Photo of Kam Chan

Kam Chan

Dr

  • 300 Citations
  • 7 h-Index
20052019
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Personal profile

Education/Academic qualification

Finance, PhD, University of Queensland

20022006

Fingerprint Dive into the research topics where Kam Chan is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 6 Similar Profiles
Jump Business & Economics
News Business & Economics
Macroeconomic announcements Business & Economics
Currency Business & Economics
Volatility index Business & Economics
Announcement Business & Economics
Economics Business & Economics
Persistence Business & Economics

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Research Output 2005 2019

  • 300 Citations
  • 7 h-Index
  • 16 Article

Market response of US equities to domestic natural disasters: industry-based evidence

Malik, I. A., Faff, R. W. & Chan, K. F., 21 Jun 2019, In : Accounting and Finance.

Research output: Contribution to journalArticle

Market response
Industry
Disaster
Equity
Natural disasters

The profitability of trading on large Lévy jumps

Chan, K. F., Gray, P. & Pan, Z., 17 Jul 2019, In : International Review of Finance. 9 p.

Research output: Contribution to journalArticle

Profitability
Jump
Equity markets
Empirical analysis
2 Citations (Scopus)

A new government bond volatility index predictor for the U.S. equity premium

Pan, Z. & Chan, K. F., Sep 2018, In : Pacific Basin Finance Journal. 50, p. 200-215 16 p.

Research output: Contribution to journalArticle

Volatility index
Equity premium
Government bonds
Innovation
Predictors
3 Citations (Scopus)

Dividend persistence and dividend behaviour

Chan, K. F., Powell, J. G., Shi, J. & Smith, T., Mar 2018, In : Accounting and Finance. 58, 1, p. 127-147 21 p.

Research output: Contribution to journalArticle

Persistence
Dividends
Spurious regression
Common component
Spurious correlation

Volatility jumps and macroeconomic news announcements

Chan, K. F. & Gray, P., Aug 2018, In : Journal of Futures Markets. 38, 8, p. 881-897 17 p.

Research output: Contribution to journalArticle

Macroeconomic news announcements
Jump
Announcement
News
Implied volatility