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Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings

Chan, Kalok; Chan, Yue-Cheong - In: Journal of Financial Economics 114 (2014) 1, pp. 36-53

We investigate what stock return synchronicity reflects in terms of price informativeness by examining its effect on the pricing of seasoned equity offerings (SEOs). Based on 5,087 SEOs from 1984 to 2007, we find a significantly negative relation between stock return synchronicity (estimated as...

Persistent link: https://www.econbiz.de/10010906193

Stock price synchronicity and analyst coverage in emerging markets

Chan, Kalok; Hameed, Allaudeen - In: Journal of Financial Economics 80 (2006) 1, pp. 115-147

Persistent link: https://www.econbiz.de/10005376542

An empirical examination of information, differences of opinion, and trading activity

Bessembinder, Hendrik; Chan, Kalok; Seguin, Paul J. - In: Journal of Financial Economics 40 (1996) 1, pp. 105-134

Persistent link: https://www.econbiz.de/10005376556

Trade size, order imbalance, and the volatility-volume relation

Chan, Kalok; Fong, Wai-Ming - In: Journal of Financial Economics 57 (2000) 2, pp. 247-273

Persistent link: https://www.econbiz.de/10005376684

Time-varying risk premia and forecastable returns in futures markets

Bessembinder, Hendrik; Chan, Kalok - In: Journal of Financial Economics 32 (1992) 2, pp. 169-193

Persistent link: https://www.econbiz.de/10005210627

Investibility and return volatility

Bae, Kee-Hong; Chan, Kalok; Ng, Angela - In: Journal of Financial Economics 71 (2004) 2, pp. 239-263

Persistent link: https://www.econbiz.de/10005477945