E-LIB Suche - Ergebnisse für: Chan, Kam Fong

1

The effectiveness of crude oil futures hedging during infec..:

Go, You‐How ; Teo, Jia‐Jun ; Chan, Kam Fong
Journal of Futures Markets. 43 (2023) 11 - p. 1559-1575 , 2023

Link: https://doi.org/10.1002/..

2

Climate policy uncertainty and the cross-section of stock r..:

Treepongkaruna, Sirimon ; Chan, Kam Fong ; Malik, Ihtisham
Finance Research Letters. 55 (2023) - p. 103837 , 2023

Link: https://doi.org/10.1016/..

3

What can we learn from firm-level jump-induced tail risk ar..:

Liu, Mengxi (Maggie) ; Chan, Kam Fong ; Faff, Robert
Journal of Banking & Finance. 138 (2022) - p. 106409 , 2022

Link: https://doi.org/10.1016/..

4

COVID-19 vaccines and global stock markets:

Chan, Kam Fong ; Chen, Zhuo ; Wen, Yuanji.
Finance Research Letters. 47 (2022) - p. 102774 , 2022

Link: https://doi.org/10.1016/..

5

Asset pricing on earnings announcement days:

Chan, Kam Fong ; Marsh, Terry
Journal of Financial Economics. 144 (2022) 3 - p. 1022-1042 , 2022

Link: https://doi.org/10.1016/..

6

Asset prices, midterm elections, and political uncertainty:

Chan, Kam Fong ; Marsh, Terry
Journal of Financial Economics. 141 (2021) 1 - p. 276-296 , 2021

Link: https://doi.org/10.1016/..

7

Political uncertainty, market anomalies and Presidential ho..:

Chan, Kam Fong ; Gray, Philip ; Gray, Stephen.
Journal of Banking & Finance. 113 (2020) - p. 105749 , 2020

Link: https://doi.org/10.1016/..

8

The profitability of trading on large Lévy jumps:

Chan, Kam Fong ; Gray, Phil ; Pan, Zheyao
International Review of Finance. 21 (2019) 2 - p. 627-635 , 2019

Link: https://doi.org/10.1111/..

9

A new government bond volatility index predictor for the U...:

Pan, Zheyao ; Chan, Kam Fong
Pacific-Basin Finance Journal. 50 (2018) - p. 200-215 , 2018

Link: https://doi.org/10.1016/..

10

Systematic cojumps, market component portfolios and schedul..:

Chan, Kam Fong ; Bowman, Robert G. ; Neely, Christopher J.
Journal of Empirical Finance. 43 (2017) - p. 43-58 , 2017

Link: https://doi.org/10.1016/..

11

Cross-border scheduled macroeconomic news impacts: Evidence..:

Chan, Kam Fong ; Chhagan, Mahesh ; Marsden, Alastair
Pacific-Basin Finance Journal. 43 (2017) - p. 37-54 , 2017

Link: https://doi.org/10.1016/..

12

Do Scheduled Macroeconomic Announcements Influence Energy P..:

Chan, Kam Fong ; Gray, Philip
Journal of Futures Markets. 37 (2016) 1 - p. 71-89 , 2016

Link: https://doi.org/10.1002/..

13

Dividend persistence and dividend behaviour:

Chan, Kam Fong ; Powell, John G. ; Shi, Jing..
Accounting & Finance. 58 (2016) 1 - p. 127-147 , 2016

Link: https://doi.org/10.1111/..

14

A Hedging Strategy for New Zealand's Exporters in Transacti..:

Chan, Kam Fong ; Gan, Christopher ; McGraw, Patricia A.
Multinational Finance Journal. 7 (2015) 1/2 - p. 25-54 , 2015

Link: https://ssrn.com/abstrac..

15

Macro risk factors of credit default swap indices in a regi..:

Chan, Kam Fong ; Marsden, Alastair
Journal of International Financial Markets, Institutions and Money. 29 (2014) - p. 285-308 , 2014

Link: https://doi.org/10.1016/..