| Conditional jump dynamics in stock market returns WH Chan, JM Maheu Journal of Business & Economic Statistics 20 (3), 377-389, 2002 | 474 | 2002 |
| The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis PC Boxall, WH Chan, ML McMillan Resource and energy economics 27 (3), 248-269, 2005 | 267 | 2005 |
| University efficiency: A comparison and consolidation of results from stochastic and non‐stochastic methods ML McMillan, WH Chan Education economics 14 (1), 1-30, 2006 | 228 | 2006 |
| Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin WH Chan, M Le, YW Wu The Quarterly Review of Economics and Finance 71, 107-113, 2019 | 170 | 2019 |
| Jumping hedges: An examination of movements in copper spot and futures markets WH Chan, D Young Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 86 | 2006 |
| Invariance, price indices and estimation in almost ideal demand systems A Buse, WH Chan Empirical Economics 25, 519-539, 2000 | 54 | 2000 |
| A correlated bivariate Poisson jump model for foreign exchange WH Chan Empirical Economics 28, 669-685, 2003 | 50 | 2003 |
| Conditional correlated jump dynamics in foreign exchange WH Chan Economics Letters 83 (1), 23-28, 2004 | 34 | 2004 |
| Dynamic hedging with foreign currency futures in the presence of jumps WH Chan Studies in Nonlinear Dynamics & Econometrics 12 (2), 2008 | 27 | 2008 |
| The economic value of using realized volatility in forecasting future implied volatility WH Chan, R Jha, M Kalimipalli Journal of Financial Research 32 (3), 231-259, 2009 | 25 | 2009 |
| Weather, inventory and common jump dynamics in natural gas futures and spot markets WH Chan, GHK Wang, L Yang Available at SSRN 1537762, 2009 | 23 | 2009 |
| Forecasting volatility: Roles of sampling frequency and forecasting horizon WH Chan, X Cheng, JKW Fung Journal of Futures Markets 30 (12), 1167-1191, 2010 | 22 | 2010 |
| Evaluating corporate credit risks in emerging markets O Dodd, M Kalimipalli, W Chan International Review of Financial Analysis 73, 101610, 2021 | 21 | 2021 |
| Long-range dependence in the international diamond market TTL Chong, C Lu, WH Chan Economics Letters 116 (3), 401-403, 2012 | 15 | 2012 |
| Optimal hedge ratios in the presence of common jumps WH Chan Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010 | 14 | 2010 |
| Extreme news events, long-memory volatility, and time varying risk premia in stock market returns WH Chan, L Feng Long-Memory Volatility, and Time Varying Risk Premia in Stock Market Returns …, 2008 | 12 | 2008 |
| Volatility spillovers arising from the financialization of commodities WH Chan, B Shelton, YW Wu Journal of Risk and Financial Management 11 (4), 72, 2018 | 10 | 2018 |
| Time‐varying jump risk premia in stock index futures returns WH Chan, L Feng Journal of Futures Markets 32 (7), 639-659, 2012 | 10 | 2012 |
| Occupational Labour Demand and the Sources of Non‐neutral Technical Change WH Chan, DP Rich Oxford Bulletin Of Economics And Statistics 68 (1), 23-43, 2006 | 8 | 2006 |
| Price limits and stock market volatility in China D Wang, TTL Chong, WH Chan | 7 | 2014 |
