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Kam Fong Chan
11
Chan, Kam Fong
7
Gray, Philip K.
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Sirimon Treepongkaruna
3
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2
Gray, Stephen
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Marsden, Alastair
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Marsh, Terry Alan
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ECONIS (ZBW)
18
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1
Climate policy uncertainty and the cross-section of stock returns
Sirimon Treepongkaruna
;
Chan, Kam Fong
;
Malik, Ihtisham
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473012
Saved in:
2
The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century
Go, You-How
;
Teo, Jia-Jun
;
Chan, Kam Fong
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1559-1575
Persistent link: https://www.econbiz.de/10014432916
Saved in:
3
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
4
Asset pricing on earnings announcement days
Chan, Kam Fong
;
Marsh, Terry Alan
- In:
Journal of financial economics
144
(
2022
)
3
,
pp. 1022-1042
Persistent link: https://www.econbiz.de/10013413222
Saved in:
5
COVID-19 vaccines and global stock markets
Chan, Kam Fong
;
Chen, Zhuo
;
Wen, Yuanji
;
Xu, Tong
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013553861
Saved in:
6
Asset prices, midterm elections, and political uncertainty
Chan, Kam Fong
;
Marsh, Terry Alan
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 276-296
Persistent link: https://www.econbiz.de/10012872632
Saved in:
7
Political uncertainty, market anomalies and Presidential honeymoons
Chan, Kam Fong
;
Gray, Philip K.
;
Gray, Stephen
;
Zhong, Angel
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012226090
Saved in:
8
A new government bond volatility index predictor for the U.S. equity premium
Pan, Zheyao
;
Kam Fong Chan
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
Saved in:
9
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
- In:
Journal of empirical finance
43
(
2017
),
pp. 43-58
Persistent link: https://www.econbiz.de/10011817903
Saved in:
10
Cross-border scheduled macroeconomic news impacts : evidence from high-frequency Asia Pacific currencies
Kam Fong Chan
;
Chhagan, Mahesh
;
Marsden, Alastair
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 37-54
Persistent link: https://www.econbiz.de/10011800614
Saved in:
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