Chan Kalok

Kalok Chan ( eng.  Kalok Chan ; Yer . 陳家樂, Cant. -Russisk. Chan Kalok , kinesisk-russisk. Chen Jiale ; født i 1961 , Hong Kong , Det britiske imperium ) er en kinesisk økonom , dekan og professor i økonomi ved det kinesiske imperium Universitetet i Hong Kong .

Biografi

Kalok Chan blev født i 1961 i Hong Kong [1] .

Kalok Chan modtog en bachelorgrad i økonomi fra det kinesiske universitet i Hong Kong i 1985 , og i 1983 rejste Chan til USA, hvor han blev tildelt en ph.d. i finans fra Ohio State University i 1990 [2] .

Han begyndte sin lærerkarriere som adjunkt økonomi fra 1990-1995 og lektor i økonomi fra 1995-1997 ved Arizona State University . Tilbage i Hong Kong, var lektor 1995-2000, fuld professor 2000-2002, formand for finans siden 2002, Synergys-Jeffrey Yen professor siden 2008, dekan 2013-2014 ved Hong Kong University of Science and Technology . Han er også i øjeblikket dekan og professor i finans ved Wei Long Department of Business School ved det kinesiske universitet i Hong Kong siden 2014 [2] .

Kalok Chan var gæstestipendiat ved Department of Economics and Finance, City University of Hong Kong i 1994, gæsteprofessor ved National University of Singapore i 2000-2001 og 2007, gæsteprofessor ved Nanyang Technological University i 2006, medredaktør i 1997 -2008, assisterende redaktør siden 2008 Pacific-Basin Finance Journal og assisterende redaktør af Journal of Financial Research 2006-2013 og Review of Finance 2008-2011, Asia-Pacific Journal of Financial Studies 2007-2010 år, "Finance Letters" i 2003- 2006, "Asia-Pacific Journal of Finance" i 1996-1998, formand for Asian Finance Association i 2008-2010 [2] .

Kalok Chan har været assisterende redaktør af Journal of Applied Finance siden 2013 og Journal of Financial Perspectives siden 2012, Emerging Market Review siden 2007, formand for organisationskomiteen for Hong Kong Institute of Bankers siden 2008, medlem af TraHK Supervisory Committee siden 2014, medlem af investeringsudvalget for hospitalsadministrationen siden 2009, medlem af Hang Seng-indekset siden 2008 [2] .

Priser

• 1988 - McCoy Fellowship fra Ohio State University ;
• 1989 - Pris for enestående videnskabelig præstation fra Ohio State University ;
• 1989 - Præsidentstipendium fra Ohio State University ;
• 1994 - Fakultet Assistance Grant fra Arizona State University ;
• 1994 - Forskningsbevilling fra Arizona State University ;
• 1994 - forskningsbevilling fra PACAP;
• 1997 - Wei Long Foundation-stipendium fra Hong Kong University of Science and Technology ;
• 2000 - treårigt stipendium fra Wei Long Foundation;
• 2000 - toårigt stipendium fra Doktorgradsfonden;
• 2002 - Pris for det bedste arbejde fra PACAP ved International Conference on Finance;
• 2003 - Pris for fremragende arbejde fra Østens Finansforbund;
• 1996, 1998, 2000, 2002, 2004, 2006, 2008, 2010, 2012 - forskningsbevilling fra Hong Kong Research Council;
• 2003 - kom på listen over de 1000 mest citerede økonomer i 1990-2000 ifølge M. Blaug ;
• 2001, 2009, 2011 - rangeret blandt de bedste finansielle forskere i Asien-Stillehavsregionen ifølge Pacific-Basin Finance Journal;
• 2006 - Barclays Research Award fra Australiens globale investorer;
• 2008 - Pris for det bedste arbejde fra China International Conference on Finance;
• 2011 - Forskningspris fra Hong Kong Society of Financial Analysts.

