We use cookies on this site to enhance your experience.
By selecting “Accept” and continuing to use this website, you consent to the use of cookies.
Prof. W. H. Chan earned his Bachelor of Arts (Honours) from the University of Manitoba in 1995, followed by a Master of Arts (1996) and a Ph.D. in Economics (2002) from the University of Alberta, where his research focused on modeling non-linearity in asset returns. Since completing his doctorate, Prof. Chan has held faculty positions at Wilfrid Laurier University, progressing from Assistant Professor (2002–2006) to Associate Professor (2006–2019) and Full Professor (2019–present). He has also served as a visiting scholar and visiting professor at leading institutions in Hong Kong, including the Chinese University of Hong Kong, City University of Hong Kong, and Baptist University.
Prof. W.H. Chan is an accomplished researcher in finance and economics, with extensive expertise in financial markets, risk management, and commodity and currency derivatives. His work spans topics including corporate credit risk in emerging markets, volatility spillovers, jump dynamics, and the hedging properties of cryptocurrencies and commodities. He has published extensively in leading journals such as Journal of Futures Markets, Journal of Financial Research, Oxford Bulletin of Economics & Statistics, Quantitative Finance, Studies in Nonlinear Dynamics & Econometrics, and Journal of Business & Economic Statistics. Chan’s research combines rigorous econometric modeling with practical applications in asset pricing, market microstructure, and risk management, contributing valuable insights to both academic scholarship and financial industry practice.
- Ontario Undergraduate Student Alliance's (OUSA) 2021 Teaching Excellence Award
- Research Prize for Top PhD Paper Award at the Midwest Finance Association Meeting (2009) “Extreme News Events, Long-Memory Volatility and Time Varying Risk Premia," with LiLing Feng.
- Research Prize for Best Paper on Derivatives at the Northern Finance Association Meeting (2004) “The Economic Value of Trading with Realized Volatility in the S&P 500 Index Options Market,” with Ranjini Jha and Madhu Kalimipalli.
- RGC Competitive Earmarked Research Grant (CERG), Hong Kong University Grant Committee (UGC) "Does a financial crisis change relationship? The case of a housing market" (2007-2009) HKD$449,000 (with Charles Leung).
- Standard Research Grant, Social Sciences and Humanities Research Council of Canada, (2004-2007), “Extreme Events in Financial Markets,” CAD$33,826.
- Chan, W. H., X. Cheng, and J. Fung (2010), “Forecasting Volatility: Role of High Frequency Data and Forecasting Horizon,” Journal of Futures Markets, 30(12), 1167-1191.
- Chan, W. H., R. Jha and M. Kalimipalli (2009), “The Economic Value of Using Realized Volatility in Forecasting Future Implied Volatility," Journal of Financial Research, 32 (3) 231-259.
- Chan, W. H. (2008) “Dynamic Hedging with Currency Futures in the Presence of Jumps,” Studies in Nonlinear Dynamics and Econometrics, 12 (2) Article 4.
- Fung, J., R. Webb, and W. H. Chan (2008), "Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows?" Hong Kong Institute for Monetary Research, Research Report.
- Chan, W. H. and D. Young, (2006), “Jumping Hedges: An Examination of Movements in Copper Spot and Futures Markets,” Journal of Futures Markets, 26 (2) pp.169-188.
- Chan, W. H. and D. Rich, (2006), “Occupational Labor Demand and the Sources of Nonneutral Technical Change,” Oxford Bulletin of Economics and Statistics,68 (1) pp.23-43.
- Boxall, P., W. H. Chan, and M. McMillan, (2005), “The Impact of Oil and Natural Gas Facilities on Rural Residential Property Values,” Resources and Energy Economics, 27, pp.248-269.
- Chan, W. H., (2004), “Conditional Correlated Jump Dynamics in Foreign Exchange,” Economics Letters, 83, pp.23-28.
- Chan, W. H. and J. M. Maheu, (2002), “Conditional Jump Dynamics in Stock Market Returns,” Journal of Business and Economic Statistics, 20 (3), pp.377-389.