Kalok Chan

Finance · 2000–2020

A researcher in the Science corpus: 12 papers; trusts 19 researchers and is trusted by 48 researchers here, as inferred from the citation graph.

Subfields

• Finance — 64 citations into it; #1,018 of 10,518 by trust here, #561 by citations
• Accounting — 62 citations into it; #1,283 of 8,970 by trust here, #974 by citations
• Economics and Econometrics — 30 citations into it; #3,735 of 23,481 by trust here, #3,187 by citations

Whom Kalok Chan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Y. Amihud
2. Jose A. Scheinkman
3. Mitchell A. Petersen
4. Amit Goyal
5. Mark Grinblatt
6. Alan G. Ahearne
7. Peter Blair Henry
8. John W. Goodell
9. R. Portes
10. Artyom Durnev

Who trusts Kalok Chan overall

1. Nuno Fernandes
2. Tarun Chordia
3. Sanjeev Bhojraj
4. Miguel A. Ferreira
5. Jeong‐Bon Kim
6. Hamdi Ben-Nasr
7. Werner Antweiler
8. Vathunyoo Sila
9. P. Giot
10. Dmitriy Muravyev

Papers from Kalok Chan's perspective

Ordered by how strongly the researchers Kalok Chan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
2. The investment behavior and performance of various investor types: a study of Finland's unique data set
3. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
4. Trading Volume and Serial Correlation in Stock Returns
5. How Distance, Language, and Culture Influence Stockholdings and Trades
6. Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
7. The High Volume Return Premium
8. Overconfidence and Speculative Bubbles (Journal of Political Economy)
9. Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices
10. The Determinants of Cross-Border Equity Flows: The Geography of Information

Their papers

• Trade Size, Order Imbalance, and the Volatility-Volume Relation (2000) — 442 citations
• The Informational Role of Stock and Option Volume (2002) — 324 citations
• Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong (2001) — 309 citations
• Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount (2008) — 388 citations
• Underpricing and long-term performance of IPOs in China (2004) — 415 citations
• Investibility and return volatility (2004) — 196 citations
• Profitability of Momentum Stragegies in the International Equity Markets (2000) — 325 citations
• The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China (2020) — 1,379 citations
• Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings (2014) — 184 citations
• Stock Price Synchronicity and Liquidity (2013) — 139 citations
• Stock Price Synchronicity and Analyst Coverage in Emerging Markets (2006) — 826 citations
• What determines the domestic bias and foreign bias (2005) — 846 citations