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Depository receipts, country funds, and the peso crash : the intraday evidence

Bailey, Warren; Chan, Kalok; Chung, Y. Peter - In: The journal of finance : the journal of the American … 55 (2000) 6, pp. 2693-2717

Persistent link: https://www.econbiz.de/10001537344

Vector autoregression or simultaneous equations model? : The intraday relationship between index arbitrage and market volatility

Chan, Kalok - In: Journal of banking & finance 19 (1995) 1, pp. 173-179

Persistent link: https://www.econbiz.de/10001181847

Why option prices lag stock prices : a trading-based explanation

Chan, Kalok - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1957-1967

Persistent link: https://www.econbiz.de/10001155911

The intraday behavior of bid-ask spreads for NYSE stocks and CBOE options

Chan, Kalok - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 329-346

Persistent link: https://www.econbiz.de/10001217162

Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume : a transactions data test

Chan, Kalok - In: Journal of banking & finance 17 (1993) 4, pp. 663-687

Persistent link: https://www.econbiz.de/10001147074

Asymmetric price distribution and bid-ask quotes in the stock options market

Chan, Kalok; Chung, Y. Peter - In: Asia-Pacific journal of financial studies 41 (2012) 1, pp. 87-102

Persistent link: https://www.econbiz.de/10009514733

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/10001494741

International portfolio allocations during the Asian financial crisis : evidence from US closed-end funds

Chan, Kalok; Bae, Kee-hong; Fong, Wai-ming - In: Stock market liquidity : implications for market …, (pp. 95-113). 2008

Persistent link: https://www.econbiz.de/10003650504

Investor Participation and the Volatility-Volume Relation : Evidence from an Emerging Market

Bian, Jiangze - 2019

Using a unique dataset from the Chinese stock market that keeps track of daily number of shareholders, we find that ownership breadth (proxied by number of shareholders) is negatively related to stock price volatility. However, consistent with the previous literature on volatility-volume...

Persistent link: https://www.econbiz.de/10012897116

Investor participation and the volatility-volume relation : evidence from an emerging market

Bian, Jiangze; Chan, Kalok; Fong, Wai-ming - In: Emerging markets review 45 (2020)

Persistent link: https://www.econbiz.de/10012503237