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What drives stock returns in Japan?

Liang, Samuel Xin - In: Financial markets and portfolio management 33 (2019) 1, pp. 39-69

Persistent link: https://www.econbiz.de/10012018355

The systematic pricing of market sentiment shock

Liang, Samuel Xin - In: The European journal of finance 24 (2018) 18, pp. 1835-1860

Persistent link: https://www.econbiz.de/10012259232

Market Volatility Risk and Stock Returns around the World : Implication for Multinational Corporations*

Liang, Samuel Xin; John Wei, K.C. - In: International Review of Finance 20 (2019) 4, pp. 923-959

Persistent link: https://www.econbiz.de/10012091570

Liquidity risk and stock returns around the world

Liang, Samuel Xin; Wei, John K.C. - In: Journal of Banking & Finance 36 (2012) 12, pp. 3274-3288

The recent global financial crisis demonstrates that market liquidity is a prominent systematic risk globally. We find that local liquidity risk, in addition to the local market, value and size factors, demands a systematic premium across stocks in 11 developed markets. This local pricing...

Persistent link: https://www.econbiz.de/10010580924

Investibility and return volatility

Bae, Kee-Hong; Chan, Kalok; Ng, Angela - In: Journal of Financial Economics 71 (2004) 2, pp. 239-263

Persistent link: https://www.econbiz.de/10005477945

Editor's note

Chan, Kalok; Rhee, S. Ghon - In: Pacific-Basin Finance Journal 14 (2006) 3, pp. i-i

Persistent link: https://www.econbiz.de/10005372455

Stock price synchronicity and analyst coverage in emerging markets

Chan, Kalok; Hameed, Allaudeen - In: Journal of Financial Economics 80 (2006) 1, pp. 115-147

Persistent link: https://www.econbiz.de/10005376542

An empirical examination of information, differences of opinion, and trading activity

Bessembinder, Hendrik; Chan, Kalok; Seguin, Paul J. - In: Journal of Financial Economics 40 (1996) 1, pp. 105-134

Persistent link: https://www.econbiz.de/10005376556

Trade size, order imbalance, and the volatility-volume relation

Chan, Kalok; Fong, Wai-Ming - In: Journal of Financial Economics 57 (2000) 2, pp. 247-273

Persistent link: https://www.econbiz.de/10005376684

Tick size change and liquidity provision on the Tokyo Stock Exchange

Ahn, Hee-Joon; Cai, Jun; Chan, Kalok; Hamao, Yasushi - In: Journal of the Japanese and International Economies 21 (2007) 2, pp. 173-194

Persistent link: https://www.econbiz.de/10005377370