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Are Higher Co-Moments Priced? A Tale of Two Countries Journal article
Journal of Financial Studies, 2020
Authors:  Keith Lam;  Liang Dong;  Hung Wan Kot
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Uk Stock Market  Higher Co-moments  Coskewness  Cokurtosis  China Stock Market  
Herding, Market Fundamentals and Short Selling: Evidence from Hong Kong Conference paper
Proceedings of the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan, 7-8,December 2012
Authors:  Lam, Keith S. K.;  Qiao, Zhuo
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Momentum And Liquidity Factors  Industrial Herding  Csad  Fundamental Factors  Fama-french Factors  Short Selling  
Granger causal relations among Greater China stock markets: a Nonlinear perspective Journal article
Applied Financial Economics, 2011,Volume: 21,Page: 1437-1450
Authors:  Zhuo Qiao;  Keith Lam
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Granger Causality  Nonlinearity  Greater China  Stock Market  
Do Information Transmissions between Stock Markets of the Greater China Become Stronger? A Nonlinear Perspective Conference paper
Proceedings of the 17th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung, Taiwan, December 11-12, 2009
Authors:  Keith Lam;  Zhuo Qiao
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Granger Causality  Greater China  Stock Market  Nonlinearity  
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
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The Condition Relation between Beta and Returns in the Hong Kong Stock Market Journal article
Applied Financial Economics, 2001,Volume: 11,Issue: 6,Page: 669-680
Authors:  KEITH S. K. LAM
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