Bibliografi

• Chan K., Chan YC Prisinformativitet og aktieafkastsynkronicitet: Bevis fra prisfastsættelsen af ​​erfarne aktietilbud//Journal of Financial Economics, 2014
• Chan K., Cakici N., Topyan K. Tværsnitlig aktieafkastforudsigelighed i Kina//European Journal of Finance, 2014
• Chan K., Dasgupta S., Gao N. When the Tail Wags the Dog: Industry Leaders and Cross-Industry Information Diffusion// Management Science, Vol 59, no. 11, 2013-s. 2566-2585
• Chan K., Hameed A., Kang W. Aktiekurssynchronicitet og likviditet//Journal of Financial Markets, Vol 16, 2013 -pp. 416-438
• Chan K., Covrig V. Why Foreign Investors Trade More Frequently?//Journal of International Money and Finance, Vol 31, 2012 -pp. 793-817
• Chan K., Chung P. "Asymmetric Price Distribution and Bud-Ask Quotes in the Stock Option Market//Asia-Pacific Journal of Financial Studies, Vol 41, 2012 -pp.87-102
• Chan K., Tse Y., William M. Forholdet mellem råvarepriser og valutakurser: Evidence from Futures Markets//Råvarepriser og markeder/redigeret af Takatoshi Ito og Andrew K. Rose, NBER-EASE Vol 20, 2011 — s. 47-71
• Chan K., Covrig V., Ng L. "Home Bias and Firm Value, Evidence from Holdings of Mutual Funds Worldwide// Journal of International Economics, 2009 -s. 230-241
• Chan K., Menkveld AJ, Yang Z. Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount//Journal of Finance, Vol 63, 2008 -pp.159-196
• Bae K.-H., Chan K., Fong W.-M. "Internationale porteføljeallokeringer under den asiatiske finanskrise: Beviser fra amerikanske lukkede fonde// Stock Market Liquidity: Implikations for Market Microstructure and Asset Pricing/red. GN Gregoriou og F.-S. Lhabitant, 2008
• Chan K., Kot H.-W. Portfolio Concentration and Closed-End Fund Discounts: Evidence from the China market//Emerging Market Finance, Vol 9, 2007-pp.129−143
• Ahn H.-J., Cai J., Chan K., Hamao Y. Tick Size Change and Liquidity Provision on the Tokyo Stock Exchange//Journal of the Japanese and International Economies, Vol 21, 2007 -pp. 173-194.
• Chan K., Menkveld AJ, Yang Z. The informativeness of indenlandske og udenlandske investorers aktiehandler: Evidence from the perfectly segmented Chinese market//Journal of Financial Markets, Vol 10, 2007 - pp. 391-415
• Chan K., Hameed A. Aktiekurssynkronicitet og analytikerdækning i Emerging Markets//Journal of Financial Economics, bind 80, 2006 — s.115-147
• Chan K., Kot H.-W. Price Reversal and Momentum Strategies// Journal of Investment Management, Vol 4, 2006 - s.70-89.
• Chan K., "Market Segmentation and Share Price Premium: Evidence from Chinese Stock Markets" 2005, med Johnny Kwok, Journal of Emerging Market Finance, 4, 43-61.
• Chan K., "What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide", med Vincentiu Covrig og Lilian Ng, 2005, Journal of Finance Vol 60, 1495-1534
• Chan K., "Free Float and Market Liquidity: Evidence from Hong Kong Government's Intervention," med Yue-Cheong Chan og Wai-Ming Fong, 2004, Journal of Financial Research, Vol 27, 179-197.
• Chan K., "Underprissætning og langsigtet præstation af børsintroduktioner i Kina, med KC John Wei og Junbo Wang, 2004, Journal of Corporate Finance, Vol 10, 409-430.
• Chan K., "Investability and Return Volatility in Emerging Equity Markets", med Kee-Hong Bae og Angela Ng, 2004, Journal of Financial Economics, Vol 71, 239-263.
• Chan K., "Hvad hvis handelssted er forskelligt fra forretningssted? Evidence from Jardine Group Trading", med Allaudeen Hameed og Sie-Ting Lau, 2003, Journal of Finance, Vol 58, 1221-1246.
