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International portfolio allocations during the Asian financial crisis : evidence from US closed-end funds

Chan, Kalok; Bae, Kee-hong; Fong, Wai-ming - In: Stock market liquidity : implications for market …, (pp. 95-113). 2008

Persistent link: https://www.econbiz.de/10003650504

The informational role of stock and option volume

Chan, Kalok; Chung, Y. Peter; Fong, Wai-ming - In: The review of financial studies 15 (2002) 4, pp. 1049-1075

Persistent link: https://www.econbiz.de/10001716074

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/10001494741

Investor participation and the volatility-volume relation : evidence from an emerging market

Bian, Jiangze; Chan, Kalok; Fong, Wai-ming - In: Emerging markets review 45 (2020)

Persistent link: https://www.econbiz.de/10012503237

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

Free Float And Market Liquidity: A Study Of Hong Kong Government Intervention

Chan, Kalok; Chan, Yue-Cheong; Fong, Wai-Ming - In: Journal of Financial Research 27 (2004) 2, pp. 179-197

The August 1998 Hong Kong government intervention in the stock market offers a natural experiment for studying the relation between a free float and market liquidity, where a free float is the portion of listed share capital that is freely traded on the market. Our findings show that, relative...

Persistent link: https://www.econbiz.de/10005266653

The Informational Role of Stock and Option Volume

Chan, Kalok; Chung, Y. Peter; Fong, Wai-Ming - In: The review of financial studies 15 (2013) 4, pp. 1049-1048

Persistent link: https://www.econbiz.de/10010114452

The Informational Role of Stock and Option Volume

Chan, Kalok; Chung, Y.Peter; Fong, Wai-Ming - In: The review of financial studies 15 (2002) 4, pp. 1049-1076

Persistent link: https://www.econbiz.de/10007036826

The Informational Role of Stock and Option Volume

Chan, Kalok; Chung, Y. Peter; Fong, Wai-Ming - In: Review of Financial Studies 15 (2002) 4, pp. 1049-1075

This article analyzes the intraday interdependence of order flows and price movements for actively traded NYSE stocks and their Chicago Board Options Exchange (CBOE)-traded options. Stock net trade volume (buyer-initiated volume minus seller-initiated volume) has strong predictive ability for...

Persistent link: https://www.econbiz.de/10005743886

Free Float And Market Liquidity: A Study Of Hong Kong Government Intervention

Chan, Kalok; Chan, Yue-Cheong; Fong, Wai-Ming - In: The journal of financial research : a publ. of the … 27 (2004) 2, pp. 179-198

Persistent link: https://www.econbiz.de/10006817753