Howard W. H. Chan

Asset Pricing and the Illiquidity Premium

Howard W. H. Chan, Robert W. Faff · Financial Review · 2005 · 154 citations

Empirical Finance, Financial Data, Liquidity +16

An investigation into the role of liquidity in asset pricing: Australian evidence

Howard W. H. Chan, Robert W. Faff · Pacific-Basin Finance Journal · 2003 · 117 citations

Empirical Finance, Market Microstructure, Liquidity Risk +8

The effect of financial constraints, investment policy, product market competition and corporate governance on the value of cash holdings

Howard W. H. Chan, Yufei Lu, Hong Feng Zhang · Accounting and Finance · 2011 · 51 citations

Cost Of Capital, Excess Cash Holdings, Corporate Innovation +16

The relation between R&D intensity and future market returns: does expensing versus capitalization matter?

Howard W. H. Chan, Robert W. Faff, Philip Gharghori et al. · Review of Quantitative Finance and Accounting · 2007 · 51 citations

Empirical Finance, Economics, Financial Economics +10

The value of liquidity: Evidence from the derivatives market

Howard W. H. Chan, Sean Pinder · Pacific-Basin Finance Journal · 2000 · 34 citations

Empirical Finance, Market Microstructure, Economics +6