Daniel Chai

Daniel Chai

RMIT University - Melbourne / Australia
Economics & Econometrics / Economics
AD Scientific Index ID: 120678
person_outline Daniel Chai's MOST POPULAR ARTICLES
1-) A Better Model? An empirical investigation of the Fama–French five‐factor model in AustraliaM Chiah, D Chai, A Zhong, S LiInternational Review of Finance 16 (4), 595-638, 20161942016
2-) On the linkage between financial risk tolerance and risk aversionR Faff, D Mulino, D ChaiJournal of financial research 31 (1), 1-23, 20081642008
3-) New evidence on the relation between stock liquidity and measures of trading activityD Chai, R Faff, P GharghoriInternational Review of Financial Analysis 19 (3), 181-192, 20101172010
4-) Empirical tests on the liquidity-adjusted capital asset pricing modelV Vu, D Chai, V DoPacific-Basin Finance Journal 35, 73-89, 2015632015
5-) Liquidity in asset pricing: New Australian evidence using low-frequency dataD Chai, R Faff, P GharghoriAustralian Journal of Management 38 (2), 375-400, 2013392013