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Herding and fundamental factors: The Hong Kong experience Journal article
Pacific Basin Finance Journal, 2014,Volume: 32,Page: 160-188
Authors:  Lam,Keith S.K.;  Qiao,Zhuo
Favorite  |  View/Download:5/0  |  Submit date:2019/08/01
Csad  Fama-french And Liquidity Factors  Fundamental Factors  Industrial Herding  
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  
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.
Favorite  |  View/Download:12/0  |  Submit date:2018/10/30
Asset Pricing  Factor Model  Fama French Three Factors  Higher Moment  Hong Kong Stock Market  Liquidity  Momentum  
Intertemporal Profitability and the Stability of Technical Analysis: Evidences from the Hong Kong Stock Exchange Journal article
Applied Economics, 2011,Volume: 43,Issue: 15,Page: 1945-1963
Authors:  William Cheung;  Keith S. K. Lam;  HangFai Yeung
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On the Validity of the Augmented Fama-French (1993) Four-Factor Asset Pricing Model: Evidence from the Hong Kong Stock Market Journal article
Review of Quantitative Finance and Accounting, 2010,Volume: 35,Page: 89-111
Authors:  Keith Lam;  Frank K. Li;  Simon M. S. So
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Seasonality  Up And Down Markets  Fama-french  Four-factor Model  Momentum  
The risk premiums of the four-factor asset pricing model in the Hong Kong Stock Market Journal article
Applied Financial Economics, 2008,Volume: 18,Issue: 20,Page: 1667 – 1680
Authors:  Keith S. K. Lam;  Frank K. Li
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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 relationship between size, book-to-market equity ratio, earnings-price ratio, and return for the Hong Kong stock market Journal article
Global Finance Journal, 2002,Volume: 13,Issue: 2,Page: 163
Authors:  Lam K.S.K.
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β  Book-to-market Equity Ratio  Capm  Earnings-price Ratio  Size Effect  
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
Favorite  |  View/Download:3/0  |  Submit date:2019/11/25