• Chan K., "The Informational Role of Stock and Option Volume," med Peter Chung og Wai-Ming Fong, 2002, Review of Financial Studies 15,1049-1075.
• Chan K., "Limit Orders, Depth, and Volatiltiy, Evidence from Stock Exchange of Hong Kong" med Hee-Joon Ahn og Kee-Hong Bae, Journal of Finance, 2001, Vol 56, 767-788.
• Chan K., "Depository Receipts, Country Funds, and the Peso Crash: The Intraday Evidence", med Warren Bailey og Peter Chung, Journal of Finance, 2000, bind 55, 2693-2717.
• Chan K., "Overnight Information and Intraday Trading Behavior: Evidence from NYSE Cross-listed Stocks and their Local Market Information", med Mark Chockalingam og Wan Lai, Journal of Multinational Financial Management, 2000, bind 10, 495-509.
• Chan K., "Trade Size, Order Ubalance, and the Volatility-Volume Relation," med Wai-Ming Fong, Journal of Financial Economics, 2000, bind 57, 247-273.
• Chan K., Profitability of Momentum Strategies in the International Equity Markets, med Allaudeen Hameed og Wilson Tong, Journal of Financial and Quantitative Analysis, 2000, bind 35, 153-172.
• Chan K., "Bid-Ask Spread and Arbitrage Profitability: A Study of the Hong Kong Index Futures and Options Market", med Kee-Hong Bae og Yan-Leung Cheung, Journal of Futures Market, 1998, Vol 18, 743-763 .
• Bessembinder H., Chan K. Market Efficiency and the Returns to Technical Analysis//Financial Management, Vol 27, No 2, 1998 -pp.5-17
• Chan K., McQueen G., Thorley S. Asian Stock Market Bubbles// Pacific-Basin Finance Journal, Vol 6, 1998 -pp.125-152.
• Bessembinder H., Chan K., Seguin P. An Empirical Examination of Information, Differences of Opinion, and Trading Activity // Journal of Financial Economics, Vol 40, 1996 -pp.105-134
• Chan K., Chung P., Johnson H. Intraday Bid-Ask Spread Pattern in the Stock and Option Market// Journal of Finance and Quantitative Analysis, Vol 30, 1995 -pp.329-346
• Chan K., "Vektor autoregression eller simultane ligningsmodel? Intraday Relationship Between Index Arbitrage and Market Volatility," med Peter Chung, Journal of Banking and Finance, 1995, bind 19, 173-179.
• Chan K., "The Profitability of Technical Trading Rules in the Asian Stock Markets," med Hank Bessembinder, .Pacific-Basin Finance Journal, 1995, bind 3, 257-284.
• Chan K., "Hvorfor Optionspriser forsinker aktiepriser: En handelsbaseret forklaring," med Peter Chung og Herb Johnson, Journal of Finance, 1993, bind 48, 1957-1967.
• Chan K., "Ufuldkommen information og kryds-autokorrelation blandt aktiekurser," Journal of Finance, 1993, bind 48, 1211-1230.
• Chan K., "Index Arbitrage, Spot and Futures Price Volatility, and Spot Market Volume: A test with Intraday Transactions Data", med Peter Chung, Journal of Banking and Finance, 1993, Vol 17, 663-688.
• Chan K., "Price Volatility in the Hong Kong Stock Market: A Test of the Information and Trading Noise Hypothesis," med Yue-cheong Chan, Pacific-Basin Finance Journal, 1993, bind 1, 189-201.
• Chan K., "Time Variing Risk Premium and Forecastable Returns in Futures Markets," med Hank Bessembinder, Journal of Financial Economics, bind 32, 1992 - s.169-193.
• Chan K. En yderligere analyse af forholdet mellem pengemarkedet og aktieindeksets fremtidsmarkeder//Review of Financial Studies, bind 5, 1992, side 123-152.
• Chan K., Chan KC, Karolyi A. Intraday Volatility in the Stock Market and Stock Index Futures Market//Review of Financial Studies, Vol 4, 1991 -pp.657-684.

Noter

1. ↑ Blaug M. Hvem er hvem i økonomi , fjerde udgave. — Edward Elgar Publishing . - 2003. - S. 145-146. - ISBN 978-1-84064-992-5 .
2. ↑ 1 2 3 4 5 6 CUHK Handelsskole . Akademisk personale - Chan, Kalok . – december 2015.