Concepedia

Kalok Chan

KC

62

Publications

9.3K

Citations

37

H-Index

1991

Active since

Affiliations

Hong Kong University of Science and Technology(Current)

University of Hong Kong

Arizona State University

Chinese University of Hong Kong

National University of Singapore

Kalok Chan is an author at Hong Kong University of Science and Technology specializing in finance, business, and financial economics.

Top concepts

FinanceBusinessFinancial EconomicsAsset PricingEconomicsMarket MicrostructureGlobal FinanceEconomic AnalysisAccountingEmpirical Finance

Publications per year

1991–2023

62

Publications

62

What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide

Kalok Chan, Vicentiu Covrig, Lilian Ng · The Journal of Finance · 2005 · 907 citations

Emerging Market, Economics, Financial Economics +13

Stock price synchronicity and analyst coverage in emerging markets

Kalok Chan, Allaudeen Hameed · Journal of Financial Economics · 2005 · 831 citations

Emerging Market, Economics, Financial Economics +6

A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market

Kalok Chan · Review of Financial Studies · 1992 · 657 citations

Intraday Lead–lag Relation, Time Series Econometrics, Cash Index +16

Intraday Volatility in the Stock Index and Stock Index Futures Markets

Kalok Chan, K.C. Chan, George Andrew Karolyi · Review of Financial Studies · 1991 · 455 citations

Economics, Volatility Modeling, Financial Economics +12

Profitability of Momentum Strategies in the International Equity Markets

Kalok Chan, Allaudeen Hameed, Wilson H.S. Tong · Journal of Financial and Quantitative Analysis · 2000 · 438 citations

Rows per page

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