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Covered interest arbitrage profits : the role of liquidity and credit risk
Fong, Wai-ming; Valente, Giorgio; Fung, Joseph K. W. - In: Journal of banking & finance 34 (2010) 5, pp. 1098-1107
Persistent link: https://www.econbiz.de/10003971367
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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
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Special issue on market microstructure
Rhee, S. Ghon (contributor); Chan, Kalok (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001450500
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Information in the cash market and stock index future market
Chan, Kalok - 1990
Persistent link: https://www.econbiz.de/10000839818
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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
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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
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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
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Stock price synchronicity and liquidity
Chan, Kalok; Hameed, Allaudeen; Kang, Wenjin - In: Journal of financial markets 16 (2013) 3, pp. 414-438
Persistent link: https://www.econbiz.de/10010348526
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Conditional co-skewness and safe-haven currencies : a regime switching approach
Chan, Kalok; Yang, Jian; Zhou, Yinggang - In: Journal of empirical finance 48 (2018), pp. 58-80
Persistent link: https://www.econbiz.de/10012109268