Thomas W. C. Chan

Impacts of the COVID-19 pandemic on financial market connectedness

Mike K. P. So, Amanda M. Y. Chu, Thomas W. C. Chan · Finance research letters · 2020 · 172 citations

Economics, Financial Economics, Financial Market Connectedness +4

Learning from work-from-home issues during the COVID-19 pandemic: Balance speaks louder than words

Amanda M. Y. Chu, Thomas W. C. Chan, Mike K. P. So · PLoS ONE · 2022 · 64 citations · Full text

Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: Applications for financial risk management

Mike K. P. So, Thomas W. C. Chan, Amanda M. Y. Chu · Journal of Econometrics · 2020 · 30 citations

Portfolio Optimization, Asset Pricing, High-dimensional Dynamic Covariance +11

Dynamic Network Analysis of COVID-19 with a Latent Pandemic Space Model

Amanda M. Y. Chu, Thomas W. C. Chan, Mike K. P. So et al. · International Journal of Environmental Research and Public Health · 2021 · 17 citations · Full text

Coronavirus Disease 2019, Infectious Disease Modelling, Network Science +14