Daniel Chai

Dr

20042019
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Personal profile

Biography

Daniel Chai is a senior lecturer in the Department of Banking and Finance.

Research interests

Market efficiency, investments, stock market liquidity

Supervision interests

Market efficiency, investments, stock market liquidity, corporate finance

Monash teaching commitment

BFC5935 Portfolio Management and Theory

BFX4030 Advanced Modelling in Finance

Research area keywords

  • Capital Markets Research

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2004 2010

Research Output 2005 2019

Down but not out: plenty of returns available for shorted down stocks

Galariotis, E., Li, B. & Chai, D., May 2019, In : International Review of Financial Analysis. 63, p. 296-306 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Internet search intensity and its relation with trading activity and stock returns

Chai, D., Dai, M., Gharghori, P. & Hong, B., Apr 2019, (Accepted/In press) In : International Review of Finance. 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Which model best explains the returns of large Australian stocks?

Chai, D., Chiah, M. & Gharghori, P., Jun 2019, In : Pacific-Basin Finance Journal. 55, p. 182-191 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Value-creation through spin-offs: Australian evidence

Chai, D., Lin, Z. & Veld, C., 1 Aug 2018, In : Australian Journal of Management. 43, 3, p. 353-372 20 p.

Research output: Contribution to journalArticleResearchpeer-review

Volume shocks and stock returns: an alternative test

Zhong, A., Chai, D., Li, B. & Chiah, M., 1 Apr 2018, In : Pacific Basin Finance Journal. 48, p. 1-16 16 p.

Research output: Contribution to journalArticleResearchpeer-review