Finance, University of Queensland and National University of Singapore (NUS) - Department of Accounting
Downloads 160 (348,485)
Citation 2

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Analyst's forecasts, Reported earnings, Granger causality, Information flows

Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach

Australian Journal of Management, Vol. 37, No. 3, 2012
Posted: 19 Dec 2012
University of Queensland, Monash University - Department of Econometrics and Business Statistics, University of Melbourne - Department of Finance and National University of Singapore (NUS) - Department of Accounting

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analyst forecasts, granger causality, information flows, reported earnings

10.

Asset Pricing Anomalies and Macroeconomic Risk: Evidence from Australia

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 47 Posted: 21 Sep 2011
The Brattle Group, University of Melbourne - Department of Finance and University of Newcastle
Downloads 70 (618,489)

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Asset pricing, Fama-French model, investment-based anomalies, macroeconomic risk, ICAPM

11.

Private Placement and Rights Issue Cycles

2016 Financial Markets and Corporate Governance
Number of pages: 32 Posted: 25 Jan 2016
University of Newcastle (Australia), University of Melbourne - Department of Finance, The Brattle Group and University of Newcastle (Australia) - Newcastle Business School
Downloads 39 (803,328)

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SEO, rights issue, private placement, information asymmetry, demand for capital, investor sentiment, market timing, cycles

12.

Explanations of Cycles in Seasoned Equity Offerings: An Examination of the Choice between Rights Issues and Private Placements

Melia, A., Chan, H., Docherty, P., & Easton, S. (2018). Explanations of cycles in seasoned equity offerings: An examination of the choice between rights issues and private placements. Pacific-Basin Finance Journal, 50, 16-25.
Number of pages: 33 Posted: 01 Aug 2019
University of Newcastle (Australia), University of Melbourne - Department of Finance, The Brattle Group and University of Newcastle (Australia) - Newcastle Business School
Downloads 35 (834,291)

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SEO; Rights issue; Private placement; Information asymmetry; Demand for capital; Investor sentiment; Market timing

13.

Is Default Risk Priced in Australian Equity? Exploring the Role of the Business Cycle

Australian Journal of Management, Vol. 36, No. 2, 2011
Posted: 05 Feb 2012
University of Melbourne - Department of Finance, University of Queensland and The University of Melbourne

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asset pricing, business cycle, default risk

14.

Asset Pricing and the Illiquidity Premium

The Financial Review, Vol. 40, No. 4, November 2005
Posted: 16 Aug 2005
H. Chan and Robert W. Faff
University of Melbourne - Department of Finance and University of Queensland

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asset pricing; liquidity; Fama-French model

15.

Further Evidence on the Short-Term Contrarian Investment Strategy

Finance Letters, Vol. 1, No. 2, 2003
Posted: 21 Jul 2003
University of Melbourne - Department of Finance, University of Queensland, RoZetta Institute and Charles Sturt University - Faculty of Business, Justice and Behavioural Sciences

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Short-term Contrarian Investing, Market Overreaction