Research Output per year
Personal profile
Education/Academic qualification
Finance, PhD, University of Queensland
2002 → 2006
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
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
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 journal › Article
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 journal › Article
Profitability
Jump
Equity markets
Empirical analysis
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 journal › Article
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 journal › Article
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 journal › Article
Macroeconomic news announcements
Jump
Announcement
News
Implied volatility