Profitability of Momentum Strategies in the International Equity Markets
2000 · Journal of Financial and Quantitative Analysis · 438 citations
https://doi.org/10.2307/2676188
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Kalok Chan
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107
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Kalok Chan is an academic researcher from Chinese University of Hong Kong. The author has contributed to research in topics: Financial Markets and Investment Strategies & Corporate Finance and Governance & Market Dynamics and Volatility. The author has an h-index of 39, co-authored 91 publications.
Papers by this author
worksUnderpricing and long-term performance of IPOs in China
2003 · Journal of Corporate Finance · 402 citations
https://doi.org/10.1016/s0929-1199(03)00023-3
Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong
2001 · The Journal of Finance · 327 citations
https://doi.org/10.1111/0022-1082.00345
Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence
2000 · The Journal of Finance · 61 citations
https://doi.org/10.1111/0022-1082.00303
A comprehensive long-term analysis of S&P 500 index additions and deletions
2013 · Journal of Banking & Finance · 57 citations
https://doi.org/10.1016/j.jbankfin.2013.08.027
Free Float And Market Liquidity: A Study Of Hong Kong Government Intervention
2004 · The Journal of Financial Research · 29 citations
https://doi.org/10.1111/j.1475-6803.2004.t01-1-00078.x
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