Year |
Citation |
Score |
2020 |
Broadstock DC, Chan K, Cheng LTW, Wang X. The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China. Finance Research Letters. 101716. PMID 32837385 DOI: 10.1016/J.Frl.2020.101716 |
0.336 |
|
2019 |
Chan K, Wang B, Yang Z. Why investors do not buy cheaper securities: Evidence from a natural experiment Journal of Banking and Finance. 101: 59-76. DOI: 10.1016/J.Jbankfin.2019.02.002 |
0.366 |
|
2018 |
Chan K, Yang J, Zhou Y. Conditional co-skewness and safe-haven currencies: A regime switching approach Journal of Empirical Finance. 48: 58-80. DOI: 10.1016/J.Jempfin.2018.06.001 |
0.392 |
|
2015 |
Cakici N, Chan K, Topyan K. Cross-sectional stock return predictability in China European Journal of Finance. DOI: 10.2139/Ssrn.2038497 |
0.361 |
|
2014 |
Chan K, Chan YC. Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings Journal of Financial Economics. 114: 36-53. DOI: 10.1016/J.Jfineco.2014.07.002 |
0.407 |
|
2013 |
Chan K, Hameed A, Kang W. Stock Price Synchronicity and Liquidity Journal of Financial Markets. 16: 414-438. DOI: 10.2139/Ssrn.1106572 |
0.351 |
|
2013 |
Chan K, Kot HW, Tang GYN. A comprehensive long-term analysis of S&P 500 index additions and deletions Journal of Banking and Finance. 37: 4920-4930. DOI: 10.1016/J.Jbankfin.2013.08.027 |
0.703 |
|
2012 |
Chan K, Covrig V. What determines mutual fund trading in foreign stocks Journal of International Money and Finance. 31: 793-817. DOI: 10.2139/Ssrn.1362053 |
0.397 |
|
2012 |
Chan K, Chung YP. Asymmetric Price Distribution and Bid–Ask Quotes in the Stock Options Market* Asia-Pacific Journal of Financial Studies. 41: 87-102. DOI: 10.1111/J.2041-6156.2011.01063.X |
0.397 |
|
2010 |
Kwok KH, Ho PW, Chu AC, Ho JW, Liu HF, Yiu DC, Chan KH, Kung MH, Ramsden DB, Ho SL. Mitochondrial UCP5 is neuroprotective by preserving mitochondrial membrane potential, ATP levels, and reducing oxidative stress in MPP+ and dopamine toxicity. Free Radical Biology & Medicine. 49: 1023-35. PMID 20600837 DOI: 10.1016/j.freeradbiomed.2010.06.017 |
0.635 |
|
2010 |
Ho JW, Ho PW, Zhang WY, Liu HF, Kwok KH, Yiu DC, Chan KH, Kung MH, Ramsden DB, Ho SL. Transcriptional regulation of UCP4 by NF-kappaB and its role in mediating protection against MPP+ toxicity. Free Radical Biology & Medicine. 49: 192-204. PMID 20385226 DOI: 10.1016/j.freeradbiomed.2010.04.002 |
0.616 |
|
2010 |
Ho PW, Liu HF, Ho JW, Zhang WY, Chu AC, Kwok KH, Ge X, Chan KH, Ramsden DB, Ho SL. Mitochondrial uncoupling protein-2 (UCP2) mediates leptin protection against MPP+ toxicity in neuronal cells. Neurotoxicity Research. 17: 332-43. PMID 19763737 DOI: 10.1007/s12640-009-9109-y |
0.639 |
|
2009 |
Chu AC, Ho PW, Kwok KH, Ho JW, Chan KH, Liu HF, Kung MH, Ramsden DB, Ho SL. Mitochondrial UCP4 attenuates MPP+ - and dopamine-induced oxidative stress, mitochondrial depolarization, and ATP deficiency in neurons and is interlinked with UCP2 expression. Free Radical Biology & Medicine. 46: 810-20. PMID 19150400 DOI: 10.1016/j.freeradbiomed.2008.12.015 |
0.633 |
|
2009 |
Chan KH, Ramsden DB, Yu YL, Kwok KH, Chu AC, Ho PW, Kwan JS, Lee R, Lim E, Kung MH, Ho SL. Neuromyelitis optica-IgG in idiopathic inflammatory demyelinating disorders amongst Hong Kong Chinese. European Journal of Neurology : the Official Journal of the European Federation of Neurological Societies. 16: 310-6. PMID 19138340 DOI: 10.1111/j.1468-1331.2008.02376.x |
0.595 |
|
2009 |
