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An empirical analysis of Chinese stock price anomalies and volatility

Luo, Jin; Gan, Christopher; Hu, Baiding; Kao, Tzu-Hui - In: Investment management and financial innovations 6 (2009) 1, pp. 199-216

Persistent link: https://www.econbiz.de/10003917907

Are there rational speculative bubbles in the Philippine stock market?

Nartea, Gilbert V.; Hu, Bo; Hu, Baiding - In: The Philippine review of economics : a joint … 50 (2013) 1, pp. 23-44

Persistent link: https://www.econbiz.de/10010424583

An empirical analysis of the effects of market response to bank loan announcements in Hong Kong stock market

Qing, Carol Chen; Gan, Christopher; Li, Zhaohua - In: Journal of banking regulation 12 (2011) 3, pp. 210-226

Persistent link: https://www.econbiz.de/10009155930

An empirical analysis of the Chinese stock market : overvalued/undervalued

Tan, Zhen Hua; Gan, Christopher; Li, Zhaohua - In: International journal of applied economics and … 18 (2010) 1, pp. 44-74

Persistent link: https://www.econbiz.de/10008910020

The evolution of China's banking system : bank loan announcements 1996 - 2009

Gan, Christopher; Zhang, Yuan; Li, Zhaohua; Cohen, David A. - In: Accounting and finance : journal of the Accounting … 54 (2014) 1, pp. 165-188

Persistent link: https://www.econbiz.de/10010342405

Good coups, bad coups : evidence from Thailand’s financial markets

Sutsarun Lumjiak; Nguyen Thi Thieu Quang; Gan, Christopher - In: Investment management and financial innovations 15 (2018) 2, pp. 68-86

Persistent link: https://www.econbiz.de/10012055108

Predictive ability of low-frequency volatility measures : evidence from the Hong Kong stock markets

Gan, Christopher; Nartea, Gilbert V.; Wu, Ji - In: Finance research letters 26 (2018), pp. 40-46

Persistent link: https://www.econbiz.de/10012005426

Determinants of share returns following repurchase announcements in China

Gan, Christopher; Bian, Chao; Wu, Damon; Cohen, David A. - In: Investment management and financial innovations 14 (2017) 2, pp. 4-18

Persistent link: https://www.econbiz.de/10011817417

Revisiting the impact of stock market liquidity on bank liquidity creation : evidence from Malaysia

Toh, Moau Yong; Gan, Christopher; Li, Zhaohua - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1776-1802

Persistent link: https://www.econbiz.de/10012210907

An Empirical Cross-Section Analysis of Stock Returns on the Chinese A-Share Stock Market

Gan, Christopher - 2017

This study applied the Fama-French three-factor model (1993) and CAPM to examine A-shares in Chinese equity market from 1996 to 2005. The authors find a positive relation between book-to-market ratio and stock excess returns, and negative between size and stock excess returns. The results...

Persistent link: https://www.econbiz.de/10012963663