Raymond Kan, University of Toronto

Research

Read how they describe their research on their University of Toronto profile.

Latest funding

Sectoral shifts and equity return predictability
SSHRC · 2013 · Principal investigator
$60,633
It is risky when employees can walk away: labor mobility and expected stock returns
SSHRC · 2011 · Co-investigator
$13,467
Asset allocation and active money management under parameter and model uncertainties
SSHRC · 2009 · Principal investigator
$53,800

All 5 grants and awards

No publications available.

Sectoral shifts and equity return predictability

Principal investigatorSSHRC2013Insight Grants

Principal investigators: Kan, Raymond

Keywords: predictability test; unemployment; sectoral shifts; human capital

$60,633

It is risky when employees can walk away: labor mobility and expected stock returns

Co-investigatorSSHRC2011Standard Research Grants

Principal investigators: Eiling, Esther

Keywords: asset pricing; expected stock returns; labor mobility; human capital

$13,467

Asset allocation and active money management under parameter and model uncertainties

Principal investigatorSSHRC2009Standard Research Grants

Principal investigators: Kan, Raymond

Keywords: portfolio management; model uncertainty; estimation risk

$53,800

On selection of instruments and predictability tests

Principal investigatorSSHRC2001Standard Research Grants

Principal investigators: Kan, Raymond

Keywords: predictability tests; instruments; time-varying expected return and volatility

$47,150

Evaluation of asset pricing models

Principal investigatorSSHRC1998Standard Research Grants

Principal investigators: Kan, Raymond

Keywords: CAPM; multi-factor asset pricing models; pricing errors

$47,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.

Applying for

Subject: Prospective PhD student Dear Professor Kan, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]