Photo of Kam Chan
  • The University of Western Australia (M251), 35 Stirling Highway,

    6009 Perth

    Australia

  • 321 Citations
  • 7 h-Index
20052020

Research output per year

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Personal profile

Biography

Kam is currently an Associate Professor in Finance at the Business School, University of Western Australia. He was previously a senior lecturer in finance at the University of Queensland (Australia) in 2010-2019, and a lecturer in finance at the University of Auckland (New Zealand) in 2006-2008.

Between 2008 and 2010, Kam worked as an Assistant Vice President at the Risk Analytics Division, United Overseas Bank (UOB), Singapore. He was also a consultant to a financial services technology company based in Brisbane, Queensland, in 2011.

Kam's research focuses on political uncertainty, capital markets, financial econometrics, volatility modelling and risk management.

Education/Academic qualification

Finance, PhD, University of Queensland

20022006

Finance, MCom, Lincoln University

20002001

Research expertise keywords

  • Political uncertainty
  • Volatility modelling
  • Earnings news
  • Risk management
  • Asset pricing

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.

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Research Output

  • 321 Citations
  • 7 h-Index
  • 17 Article

Political uncertainty, market anomalies and Presidential honeymoons

Chan, K., Gray, P., Gray, S. & Zhong, A., Apr 2020, In : Journal of Banking and Finance. 113, 105749.

Research output: Contribution to journalArticle

  • 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

  • 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

  • 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

  • 2 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

  • 4 Citations (Scopus)

    Press / Media

    The asset markets and the coronavirus pandemic

    Kam Chan & Terry Marsh

    3/04/20

    1 item of Media coverage

    Press/Media: Press / Media

    Why stocks can’t wait for the midterms to be over

    Kam Chan & Terry Marsh

    6/05/18

    1 Media contribution

    Press/Media: Press / Media

    The truth behind the ‘presidential cycle’ for stocks

    Kam Chan & Terry Marsh

    3/11/17

    1 Media contribution

    Press/Media: Press / Media

    Popular investing advice that you should ignore

    Kam Chan & Terry Marsh

    12/04/17

    1 Media contribution

    Press/Media: Press / Media

    Sell in May and go Away: Mostly a myth, but not entirely

    Kam Chan & Terry Marsh

    9/02/17

    1 Media contribution

    Press/Media: Press / Media