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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.
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Asset Pricing  Factor Model  Fama French Three Factors  Higher Moment  Hong Kong Stock Market  Liquidity  Momentum  
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 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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