Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies
Chan, Kam Fong, Chhagan, Mahesh, Marsden, Alastair
Published in Pacific-Basin finance journal (01.06.2017)
Published in Pacific-Basin finance journal (01.06.2017)
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Journal Article
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Chan, Kam Fong, Bowman, Robert G., Neely, Christopher J.
Published in Journal of empirical finance (01.09.2017)
Published in Journal of empirical finance (01.09.2017)
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Journal Article
Asset market linkages: Evidence from financial, commodity and real estate assets
Chan, Kam Fong, Treepongkaruna, Sirimon, Brooks, Robert, Gray, Stephen
Published in Journal of banking & finance (01.06.2011)
Published in Journal of banking & finance (01.06.2011)
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Journal Article
Dividend persistence and dividend behaviour
Chan, Kam Fong, Powell, John G., Shi, Jing, Smith, Tom, Walsh, Kathleen
Published in Accounting and finance (Parkville) (01.03.2018)
Published in Accounting and finance (Parkville) (01.03.2018)
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Journal Article
A new approach to characterizing and forecasting electricity price volatility
Chan, Kam Fong, Gray, Philip, van Campen, Bart
Published in International journal of forecasting (01.10.2008)
Published in International journal of forecasting (01.10.2008)
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Journal Article
Currency jumps and crises: Do developed and emerging market currencies jump together?
Chan, Kam Fong, Powell, John G., Treepongkaruna, Sirimon
Published in Pacific-Basin finance journal (01.11.2014)
Published in Pacific-Basin finance journal (01.11.2014)
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Journal Article
Diversification, rationality and the Asian economic crisis
Bowman, Robert G., Chan, Kam Fong, Comer, Matthew R.
Published in Pacific-Basin finance journal (2010)
Published in Pacific-Basin finance journal (2010)
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Journal Article
Climate policy uncertainty and the cross-section of stock returns
Treepongkaruna, Sirimon, Chan, Kam Fong, Malik, Ihtisham
Published in Finance research letters (01.07.2023)
Published in Finance research letters (01.07.2023)
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Journal Article
Political uncertainty, market anomalies and Presidential honeymoons
Chan, Kam Fong, Gray, Philip, Gray, Stephen, Zhong, Angel
Published in Journal of banking & finance (01.04.2020)
Published in Journal of banking & finance (01.04.2020)
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Journal Article
COVID-19 vaccines and global stock markets
Chan, Kam Fong, Chen, Zhuo, Wen, Yuanji, Xu, Tong
Published in Finance research letters (01.06.2022)
Published in Finance research letters (01.06.2022)
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Journal Article
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi (Maggie), Chan, Kam Fong, Faff, Robert
Published in Journal of banking & finance (01.05.2022)
Published in Journal of banking & finance (01.05.2022)
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Journal Article
A Hedging Strategy for New Zealand’s Exporters in Transaction Exposure to Currency Risk
Chan, Kam Fong, Gan, Christopher, McGraw, Patricia A.
Published in Multinational finance journal (01.03.2003)
Published in Multinational finance journal (01.03.2003)
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Journal Article