Daniel Chai

Monash University

PhD student

23 Innovation Walk

Wellington Road

Clayton, Victoria 3800

Australia

SCHOLARLY PAPERS

7

DOWNLOADS

757

SSRN CITATIONS
Rank 47,842

SSRN RANKINGS

Top 47,842

in Total Papers Citations

7

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.

On the Linkage between Financial Risk Tolerance and Risk Aversion: Evidence from a Psychometrically-Validated Survey Versus an Online Lottery Choice Experiment

Number of pages: 29 Posted: 24 Nov 2006
Robert W. Faff, Daniel Mulino and Daniel Chai
University of Queensland, Monash Business School and Monash University
Downloads 319 (103,475)
Citation 7

Abstract:

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Financial Risk Tolerance, Risk Aversion, Psychometric Survey, Online Lottery Choice Experiment

2.

Empirical Test on the Liquidity-Adjusted Capital Asset Pricing Model

2014 Financial Markets & Corporate Governance Conference
Number of pages: 30 Posted: 30 Jan 2014 Last Revised: 30 Aug 2016
Van Vu, Daniel Chai and Viet Minh Do
Department of Economics, Finance and Marketing, La Trobe University, Monash University and Monash University - Department of Accounting
Downloads 208 (159,893)

Abstract:

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Liquidity; Liquidity risk; Asset pricing; Asymmetric Liquidity Risk.

3.

Value-Creation Through Spin-Offs: Australian Evidence

Number of pages: 28 Posted: 01 Sep 2016
Daniel Chai, Ken Lin and Chris Veld
Monash University, Independent and Monash University
Downloads 144 (220,372)

Abstract:

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spin-offs; demergers; industrial focus; bank debt; information asymmetry

4.

The Overhang Cost of Long and Short Term Debt in the Presence of Default Risk

26th Australasian Finance and Banking Conference 2013
Number of pages: 45 Posted: 19 Aug 2013 Last Revised: 09 Dec 2013
Van Vu, Christine A. Brown and Daniel Chai
Department of Economics, Finance and Marketing, La Trobe University, Department of Banking and Finance and Monash University
Downloads 84 (322,111)
Citation 1

Abstract:

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corporate finance, agency conflicts, debt overhang, debt maturity, financial distress

5.

Does the 2008 Short Sale Ban Affect the Enforcement of the Law of One Price? Evidence from Australia

Accounting & Finance, Vol. 52, Issue 1, pp. 117-144, 2012
Number of pages: 28 Posted: 17 Jan 2012
Binh Huu Do, Viet Minh Do and Daniel Chai
Monash University, Monash University - Department of Accounting and Monash University
Downloads 2 (694,347)
Citation 1
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Abstract:

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Law of One Price, Pairs trading, The 2008 short sale ban, G11, G12, G14

6.

Co-Existence of Short-Term Reversals and Momentum in the Australian Equity Market

Australian Journal of Management, Vol. 41, No. 1, 2016
Posted: 29 Jan 2016
Daniel Chai and Binh Huu Do
Monash University and Monash University

Abstract:

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industry momentum, liquidity, momentum, short-term reversals

7.

Liquidity in Asset Pricing: New Australian Evidence Using Low-Frequency Data

Australian Journal of Management, Vol. 38, No. 2, 2013
Posted: 30 Jul 2013
Daniel Chai, Robert W. Faff and Philip Gharghori
Monash University, University of Queensland and Monash University

Abstract:

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Asset pricing, Australian evidence, Fama-French model, liquidity