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A comprehensive long-term analysis of S&P 500 index additions and deletions

Chan, Kalok; Kot, Hung Wan; Tang, Gordon Y.N. - In: Journal of Banking & Finance 37 (2013) 12, pp. 4920-4930

We investigate the long-term effects of S&P 500 index additions and deletions on a sample of stocks from 1962 to 2003 and find a significant long-term price increase for both added and deleted stocks, with deleted stocks outperforming added stocks. The long-term price increase for added stocks...

Persistent link: https://www.econbiz.de/10010709483

The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market

Chan, Kalok; Menkveld, Albert J.; Yang, Zhishu - In: Journal of Financial Markets 10 (2007) 4, pp. 391-415

Persistent link: https://www.econbiz.de/10005320050

Profitability of monumentum strategies in the international equity markets

Chan, Kalok; Hameed, Allaudeen; Tong, Wilson H. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 153-172

Persistent link: https://www.econbiz.de/10001510053

Overnight information and intraday trading behavior : evidence from NYSE cross-listed stocks and their local market information

Chan, Kalok; Chockalingam, Mark; Lai, Kent W.L. - In: Journal of multinational financial management 10 (2000) 3/4, pp. 495-509

Persistent link: https://www.econbiz.de/10001532730

Depository 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. 2693-2717

Persistent link: https://www.econbiz.de/10001537344

Special issue on market microstructure

Rhee, S. Ghon (contributor); Chan, Kalok (contributor); … - 1999

Persistent link: https://www.econbiz.de/10001450500

Information in the cash market and stock index future market

Chan, Kalok - 1990

Persistent link: https://www.econbiz.de/10000839818

Are there rational speculative bubbles in Asian stocck markets?

Chan, Kalok; McQueen, Grant R.; Thorley, Steven - In: Pacific-Basin finance journal 6 (1998) 1/2, pp. 125- 151

Persistent link: https://www.econbiz.de/10001375762

The profitability of index futures arbitrage : evidence from bid-ask quotes

Bae, Kee-hong - In: The journal of futures markets 18 (1998) 7, pp. 743-763

Persistent link: https://www.econbiz.de/10001249189

Vector autoregression or simultaneous equations model? : The intraday relationship between index arbitrage and market volatility

Chan, Kalok - In: Journal of banking & finance 19 (1995) 1, pp. 173-179

Persistent link: https://www.econbiz.de/10001181847

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