Chan K, Covrig V, Ng L. Does Home Bias Affect Firm Value? Evidence from Holdings of Mutual Funds Worldwide Journal of International Economics. 78: 230-241. DOI: 10.1016/J.Jinteco.2009.04.006 |
0.386 |
|
2008 |
Garcia-Barceló MM, Chi-Hang Lui V, Miao X, So MT, Yuk-yu Leon T, Yuan ZW, Li L, Liu L, Wang B, Sun XB, Huang LM, Tou JF, Sau-wai Ngan E, Cherny SS, Chan KW, et al. Mutational analysis of SHH and GLI3 in anorectal malformations. Birth Defects Research. Part a, Clinical and Molecular Teratology. 82: 644-8. PMID 18655123 DOI: 10.1002/Bdra.20482 |
0.673 |
|
2008 |
Chan K, Menkveld AJ, Yang Z. Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount Journal of Finance. 63: 159-196. DOI: 10.1111/J.1540-6261.2008.01313.X |
0.387 |
|
2008 |
Chan K, Kot HW, Li D. Portfolio concentration and closed-end fund discounts: Evidence from the China market Emerging Markets Review. 9: 129-143. DOI: 10.1016/J.Ememar.2008.02.003 |
0.726 |
|
2007 |
Chan K, Menkveld AJ, Yang Z. The Informativeness of Domestic and Foreign Investors' Stock Trades: Evidence from the Perfectly Segmented Chinese Market Journal of Financial Markets. 10: 391-415. DOI: 10.2139/Ssrn.424933 |
0.417 |
|
2007 |
Ahn H, Cai J, Chan K, Hamao Y. Tick size change and liquidity provision on the Tokyo Stock Exchange Journal of the Japanese and International Economies. 21: 173-194. DOI: 10.1016/J.Jjie.2005.10.008 |
0.353 |
|
2006 |
Fong GC, Kwok KH, Song YQ, Cheng TS, Ho PW, Chu AC, Kung MH, Chan KH, Mak W, Cheung RT, Ramsden DB, Ho SL. Clinical phenotypes of a large Chinese multigenerational kindred with autosomal dominant familial ALS due to Ile149Thr SOD1 gene mutation. Amyotrophic Lateral Sclerosis : Official Publication of the World Federation of Neurology Research Group On Motor Neuron Diseases. 7: 142-9. PMID 16963403 DOI: 10.1080/17482960600732412 |
0.615 |
|
2006 |
Chan K, Hameed A. Stock Price Synchronicity and Analyst Coverage in Emerging Markets Journal of Financial Economics. 80: 115-147. DOI: 10.1016/J.Jfineco.2005.03.010 |
0.422 |
|
2005 |
Chan K, Kwok JKH. Market Segmentation and Share Price Premium: Evidence from Chinese Stock Markets Journal of Emerging Market Finance. 4: 43-61. DOI: 10.1177/097265270400400103 |
0.419 |
|
2005 |
Chan K, Covrig V, Ng L. What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide Journal of Finance. 60: 1495-1534. DOI: 10.1111/J.1540-6261.2005.768_1.X |
0.408 |
|
2004 |
Chan K, Chan YC, Fong WM. Free float and market liquidity: A study of Hong Kong government intervention Journal of Financial Research. 27: 179-197. DOI: 10.1111/J.1475-6803.2004.T01-1-00078.X |
0.414 |
|
2004 |
Chan K, Wang J, Wei KCJ. Underpricing and long-term performance of IPOs in China Journal of Corporate Finance. 10: 409-430. DOI: 10.1016/S0929-1199(03)00023-3 |
0.322 |
|
2004 |
Bae K, Chan K, Ng ALP. Investibility and return volatility Journal of Financial Economics. 71: 239-263. DOI: 10.1016/S0304-405X(03)00166-1 |
0.424 |
|
2003 |
Chan K, Hameed A, Lau ST. What if Trading Location Is Different from Business Location? Evidence from the Jardine Group Journal of Finance. 58: 1221-1246. DOI: 10.2139/Ssrn.293576 |
0.397 |
|
2002 |
Chan K, Chung YP, Fong WM. The Informational Role of Stock and Option Volume Review of Financial Studies. 15: 1049-1075. DOI: 10.2139/Ssrn.170356 |
0.399 |
|
2001 |
Ahn H, Bae K, Chan K. Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong Journal of Finance. 56: 767-788. DOI: 10.1111/0022-1082.00345 |
0.39 |
|
2000 |
