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

21

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CITATIONS
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21

Scholarly Papers (21)

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, Capital Markets CRC Limited and UNSW Australia Business School, School of Banking and Finance
Downloads 701 (35,379)
Citation 4

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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 439 (64,638)
Citation 1

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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 222 (136,682)

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Financial Constraints, Stock Returns, Australian Firms

4.

Asset Pricing Anomalies and Macroeconomic Risk

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 45 Posted: 01 Sep 2011
Monash University, University of Melbourne - Department of Finance and University of Newcastle
Downloads 204 (148,103)

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

5.

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
Monash University and University of Melbourne - Department of Finance
Downloads 195 (154,499)

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

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 189 (158,981)
Citation 3

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Default risk, Business cycle, Conditional Asset pricing, Microcaps

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 Economics, University of Melbourne - Department of Finance, University of Queensland and National University of Singapore (NUS) - Department of Accounting
Downloads 137 (209,706)

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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 Economics, 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

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
Monash University, University of Melbourne - Department of Finance and University of Newcastle
Downloads 130 (218,795)
Citation 1

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

Tangibility and Investment Irreversibility in Asset Pricing

Accounting & Finance, Vol. 50, No. 4, pp. 809-827, December 2010
Number of pages: 19 Posted: 08 Nov 2010
Monash University, University of Melbourne - Department of Finance and University of Newcastle
Downloads 3 (654,934)
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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
Monash University, University of Melbourne - Department of Finance and University of Newcastle
Downloads 106 (254,657)

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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
Monash University and University of Melbourne - Department of Finance

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

10.

Initiating Coverage, Broker Reputation and Management Earnings Forecasts in Australia

Accounting and Finance, Vol. 47, No. 3, pp. 401-421, September 2007
Number of pages: 21 Posted: 18 Sep 2007
H. Chan, Rob L. Brown and Yew Kee Ho
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and National University of Singapore (NUS) - Department of Accounting
Downloads 24 (495,962)
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11.

Asymmetric Market Reactions of Growth and Value Firms with Management Earnings Forecasts

International Review of Finance, Vol. 6, No. 1-2, pp. 79-97, March/June 2006
Number of pages: 19 Posted: 02 May 2007
University of Melbourne - Department of Finance, University of Queensland, National University of Singapore (NUS) - Department of Accounting and Monash University - Department of Accounting
Downloads 19 (524,746)
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12.

Firm Size and the Information Content of Annual Earnings Announcements: Australian Evidence

Journal of Business Finance & Accounting, Vol. 32, No. 1-2, pp. 211-253, January 2005
Number of pages: 24 Posted: 06 Feb 2005
University of Melbourne - Department of Finance, University of Queensland and Monash University - Department of Accounting
Downloads 19 (524,746)
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13.

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, Monash University and University of Newcastle (Australia) - Newcastle Business School
Downloads 3 (625,847)

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

14.

Australian Evidence on the Implementation of the Size and Value Premia

Accounting & Finance, Vol. 53, Issue 2, pp. 367-391, 2013
Number of pages: 25 Posted: 04 May 2013
Monash University, University of Melbourne - Department of Finance and University of Newcastle (Australia) - Newcastle Business School
Downloads 2 (635,688)
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Size, Value, Risk, Liquidity

15.

Do Brokers' Recommendation Changes Generate Brokerage? Evidence from a Central Limit Order Market

Accounting & Finance, Vol. 59, Issue 1, pp. 115-142, 2019
Number of pages: 28 Posted: 12 Mar 2019
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Queensland and National University of Singapore (NUS)
Downloads 1 (648,295)
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Recommendation changes, Brokerage, Central limit order market, Volume traded

16.

The Effect of Financial Constraints, Investment Policy, Product Market Competition and Corporate Governance on the Value of Cash Holdings

Accounting & Finance, Vol. 53, Issue 2, pp. 339-366, 2013
Number of pages: 28 Posted: 04 May 2013
H. Chan, Yufei Lu and Hong Feng Zhang
University of Melbourne - Department of Finance, Deakin University - Faculty of Business and Law and Deakin University - Deakin Business School
Downloads 1 (648,295)
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Financial constraints, Cash policy, Australian firms

17.

Momentum in Australian Style Portfolios: Risk or Inefficiency?

Accounting & Finance, Vol. 56, Issue 2, pp. 333-361, 2016
Number of pages: 29 Posted: 03 Jun 2016
H. Chan and Paul Docherty
University of Melbourne - Department of Finance and Monash University
Downloads 0 (666,172)
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Asset pricing, Momentum, Style investing, Fama–French model

18.

Exploring the Moderating Role of Growth Options on the Relation between Board Characteristics and Management Earnings Forecasts

Corporate Governance: An International Review, Vol. 21, Issue 4, pp. 314-333, 2013
Number of pages: 20 Posted: 08 Jun 2013
University of Melbourne - Department of Finance, University of Queensland, Deakin University - School of Accounting, Economics and Finance and La Trobe University
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Corporate Governance, Management Earnings Forecasts, Growth Options

19.

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

20.

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

21.

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, La Trobe Business School and ESG Research Services Australia

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Short-term Contrarian Investing, Market Overreaction