| A Better Model? An empirical investigation of the Fama–French five‐factor model in Australia M Chiah, D Chai, A Zhong, S Li International Review of Finance 16 (4), 595-638, 2016 | 267 | 2016 |
| On the linkage between financial risk tolerance and risk aversion R Faff, D Mulino, D Chai Journal of financial research 31 (1), 1-23, 2008 | 195 | 2008 |
| New evidence on the relation between stock liquidity and measures of trading activity D Chai, R Faff, P Gharghori International Review of Financial Analysis 19 (3), 181-192, 2010 | 140 | 2010 |
| Empirical tests on the liquidity-adjusted capital asset pricing model V Vu, D Chai, V Do Pacific-Basin Finance Journal 35, 73-89, 2015 | 61 | 2015 |
| Liquidity in asset pricing: New Australian evidence using low-frequency data D Chai, R Faff, P Gharghori Australian Journal of Management 38 (2), 375-400, 2013 | 40 | 2013 |
| Momentum effect in Australian equities: Revisit, armed with short-selling ban and risk factors B Li, T Stork, D Chai, MS Ee, HN Ang Pacific-Basin Finance Journal 27, 19-31, 2014 | 26 | 2014 |
| Value-creation through spin-offs: Australian evidence D Chai, Z Lin, C Veld Australian Journal of Management 43 (3), 353-372, 2018 | 24 | 2018 |
| The usefulness of financial statement information in predicting stock returns: New Zealand evidence J Goslin, D Chai, A Gunasekarage Australasian Accounting, Business and Finance Journal 6 (2), 51-70, 2012 | 24 | 2012 |
| Choosing factors: Australian evidence D Chai, M Chiah, A Zhong Pacific-Basin Finance Journal 58, 101223, 2019 | 21 | 2019 |
| The A ustralian asset‐pricing debate RB Durand, M Limkriangkrai, D Chai Accounting & Finance 56 (2), 393-421, 2016 | 20 | 2016 |
| Which model best explains the returns of large Australian stocks? D Chai, M Chiah, P Gharghori Pacific-Basin Finance Journal 55, 182-191, 2019 | 17 | 2019 |
| Internet search intensity and its relation with trading activity and stock returns D Chai, M Dai, P Gharghori, B Hong International Review of Finance, 2019 | 17 | 2019 |
| Does the 2008 short sale ban affect the enforcement of the Law of One Price? Evidence from Australia B Do, V Do, D Chai Accounting & Finance 52 (1), 117-144, 2012 | 16 | 2012 |
| Volume shocks and stock returns: An alternative test A Zhong, D Chai, B Li, M Chiah Pacific-Basin Finance Journal 48, 1-16, 2018 | 10 | 2018 |
| Momentum in weekly returns: the role of intermediate‐horizon past performance D Chai, M Limkriangkrai, PI Ji Accounting & Finance 57, 45-68, 2017 | 8 | 2017 |
| Co-existence of short-term reversals and momentum in the Australian equity market D Chai, B Do Australian Journal of Management 41 (1), 55-76, 2016 | 4 | 2016 |
| Liquidity in asset pricing: New evidence using low frequency data D Chai, R Faff, P Gharghori Working Paper, Monash University, 2009 | 3 | 2009 |
| On the Linkage between Financial Risk Tolerance and Risk Aversion: Evidence from a Psychometrically-validated Survey versus an Online Lottery Choice Experiment RW Faff, D Mulino, D Chai Available at SSRN 946679, 2006 | 3 | 2006 |
| Down but not out: Plenty of returns available for shorted down stocks E Galariotis, B Li, D Chai International Review of Financial Analysis 63, 296-306, 2019 | 1 | 2019 |
| The Conditional Relation between Beta and Returns: the New Zealand Case DFS Choi, DJP Chai, TY Fu Asian Finance Association Conference in Hong Kong (July), 2007 | 1 | 2007 |
