Using extreme value theory to measure value-at-risk for daily electricity spot prices von Fong Chan, Kam, Gray, Philip

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Do Scheduled Macroeconomic Announcements Influence Energy Price Jumps? von Chan, Kam Fong, Gray, Philip

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The profitability of trading on large Lévy jumps von Chan, Kam Fong, Gray, Phil, Pan, Zheyao

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A new government bond volatility index predictor for the U.S. equity premium von Pan, Zheyao, Chan, Kam Fong

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The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century von Go, You‐How, Teo, Jia‐Jun, Chan, Kam Fong

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Macro risk factors of credit default swap indices in a regime-switching framework von Chan, Kam Fong, Marsden, Alastair

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Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies von Chan, Kam Fong, Chhagan, Mahesh, Marsden, Alastair

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Asset market linkages: Evidence from financial, commodity and real estate assets von Chan, Kam Fong, Treepongkaruna, Sirimon, Brooks, Robert, Gray, Stephen

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Systematic cojumps, market component portfolios and scheduled macroeconomic announcements von Chan, Kam Fong, Bowman, Robert G., Neely, Christopher J.

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Dividend persistence and dividend behaviour von Chan, Kam Fong, Powell, John G., Shi, Jing, Smith, Tom, Walsh, Kathleen

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Asset prices, midterm elections, and political uncertainty von Chan, Kam Fong, Marsh, Terry

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Asset pricing on earnings announcement days von Chan, Kam Fong, Marsh, Terry

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A new approach to characterizing and forecasting electricity price volatility von Chan, Kam Fong, Gray, Philip, van Campen, Bart

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Currency jumps and crises: Do developed and emerging market currencies jump together? von Chan, Kam Fong, Powell, John G., Treepongkaruna, Sirimon

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Climate policy uncertainty and the cross-section of stock returns von Treepongkaruna, Sirimon, Chan, Kam Fong, Malik, Ihtisham

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Corporate innovation culture and ESG: Evidence from textual analysis in emerging market von Likitapiwat, Tanakorn, Starita, Stefano, Treepongkaruna, Sirimon, Chan, Kam Fong

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Political uncertainty, market anomalies and Presidential honeymoons von Chan, Kam Fong, Gray, Philip, Gray, Stephen, Zhong, Angel

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COVID-19 vaccines and global stock markets von Chan, Kam Fong, Chen, Zhuo, Wen, Yuanji, Xu, Tong

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Diversification, rationality and the Asian economic crisis von Bowman, Robert G., Chan, Kam Fong, Comer, Matthew R.

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Modelling conditional heteroscedasticity and jumps in Australian short-term interest rates von Chan, Kam Fong

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