Kalok Chan
23 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-4294-139X
College of Business, City University of Hong Kong, Kowloon, Hong Kong, China
Publications
- Attention or Sentiment: How Social Media React to ESG? — Information Systems Research 2026
- Investor Heterogeneity and Liquidity — Journal of Financial and Quantitative Analysis 2022
- The Annual Report of the Society for Financial Studies for 2019–2020 — The Review of Financial Studies 2021
- Do Behavioral Biases Affect Order Aggressiveness? — Review of Finance 2018
- Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings — Journal of Financial Economics 2014
- When the Tail Wags the Dog: Industry Leaders, Limited Attention, and Spurious Cross-Industry Information Diffusion — Management Science 2013
- Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount — The Journal of Finance 2008
- Stock price synchronicity and analyst coverage in emerging markets — Journal of Financial Economics 2006
- What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide — The Journal of Finance 2005
- Investibility and return volatility — Journal of Financial Economics 2004
- What if Trading Location Is Different from Business Location? Evidence from the Jardine Group — The Journal of Finance 2003
- The Informational Role of Stock and Option Volume — The Review of Financial Studies 2002
- Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong — The Journal of Finance 2001
- Trade size, order imbalance, and the volatility–volume relation — Journal of Financial Economics 2000
- Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence — The Journal of Finance 2000
- Profitability of Momentum Stragegies in theInternational Equity Markets — Journal of Financial and Quantitative Analysis 2000
- An empirical examination of information, differences of opinion, and trading activity — Journal of Financial Economics 1996
- The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options — Journal of Financial and Quantitative Analysis 1995
- Why Option Prices Lag Stock Prices: A Trading-based Explanation — The Journal of Finance 1993
- Imperfect Information and Cross-Autocorrelation among Stock Prices — The Journal of Finance 1993
- Time-varying risk premia and forecastable returns in futures markets — Journal of Financial Economics 1992
- A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market — The Review of Financial Studies 1992 (name-matched, not ORCID-linked)
- Intraday Volatility in the Stock Index and Stock Index Futures Markets — The Review of Financial Studies 1991 (name-matched, not ORCID-linked)