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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

IMF bailouts, contagion effects, and bank security returns

Lau, Sie-ting; McInish, Thomas H. - In: International review of financial analysis 12 (2003) 1, pp. 3-23

Persistent link: https://www.econbiz.de/10001769948

Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth : evidence from Singapore and Malaysia

Lau, Sie-ting; Chee Tong Lee; McInish, Thomas H. - In: Journal of multinational financial management 12 (2002) 3, pp. 207-222

Persistent link: https://www.econbiz.de/10001705948

Informed trading around earnings and mutual fund alphas

Cai, Yu; Lau, Sie-ting - In: Journal of banking & finance 60 (2015), pp. 168-180

Persistent link: https://www.econbiz.de/10011544996

Imperfect information and cross-autocorrelation among stock prices

Chan, Kalok - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1211-1230

Persistent link: https://www.econbiz.de/10001152161

A further analysis of the lead-lag relationship between the cash market and stock index futures market

Chan, Kalok - In: The review of financial studies 5 (1992) 1, pp. 132-152

Persistent link: https://www.econbiz.de/10001119820

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/10001898237

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

Cross-Sectional Stock Return Predictability in China

Cakici, Nusret - 2017

Cross-sectional stock return predictability has always been an intriguing issue for the researchers as it relates to a number of resilient puzzles in finance. This paper provides a comprehensive analysis on the stock return predictability in China form January 1994 to March 2011 by employing...

Persistent link: https://www.econbiz.de/10012975297

Trading volume and short-horizon contrarian profits : evidence from the Malaysian market

Hameed, Allaudeen; Ting, Serena - In: Pacific-Basin finance journal 8 (2000) 1, pp. 67-84

Persistent link: https://www.econbiz.de/10001489405