Chan K, Hameed A, Tong WHS. Profitability of momentum strategies in the international equity markets Journal of Financial and Quantitative Analysis. 35: 153-172. DOI: 10.2307/2676188 |
0.425 |
|
2000 |
Bailey W, Chan K, Chung YP. Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence Journal of Finance. 55: 2693-2717. DOI: 10.1111/0022-1082.00303 |
0.366 |
|
2000 |
Chan K, Chockalingam M, Lai KWL. Overnight Information and Intraday Trading Behavior: Evidence from NYSE Cross-Listed Stocks and Their Local Market Information Journal of Multinational Financial Management. 10: 495-509. DOI: 10.1016/S1042-444X(00)00030-X |
0.412 |
|
2000 |
Chan K, Fong W. Trade Size, Order Imbalance, and the Volatility-Volume Relation Journal of Financial Economics. 57: 247-273. DOI: 10.1016/S0304-405X(00)00057-X |
0.33 |
|
1998 |
Bessembinder H, Chan K. Market Efficiency and the Returns to Technical Analysis Financial Management. 27: 5-17. DOI: 10.2307/3666289 |
0.41 |
|
1998 |
Chan K, McQueen G, Thorley S. Are there rational speculative bubbles in Asian stock markets Pacific-Basin Finance Journal. 6: 125-151. DOI: 10.1016/S0927-538X(97)00027-9 |
0.387 |
|
1998 |
Bae K, Chan K, Cheung Y. The profitability of index futures arbitrage: Evidence from bid‐ask quotes Journal of Futures Markets. 18: 743-763. DOI: 10.1002/(Sici)1096-9934(199810)18:7<743::Aid-Fut1>3.0.Co;2-4 |
0.419 |
|
1996 |
Bessembinder H, Chan K, Seguin PJ. An empirical examination of information, differences of opinion, and trading activity Journal of Financial Economics. 40: 105-134. DOI: 10.1016/0304-405X(95)00839-7 |
0.362 |
|
1995 |
Chan K, Chung YP, Johnson H. The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and Cboe Options Journal of Financial and Quantitative Analysis. 30: 329-346. DOI: 10.2307/2331344 |
0.362 |
|
1995 |
Bessembinder H, Chan K. The profitability of technical trading rules in the Asian stock markets Pacific-Basin Finance Journal. 3: 257-284. DOI: 10.1016/0927-538X(95)00002-3 |
0.395 |
|
1995 |
Chan K, Chung YP. Vector autoregression or simultaneous equations model? The intraday relationship between index arbitrage and market volatility Journal of Banking and Finance. 19: 173-179. DOI: 10.1016/0378-4266(94)00128-P |
0.331 |
|
1993 |
Chan K, Chung YP, Johnson H. Why Option Prices Lag Stock Prices: A Trading-Based Explanation Journal of Finance. 48: 1957-1967. DOI: 10.1111/J.1540-6261.1993.Tb05136.X |
0.409 |
|
1993 |
Chan K. Imperfect Information and Cross-Autocorrelation among Stock Prices Journal of Finance. 48: 1211-1230. DOI: 10.1111/J.1540-6261.1993.Tb04752.X |
0.367 |
|
1993 |
Chan K, Chan Yc. Price volatility in the Hong Kong stock market: a test of the information and trading noise hypothesis Pacific-Basin Finance Journal. 1: 189-201. DOI: 10.1016/0927-538X(93)90008-6 |
0.362 |
|
1993 |
Chan K, Chung YP. Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume: A transactions data test☆ Journal of Banking and Finance. 17: 663-687. DOI: 10.1016/0378-4266(93)90006-Y |
0.427 |
|
1992 |
Chan K. A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market Review of Financial Studies. 5: 123-152. DOI: 10.1093/Rfs/5.1.123 |
0.424 |
|
1992 |
Bessembinder H, Chan K. Time-varying risk premia and forecastable returns in futures markets Journal of Financial Economics. 32: 169-193. DOI: 10.1016/0304-405X(92)90017-R |
0.38 |
|
1991 |
Chan K, Chan KC, Karolyi GA. Intraday Volatility in the Stock Index and Stock Index Futures Markets Review of Financial Studies. 4: 657-684. DOI: 10.1093/Rfs/4.4.657 |
0.423 |
|
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