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Why Option Prices Lag Stock Prices: A Trading-based Explanation
Chan, Kalok; Chung, Y.Peter; Johnson, Herb - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1957-1968
Persistent link: https://www.econbiz.de/10006603618
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ARTICLES - Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence
Bailey, Warren; Chan, Kalok; Chung, Y.Peter - In: The journal of finance : the journal of the American … 55 (2000) 6, pp. 2693-2718
Persistent link: https://www.econbiz.de/10006566923
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The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options
Chan, Kalok; Chung, Y.Peter; Johnson, Herb - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 329-346
Persistent link: https://www.econbiz.de/10006707544
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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
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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
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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
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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
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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
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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
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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