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Hameed, Allaudeen; Kang, Wenjin; Viswanathan, S. - In: The journal of finance : the journal of the American … 65 (2010) 1, pp. 257-293

Persistent link: https://www.econbiz.de/10003923942

Profitability of monumentum strategies in the international equity markets

Chan, Kalok; Hameed, Allaudeen; Tong, Wilson H. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 153-172

Persistent link: https://www.econbiz.de/10001510053

Limits of arbitrage and idiosyncratic volatility : evidence from China stock market

Gu, Ming; Kang, Wenjin; Xu, Bu - In: Journal of banking & finance 86 (2018), pp. 240-258

Persistent link: https://www.econbiz.de/10011962481

Market segmentation and share price premium : evidence from Chinese stock markets

Chan, Kalok; Kwok, Johnny K. H. - In: Journal of emerging market finance 4 (2005) 1, pp. 43-61

Persistent link: https://www.econbiz.de/10002917701

Volatility Control Mechanisms : The International Experience and the Evidence from Hong Kong

Chan, Kalok; Lam, F. Y. Eric; Valente, Giorgio; Wu, Siyuan - 2022

This working paper was written by Kalok Chan (Chinese University of Hong Kong Business School), F.Y. Eric Lam (Independent Researcher)*, Giorgio Valente (Hong Kong Institute for Monetary and Financial Research) and Siyuan Wu (Chinese University of Hong Kong Business School).Trading venues have...

Persistent link: https://www.econbiz.de/10013492074

Information asymmetry and asset prices : evidence from the China foreign share discount

Chan, Kalok; Menkveld, Albert J.; Yang, Zhishu - In: The journal of finance : the journal of the American … 63 (2008) 1, pp. 159-196

Persistent link: https://www.econbiz.de/10003821566

Information asymmetry and asset prices: evidence from the China foreign share discount

Chan, Kalok; Menkveld, Albert J.; Yang, Zhishu - 2006

Persistent link: https://www.econbiz.de/10003387087

The informativeness of domestic and foreign investors' stock trades : evidence from the perfectly segmented Chinese market

Chan, Kalok; Menkveld, Albert J.; Yang, Zhishu - In: Journal of financial markets 10 (2007) 4, pp. 391-415

Persistent link: https://www.econbiz.de/10003613087

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/10003496570

Cross-sectional stock return predictability in China

Cakici, Nusret; Chan, Kalok; Topyan, Kudret - In: The European journal of finance 23 (2017) 7/9, pp. 581-605

Persistent link: https://www.econbiz.de/10011740186