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Tangibility and investment irreversibility in asset pricing
Docherty, Paul; Chan, Howard Wei-hong; Easton, Steve - In: Accounting and finance : journal of the Accounting … 50 (2010) 4, pp. 809-827
Persistent link: https://www.econbiz.de/10008779213
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Asset tangibility, industry representation and the cross section of equity returns
Docherty, Paul; Chan, Howard Wei-hong; Easton, Steve - In: Australian journal of management 36 (2011) 1, pp. 75-87
Persistent link: https://www.econbiz.de/10009152299
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Australian evidence on the implementation of the size and value premia
Docherty, Paul; Chan, Howard Wei-hong; Easton, Steve - In: Accounting and finance : journal of the Accounting … 53 (2013) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10009751239
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Can we treat empirical regularities as state variables in the ICAPM? : evidence from Australia
Docherty, Paul; Chan, Howard Wei-hong; Easton, Steve - In: Pacific-Basin finance journal 22 (2013), pp. 107-124
Persistent link: https://www.econbiz.de/10009712441
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Explanations of cycles in seasoned equity offerings : an examination of the choice between rights issues and private placements
Melia, Adrian; Chan, Howard Wei-hong; Docherty, Paul; … - In: Pacific-Basin finance journal 50 (2018), pp. 16-25
Persistent link: https://www.econbiz.de/10012033645
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The effect of volatility estimates in the valuation of underwritten rights issues
Chan, Howard Wei-hong - In: Applied financial economics 7 (1997) 5, pp. 473-480
Persistent link: https://www.econbiz.de/10001229841
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Leptokurtic stock distributions : implications for option valuation
Chan, Howard Wei-hong - 1992
Persistent link: https://www.econbiz.de/10000873201
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Initiation of brokers' recommendations, market predictors and stock returns
Chan, Howard Wei-hong; Brown, Rob; Ho, Yew Kee - In: Journal of multinational financial management 16 (2006) 3, pp. 213-231
Persistent link: https://www.econbiz.de/10003328754
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Analysts' recommendations: from which signal does the market take its lead?
Brown, Rob; Chan, Howard Wei-hong; Ho, Yew Kee - In: Review of quantitative finance and accounting 33 (2009) 2, pp. 91-111
Persistent link: https://www.econbiz.de/10003880516
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Default risk and equity returns : Australian evidence
Gharghori, Philip; Chan, Howard Wei-hong; Faff, Robert W. - In: Pacific-Basin finance journal 17 (2009) 5, pp. 580-593
We test whether default risk is related to equity returns using the Fama and MacBeth [Fama, E.F., MacBeth, J., 1973. Risk, return, and equilibrium: empirical tests. Journal of Political Economy 81, 607-636.] regression framework. The proxy we use for default risk is the default probability...
Persistent link: https://www.econbiz.de/10003895398