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Asset Pricing and Liquidity Risk: China Evidence Conference paper
Proceedings of the 26th Australasian Finance and Banking Conference, Sydney, Australia, 17 – 19 December 2013
Authors:  Keith Lam;  Lewis Tam
Favorite  |  View/Download:3/0  |  Submit date:2019/11/27
Fama And French Three-factor Model  Asset Pricing  Liquidity Four-factor Model  High Moments  
Liquidity and asset pricing: Evidence from the Hong Kong stock market Journal article
Journal of Banking and Finance, 2011,Volume: 35,Issue: 9,Page: 2217
Authors:  Lam K.S.K.;  Tam L.H.K.
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Asset Pricing  Factor Model  Fama French Three Factors  Higher Moment  Hong Kong Stock Market  Liquidity  Momentum  
The profitability of simple technical trading strategies: the case of Hong Kong Conference paper
Proceedings of the 20th Australasian Finance and Banking Conference, Sydney, Australia, 12-14 December 2007
Authors:  Keith S.K. Lam;  H. F. Yeung;  W. Cheung
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Fixed Moving Average  Technical Trading Rules  Variable Moving Average  
The risk premium of the four factor asset pricing model in the Hong Kong Stock Market Conference paper
Proceedings of the Journal of Banking and Finance 30th Anniversary Conference (Beijing, China), Beijing, China, 2006.06.06
Authors:  Keith Lam;  Frank K. Li
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The Foreign Exchange Market Book chapter
出自: The Hong Kong Financial System: A New Age (Economics & Finance):Oxford University Press, 2004
Authors:  Keith S.K. Lam
Favorite  |  View/Download:1/0  |  Submit date:2019/11/25