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D-Index & Metrics

Economics and Finance

D-Index
50
Citations
20822
World Ranking
1351
National Ranking
39

Overview

Kalok Chan is affiliated with the Chinese University of Hong Kong in China and has contributed extensively to the fields of business, management, accounting, economics, econometrics, and finance. Their research spans various subfields, including accounting, finance, economics and econometrics, general decision sciences, and management science and operations research.

Their scholarly work focuses on topics related to financial markets and investment strategies, auditing, earnings management and governance, corporate finance and governance, corporate taxation and avoidance, the impacts of the COVID-19 pandemic, market dynamics and volatility, and financial literacy, pension, and retirement analysis.

Kalok Chan has coauthored research with several frequent collaborators, including Phyllis Lai Lan Mo, Andrew Ellul, Itay Goldstein, Craig W. Holden, and Monika Piazzesi.

Their research has been published predominantly in venues such as the SSRN Electronic Journal, Finance Research Letters, Journal of Financial and Quantitative Analysis, Abacus, and Accounting and Business Research.

  • The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China (2020, Finance Research Letters)
  • The Role of ESG Performance During Times of Financial Crisis: Evidence from COVID-19 in China (2020, SSRN Electronic Journal)
  • Investor Heterogeneity and Liquidity (2022, Journal of Financial and Quantitative Analysis)
  • The Macbeth Factor: The Dark Side of Achievement-driving Analysts (2020, Abacus)
  • Can auditors' local knowledge compensate for a weaker regulatory oversight for the audit quality of foreign companies? (2020, Accounting and Business Research)

Kalok Chan's body of work has explored environmental, social, and governance (ESG) performance during financial crises, the behavior of investors under liquidity conditions, analyst performance factors, and audit quality under varied regulatory conditions. These research topics align with their broader fields of study and highlight a multifaceted approach to financial and accounting issues.

Best Publications

  • An Empirical Comparison of Alternative Models of the Short‐Term Interest Rate

    K. C. Chan;G. Andrew Karolyi;Francis A. Longstaff;Anthony B. Sanders

  • The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China.

    David C. Broadstock;Kalok Chan;Louis T.W. Cheng;Xiaowei Wang

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

    Kalok Chan;Vicentiu Covrig;Lilian Ng

  • Stock Price Synchronicity and Analyst Coverage in Emerging Markets

    Kalok Chan;Allaudeen Hameed

  • A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market

    Kalok Chan

  • Intraday Volatility in the Stock Index and Stock Index Futures Markets

    Kalok Chan;K. C. Chan;G. Andrew Karolyi

  • Profitability of momentum strategies in the international equity markets

    Kalok Chan;Allaudeen Hameed;Wilson Tong

  • Trade size, order imbalance, and the volatility–volume relation

    Kalok Chan;Wai-Ming Fong

  • Underpricing and long-term performance of IPOs in China

    Kalok Chan;Junbo Wang;K.C.John Wei

  • Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount

    Kalok Chan;Albert J. Menkveld;Zhishu Yang

  • The profitability of technical trading rules in the Asian stock markets

    Hendrik Bessembinder;Kalok Chan

  • Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong

    Hee-Joon Ahn;Kee-Hong Bae;Kalok Chan

  • Market Efficiency and the Returns to Technical Analysis

    Hendrik Bessembinder;Kalok Chan

  • Market Structure and the Intraday Pattern of Bid-Ask Spreads for NASDAQ Securities

    K.C. Chan;William G. Christie;Paul H. Schultz

  • The Informational Role of Stock and Option Volume

    Kalok Chan;Y. Peter Chung;Wai-Ming Fong

  • An Unconditional Asset‐Pricing Test and the Role of Firm Size as an Instrumental Variable for Risk

    K. C. Chan;Nai-Fu Chen

  • An empirical examination of information, differences of opinion, and trading activity

    Hendrik Bessembinder;Kalok Chan;Paul J. Seguin

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

    Kalok Chan;Y. Peter Chung;Herb Johnson

  • Investibility and return volatility

    Kee-Hong Bae;Kalok Chan;Angela L.P. Ng

  • Time-varying risk premia and forecastable returns in futures markets

    Hendrik Bessembinder;Kalok Chan

  • Stock Price Synchronicity and Analyst Coverage in Emerging Markets

    Allaudeen Hameed;Kalok Chan

  • Trade Size, Order Imbalance, and the Volatility-Volume Relation

    Wai Ming Fong;Kalok Chan

Frequent Co-Authors

Jelena Misic
Jelena Misic Toronto Metropolitan University
Vojislav B. Misic
Vojislav B. Misic Toronto Metropolitan University
Mark Wenig
Mark Wenig Ludwig-Maximilians-Universität München
Thomas Wagner
Thomas Wagner Max Planck Institute for Chemistry
Hendrik Bessembinder
Hendrik Bessembinder Arizona State University
Matthias Wiegner
Matthias Wiegner Ludwig-Maximilians-Universität München
Steffen Beirle
Steffen Beirle Max Planck Institute for Chemistry
Andreas Richter
Andreas Richter University of Bremen
Gaia Pinardi
Gaia Pinardi Royal Belgian Institute for Space Aeronomy
Alfonso Saiz-Lopez
Alfonso Saiz-Lopez Spanish National Research Council

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