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Hung Lam Chan

Faculty Member

Dr. Leo Chan

Biography

Originally from China, I have been teaching economics and finance for more than 20 years. In recent years I started learning about AI (machine learning).

Education

Ph D, University of Kansas, 2001

Major: Financial Economics

BA, Unviersity of Kansas, 1996

Major: Economics

Teaching

FIN 4170

Derivative Securities, Spring 2024

FIN 3400

Investment Management, Spring 2024

FIN 3400

Investment Management, Spring 2024

Presentations

Chan, Leo , ISAFE Annual Meeting, "Is the CAPE Ratio Too High or The Risk Free Rate Too Low", International Society for the Advancement of Finance and Economics, Ho Chi Minh City, Vietnam. (December 5, 2022)
Chan, Leo , Southwest Finance Association Meeting 2020, "A More Intuitive Formula for PEG Ratio", Southwest Finance Association, San Antonio, TX. (March 12, 2020)
Chan, Leo , Southwest Finance Association Meeting, "Forecasting Oil Futures Market Volatility in a Financialized World_ Why Speculative Activities Matter", Southwest Finance Association, Albuquerque, New Mexico. (March 17, 2018)
Chan, Leo H (Author Only), International Conference on Energy Finance, "Forecasting Oil Futures Market Volatility in a Financialized World_ Why Speculative Activities Matter", Academy of Financial Research , Hangzhou, China. (May 26, 2017)
Chan, Leo , Southwestern Finance Association Annual Meeting, "The Effect of Speculative Trades on Basis Risk_ Evidence from Crude Oil Futures", Southwestern Finance Association, Houston, TX. (March 17, 2015)
Chan, Leo , Henan Symposium on Institutional and Development Economics, "Are All Foreign Capitals Created Equal? Evidence from Asia and Latin America", Henan University, Kaifeng, China. (June 17, 2014)

Scholarly/Creative Works

Chan, Leo H, (2023) "Why the High Values for the CAPE Ratio in Recent Years Might Be Justified" (Issue: 410, vol. 16). Basel: Journal of Risk and Financial Management. https://www.mdpi.com/1911-8074/16/9/410
Chan, Leo , Stengos, Thanasis , (2023) "A More Intuitive Formula for the PEG Ratio" (Issue: 4, vol. 16). Basel: Journal of Risk and Financial Management, MDPI. https://doi.org/10.3390/jrfm16040214
Chan, Leo , Array, Array , Beladi, H , (2020) "Forecasting Oil Futures Market Volatility in a Financialized World_ Why Speculative Activities Matter" (vol. In press). New York: North America Journal of Economics and Finance. https://doi.org/10.1016/j.najef.2018.10.009
Chan, Leo H, (2019) "Impacts of the Contributions of FDI and Remittances on the Economic Growth in Asia and Latin America_ A Comparative Study." (Issue: 3, vol. 14). Shanghai: Frontier of Economics in China. https://iar.sufe.edu.cn/c2/1c/c10837a180764/page.htm
Chan, Leo , Brown, Stephen A, (2015) "A new approach to measure speculation in the oil futures market and some policy implications" (Issue: 2, vol. 86). Atlanta, GA: Elsevier. http://www.sciencedirect.com/science/article/pii/S0301421515300021
Chan, Leo , Hick, Jean , (2015) "Using books by prolific investors for teaching an investments course_ A pedagogical note" (Issue: 1, vol. 13). Philadelphia, PA: The Financial Education Association.