Daniel Chai

Monash University

PhD student

23 Innovation Walk

Wellington Road

Clayton, Victoria 3800

Australia

SCHOLARLY PAPERS

7

DOWNLOADS

714

CITATIONS
Rank 44,517

SSRN RANKINGS

Top 44,517

in Total Papers Citations

10

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 315 (94,923)

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 and Finance, La Trobe University, Monash University and Monash University - Department of Accounting
Downloads 195 (154,468)

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 123 (227,345)

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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 and Finance, La Trobe University, Department of Banking and Finance and Monash University
Downloads 79 (305,537)
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 (635,562)
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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