Author

Clarence C. Y. Kwan

Observed names: CLARENCE C. Y. KWAN, CLARENCE C.Y. KWAN, Clarence C. Kwan, Clarence C.Y Kwan, Clarence C.Y. Kwan, Kwan, Clarence C. Y., Kwan, Clarence C.Y.

Observed institutions: University of Toronto, Hebrew University of Jerusalem, McMaster University, Social Sciences and Humanities Research Council

OpenAlex ID: A5022048022

Neural network forecasting of quarterly accounting earnings

1996 · Jeffrey L Callen, Clarence C.Y Kwan, et al. · International Journal of Forecasting · 108

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Efficient Market Tests of the Informational Content of Dividend Announcements: Critique and Extension

1981 · Clarence C. Y. Kwan · Journal of Financial and Quantitative Analysis · 74

Expiration-Day Effects of Index Futures and Options: Some Canadian Evidence

1989 · Trevor W. Chamberlain, C. Sherman Cheung, et al. · Financial Analysts Journal · 69

The hedging effectiveness of options and futures: A mean‐gini approach

1990 · C. Sherman Cheung, Clarence C. Y. Kwan, et al. · Journal of Futures Markets · 67

Portfolio Analysis Using Single Index, Multi-Index, and Constant Correlation Models: A Unified Treatment

1984 · CLARENCE C. Y. KWAN · The Journal of Finance · 42

The seven disciplines for venturing in China

2006 · Victor Wei-teh Long, Clarence C. Y. Kwan, et al. · Dialnet (Universidad de la Rioja) · 26

Options Listing, Market Liquidity and Stock Behaviour: Some Canadian Evidence

1993 · Trevor W. Chamberlain, C. Sherman Cheung, et al. · Journal of Business Finance &amp Accounting · 26

Estimation error in the average correlation of security returns and shrinkage estimation of covariance and correlation matrices

2008 · Clarence C.Y. Kwan · Finance research letters · 20

Portfolio selection under institutional procedures for short selling: Normative and market-equilibrium considerations

1997 · Clarence C.Y. Kwan · Journal of Banking & Finance · 20

Mean-Variance Utility Functions and the Demand for Risky Assets: An Empirical Analysis Using Flexible Functional Forms

1983 · Varouj A. Aivazian, Jeffrey L. Callen, et al. · Journal of Financial and Quantitative Analysis · 17

Efficiency of foreign exchange markets: an empirical study using maximum entropy spectral analysis

1982 · Callen, Lawrence Jeffrey, Kwan, Clarence C.Y., et al. · 17

Optimal Portfolio Selection With Upper Bounds for Individual Securities*

1987 · Clarence C. Y. Kwan, Patrick C. Y. Yip · Decision Sciences · 14

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The demand for risky financial assets by the U.S. household sector

1983 · Aivazian, Varouj A., Callen, Lawrence Jeffrey, et al. · MacSphere (McMaster University) · 14

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Mean-Gini Portfolio Analysis: A Pedagogic Illustration

2007 · C. Sherman Cheung, Clarence C. Kwan, et al. · 13

A note on market-neutral portfolio selection

1999 · Clarence C.Y. Kwan · Journal of Banking & Finance · 13

Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis

1985 · Jeffrey L. Callen, Clarence C. Y. Kwan, et al. · Journal of Business and Economic Statistics · 13

An Introduction to Shrinkage Estimation of the Covariance Matrix: A Pedagogic Illustration

2011 · Clarence C. Y. Kwan · 12

Optimal portfolio selection under institutional procedures for short selling

1995 · Clarence C.Y. Kwan · Journal of Banking & Finance · 12

A note on the transmission of public informtion across inetrnational stock markets

1992 · C.Sherman Cheung, Clarence C.Y. Kwan · Journal of Banking & Finance · 12

Portfolio Analysis Using Spreadsheet Tools

2001 · Clarence C. Y. Kwan · SSRN Electronic Journal · 11

Optimal Portfolio Selection Using the General Multi‐Index Model: A Stable Paretian Framework*

1990 · Trevor W. Chamberlain, C. Sherman Cheung, et al. · Decision Sciences · 11

An Empirical Investigation of the Random Character of Annual Earnings

1993 · Jeffrey L. Callen, C. Sherman Cheung, et al. · Journal of Accounting Auditing & Finance · 10

Spot and Forward Exchange Rates: A Causality Analysis

1989 · Jeffrey L. Callen, M. W. Luke Chan, et al. · Journal of Business Finance &amp Accounting · 10

A Sequential Selection Problem*

1988 · Clarence C.Y. Kwan, Yufei Yuan · Decision Sciences · 10

A Note on Simple Criteria for Optimal Portfolio Selection

1988 · C. SHERMAN CHEUNG, CLARENCE C. Y. KWAN · The Journal of Finance · 10

Works count: 84

Citation count: 802

H-index: 13

I10-index: 25