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

  • University of Melbourne - Department of Finance

  • Monash University - Department of Accounting

SCHOLARLY PAPERS

15

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2,725

SSRN CITATIONS
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Top 48,192

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6

CROSSREF CITATIONS

8

Scholarly Papers (15)

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1.

Fund Size, Transaction Costs and Performance: Size Matters!

Number of pages: 32 Posted: 06 Apr 2005 Last Revised: 24 Nov 2008
H. Chan, Robert W. Faff, David R. Gallagher and Adrian Looi
University of Melbourne - Department of Finance, University of Queensland, RoZetta Institute and UNSW Australia Business School, School of Banking and Finance
Downloads 762 (53,357)
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
H. Chan, Robert W. Faff, Paul R. Mather and Alan L. Ramsay
University of Melbourne - Department of Finance, University of Queensland, La Trobe University and Monash University - Department of Accounting
Downloads 484 (95,021)
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
H. Chan, Xin Chang, Robert W. Faff and George Wong
University of Melbourne - Department of Finance, Nanyang Business School, Nanyang Technological University, University of Queensland and The Hong Kong Polytechnic University
Downloads 248 (197,395)

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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
Paul Docherty, H. Chan and Stephen Andrew Easton
The Brattle Group, University of Melbourne - Department of Finance and University of Newcastle
Downloads 230 (212,338)

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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
The Brattle Group and University of Melbourne - Department of Finance
Downloads 225 (216,889)

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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
H. Chan, Robert W. Faff and Paul Kofman
University of Melbourne - Department of Finance, University of Queensland and The University of Melbourne
Downloads 207 (234,418)
Citation 3

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Default risk, Business cycle, Conditional Asset pricing, Microcaps

7.

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

Downloads 153 (305,147)

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
Paul Docherty, H. Chan and Stephen Andrew Easton
The Brattle Group, University of Melbourne - Department of Finance and University of Newcastle
Downloads 153 (305,629)
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.

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

Downloads 153 (305,147)
Citation 2

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

Number of pages: 50 Posted: 04 Mar 2009
Heather M. Anderson, H. Chan, Robert W. Faff and Yew Kee Ho
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 153 (305,629)
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
Robert W. Faff, Heather M. Anderson, H. Chan and Yew Kee Ho
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

9.

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
Paul Docherty, H. Chan and Stephen Andrew Easton
The Brattle Group, University of Melbourne - Department of Finance and University of Newcastle
Downloads 150 (310,189)
Citation 1

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

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
Paul Docherty, H. Chan and Stephen Andrew Easton
The Brattle Group, University of Melbourne - Department of Finance and University of Newcastle
Downloads 60 (562,013)

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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
Adrian Melia, H. Chan, Paul Docherty and Steve Easton
University of Newcastle (Australia), University of Melbourne - Department of Finance, The Brattle Group and University of Newcastle (Australia) - Newcastle Business School
Downloads 28 (748,601)

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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
Adrian Melia, H. Chan, Paul Docherty and Steve Easton
University of Newcastle (Australia), University of Melbourne - Department of Finance, The Brattle Group and University of Newcastle (Australia) - Newcastle Business School
Downloads 25 (771,543)

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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
H. Chan, Robert W. Faff and Paul Kofman
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
H. Chan, Robert W. Faff, Petko S. Kalev and Darren Lee
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