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Chan Kalok

Assistant professor
Dept of Finance
Asia-Pacific Institute of Business, The (APIB)
China

Biography

Professor Kalok Chan is the Dean of The Chinese University of Hong Kong (CUHK) Business School and Wei Lun Professor of Finance. Prof. Chan joined CUHK Business School in 2014 November, from his previous role as Chair Professor of Finance and Acting Dean of the Hong Kong University of Science and Technology (HKUST) Business School. Prior to that, he was Head of HKUST’s Finance Department from 2003 to 2013, the founding director of the HKUST-NYU Stern Joint Master in Global Finance program, and had established the Value Partners Centre for Investing. He was associate professor of finance at Arizona State University prior to joining the HKUST. Prof. Chan obtained his B.S.Sc in Economics from CUHK, and PhD in Finance from Ohio State University. As a leading scholar and a prominent researcher, Prof. Chan has had numerous publications in top ranked finance journals, and has been ranked as the top finance researcher in the Asia-Pacific region by the Pacific-Basin Finance Journal, most recently in 2011. His research interests focus on dynamics of asset prices, derivatives, market micro-structure, and international financial markets. Prof. Chan is active in contributing to the profession. He has been Chairman of the Organizing Committee of the HKIB Outstanding Financial Management Planner Awards since 2009. Prof. Chan was also the President of Asian Finance Association from 2008 to 2010, and currently serves as a member of Hang Seng Index Advisory Committee, Hong Kong Housing Authority, EFAC Financial Infrastructure Sub-Committee of Hong Kong Monetary Authority, and TraHK Supervisory Committee.

Research Interest

Asset Prices Behavior, Market Microstructure, Market Volatility, International Finance, Emerging Financial Markets.

Publications

  • “The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from Futures Markets”, with Yiuman Tse and Michael William, 2011, Commodity Prices and Markets, NBER-EASE, edited by Takatoshi Ito and Andrew K. Rose, Vol 20, 47-71

  • “Cross-Sectional Stock Return Predictability in China”, with Nusret Cakici and Kudret Topyan, 2014,European Journal of Finance

  • “Price Informativeness and Stock Return Synchronicity:Evidence from the Pricing of Seasoned Equity Offerings”, with Y.C. Chan, 2014, Journal of Financial Economics, vol. 114, 36-53.

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