| Asset market linkages: Evidence from financial, commodity and real estate assets KF Chan, S Treepongkaruna, R Brooks, S Gray Journal of Banking & Finance 35 (6), 1415-1426, 2011 | 353 | 2011 |
| Using extreme value theory to measure value-at-risk for daily electricity spot prices KF Chan, P Gray International Journal of forecasting 22 (2), 283-300, 2006 | 261 | 2006 |
| A new approach to characterizing and forecasting electricity price volatility KF Chan, P Gray, B van Campen International Journal of Forecasting 24 (4), 728-743, 2008 | 105 | 2008 |
| COVID-19 vaccines and global stock markets KF Chan, Z Chen, Y Wen, T Xu Finance Research Letters 47, 102774, 2022 | 66* | 2022 |
| Macro risk factors of credit default swap indices in a regime-switching framework KF Chan, A Marsden Journal of International Financial Markets, Institutions and Money 29, 285-308, 2014 | 48 | 2014 |
| Asset prices, midterm elections, and political uncertainty KF Chan, T Marsh Journal of Financial Economics 141 (1), 276-296, 2021 | 35 | 2021 |
| Volatility jumps and macroeconomic news announcements KF Chan, P Gray Journal of Futures Markets 38 (8), 881-897, 2018 | 29 | 2018 |
| Political uncertainty, market anomalies and presidential honeymoons KF Chan, P Gray, S Gray, A Zhong Journal of Banking & Finance 113, 105749, 2020 | 27 | 2020 |
| Diversification, rationality and the Asian economic crisis RG Bowman, KF Chan, MR Comer Pacific-Basin Finance Journal 18 (1), 1-23, 2010 | 25 | 2010 |
| A hedging strategy for New Zealand's exporters in transaction exposure to currency risk KF Chan, C Gan, PA McGraw Multinational Finance Journal 7 (1/2), 25-54, 2003 | 24 | 2003 |
| Asset pricing on earnings announcement days KF Chan, T Marsh Journal of Financial Economics 144 (3), 1022-1042, 2022 | 23 | 2022 |
| Do scheduled macroeconomic announcements influence energy price jumps? KF Chan, P Gray Journal of Futures Markets 37 (1), 71-89, 2017 | 22 | 2017 |
| Dividend persistence and dividend behaviour KF Chan, JG Powell, J Shi, T Smith Accounting & Finance 58 (1), 127-147, 2018 | 18 | 2018 |
| Currency jumps and crises: Do developed and emerging market currencies jump together? KF Chan, JG Powell, S Treepongkaruna Pacific-Basin Finance Journal 30, 132-157, 2014 | 16 | 2014 |
| Climate policy uncertainty and the cross-section of stock returns S Treepongkaruna, KF Chan, I Malik Finance Research Letters 55, 103837, 2023 | 14 | 2023 |
| Modelling conditional heteroscedasticity and jumps in Australian short‐term interest rates KF Chan Accounting & Finance 45 (4), 537-551, 2005 | 12 | 2005 |
| Market response of US equities to domestic natural disasters: industry‐based evidence IA Malik, RW Faff, KF Chan Accounting & Finance 60 (4), 3875-3904, 2020 | 10 | 2020 |
| Climate policy uncertainty and the cross-section of stock returns KF Chan, I Malik Available at SSRN 4075528, 2022 | 9 | 2022 |
| The asset markets and the coronavirus pandemic K Chan, T Marsh VoxEU Weblog. April 3, 2020 | 9 | 2020 |
| Systematic cojumps, market component portfolios and scheduled macroeconomic announcements KF Chan, RG Bowman, CJ Neely Journal of Empirical Finance 43, 43-58, 2017 | 9 | 2017 |
