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Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings

Chan, Kalok; Chan, Yue-Cheong - In: Journal of Financial Economics 114 (2014) 1, pp. 36-53

We investigate what stock return synchronicity reflects in terms of price informativeness by examining its effect on the pricing of seasoned equity offerings (SEOs). Based on 5,087 SEOs from 1984 to 2007, we find a significantly negative relation between stock return synchronicity (estimated as...

Persistent link: https://www.econbiz.de/10010906193

Why Option Prices Lag Stock Prices: A Trading-based Explanation

Chan, Kalok; Chung, Y.Peter; Johnson, Herb - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1957-1968

Persistent link: https://www.econbiz.de/10006603618

Imperfect Information and Cross-Autocorrelation among Stock Returns

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

Persistent link: https://www.econbiz.de/10006603654

The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options

Chan, Kalok; Chung, Y.Peter; Johnson, Herb - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 329-346

Persistent link: https://www.econbiz.de/10006707544

Investibility and return volatility

Bae, Kee-Hong; Chan, Kalok; Ng, Angela - In: Journal of financial economics 71 (2004) 2, pp. 239-264

Persistent link: https://www.econbiz.de/10006505021

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/10006529546

Free Float And Market Liquidity: A Study Of Hong Kong Government Intervention

Chan, Kalok; Chan, Yue-Cheong; Fong, Wai-Ming - In: The journal of financial research : a publ. of the … 27 (2004) 2, pp. 179-198

Persistent link: https://www.econbiz.de/10006817753

What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide

Chan, Kalok; Covrig, Vicentiu; Ng, Lilian - In: The journal of finance : the journal of the American … 60 (2005) 3, pp. 1495-1534

Persistent link: https://www.econbiz.de/10006547403

SHORTER PAPERS - Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong

Ahn, Hee-Joon; Bae, Kee-Hong; Chan, Kalok - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 767-788

Persistent link: https://www.econbiz.de/10006565411

ARTICLES - Depositary 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. 2693-2718

Persistent link: https://www.econbiz.de/10006566923