Chan, Leo
Title:
Assistant Professor - Finance Economics
Office:
WB253
Phone:
863-8428
Last Updated: 7/16/14 -

Dept. of Finance and Economics

Woodbury School of Business, Utah Valley University

800 W University Parkway

Orem, UT 84058

Tel: 801-319-3980                                                                                                           

EDUCATION  

Ph.D. Economics, 2001, University of Kansas, Lawrence, Kansas             

B. A. Economics (Honor), 1996, University of Kansas, Lawrence, Kansas

PROFESSIONAL EDUCATION AND CERTIFICATES

Harvard Business School Executive Education CRMA Certificate, May 2004

TEACHING AND RESEARCH INTERESTS

Corporate Finance, Investment, Risk Management, Financial Markets, Derivatives, Managerial Economics, Applied Microeconomics

REFEREED JOURNAL ARTICLES

1. “Measuring the Impacts of Cash Settlement: A Stochastic Volatility Approach,” 2002 (with

Donald Lien), International Review of Economics and Finance, 11(3) pp. 251-263

2. “Cash Settlement and Futures Volatility: Evidence from Options Data” (with Donald Lien) 2003, Advance in Quantitative Analysis of Finance and Accounting, New Series. Volume I

3. “Using High, Low, Open and Closing Prices to Estimate the Effects of Cash Settlement on

Futures Prices,” 2003 (with Donald Lien), International Review of Financial Analysis, 12 (1), pp. 35 - 47

4. “Cash Settlement and Price Discovery in Futures Markets,”(with Donald Lien) 2003, Quarterly Journal of Business and Economics, 40(2), pp. 65 - 77

5. “The Effect of Extended Trading Hours on the Feedback Relationship Between Cash and Futures Markets,” (with K.C. Chan and L.T. Cheng) 2004, Journal of Emerging Markets, 9 (1) pp. 5 - 15

6. “Using Essays of Warren Buffett: Lessons for Corporate America in the Classroom,” (With Johnny Chan and Edward Wolfe), 2005, Journal of Financial Education, 34, pp.30 - 41

7. “Institutional Interventions and Performance of Futures Markets in China,”(with Johnny Chan and W.K. Leung), 2005, Emerging Markets Finance and Trade, 41 (5), pp. 45 - 59

8. “Are Options Redundant? Further Evidence from Currency Futures Markets,” (with Donald Lien), 2006, International Review of Financial Analysis, 15 (2), pp. 179 - 188

9. “How Does the Asian Economic Crisis Affect the Interdependencies between Financial Markets in Asia and the US?” 2006, Journal of Emerging Markets, 10 (2), pp. 25 - 34

10 “A Note on the Correlation Relationship Among Singapore, Hong Kong and the US Capital Markets Since the Asian Crisis: Implication for International Portfolio Management,” 2006, Singapore Economic Review, 51, pp. 335 -342.

11.“The Dynamics of Volatility Spillovers in Chinese Futures Markets” (with Donald Lien), 2007, Journal of Emerging Markets, 12 (1), pp. 34 - 43

12. “Financial Interdependence between Hong Kong and the US: A Band Spectrum Approach,” (with Donald Lien and Wenlong Wen), International Review of Economics and Finance, 17, pp. 507 – 516.

13. “An Inter-fund Analysis of Bank Loan Mutual Funds,”(With Johnny Chan and Bill Trainer) June 2007, Journal of Personal Finance, forthcoming