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ECONIS (ZBW)
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21
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
- In:
Journal of empirical finance
43
(
2017
),
pp. 43-58
Persistent link: https://www.econbiz.de/10011817903
Saved in:
22
Cross-border scheduled macroeconomic news impacts : evidence from high-frequency Asia Pacific currencies
Kam Fong Chan
;
Chhagan, Mahesh
;
Marsden, Alastair
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 37-54
Persistent link: https://www.econbiz.de/10011800614
Saved in:
23
Asset prices, midterm elections, and political uncertainty
Chan, Kam Fong
;
Marsh, Terry Alan
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 276-296
Persistent link: https://www.econbiz.de/10012872632
Saved in:
24
Asset pricing on earnings announcement days
Chan, Kam Fong
;
Marsh, Terry Alan
- In:
Journal of financial economics
144
(
2022
)
3
,
pp. 1022-1042
Persistent link: https://www.econbiz.de/10013413222
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25
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
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26
Climate policy uncertainty and the cross-section of stock returns
Sirimon Treepongkaruna
;
Chan, Kam Fong
;
Malik, Ihtisham
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473012
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27
The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century
Go, You-How
;
Teo, Jia-Jun
;
Chan, Kam Fong
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1559-1575
Persistent link: https://www.econbiz.de/10014432916
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28
COVID-19 vaccines and global stock markets
Chan, Kam Fong
;
Chen, Zhuo
;
Wen, Yuanji
;
Xu, Tong
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013553861
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29
Stock weighting and nontrading bias in estimated portfolio returns
Gray, Philip K.
- In:
Accounting and finance : journal of the Accounting …
54
(
2014
)
2
,
pp. 467-503
Persistent link: https://www.econbiz.de/10010373402
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30
Economic significance of predictability in Australian equities
Gray, Philip K.
- In:
Accounting and finance : journal of the Accounting …
48
(
2008
)
5
,
pp. 783-805
Persistent link: https://www.econbiz.de/10003782246
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