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Value Premium and Technical Analysis: Evidence from the China Stock Market Journal article
ECONOMIES, 2019,Volume: 7,Issue: 3
Authors:  Keith S. K. Lam;  Liang Dong;  Bo Yu
Favorite | View/Download:8/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2020/07/14
Value Premium  Technical Analysis  Moving Average  China Stock Market  
The effects of tax convexity on default and investment decisions Journal article
APPLIED ECONOMICS, 2014,Volume: 46,Issue: 11,Page: 1267-1278
Authors:  Adrian C. H. Lei;  Martin H. Y. Yick;  Keith S. K. Lam
Favorite | View/Download:14/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/25
Contingent-claims Model  Investment Option  Tax Convexity  Growth Option  Default Option  
Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta Journal article
Review of Quantitative Finance and Accounting, 2013,Volume: 41,Issue: 1,Page: 131–147
Authors:  Adrian C. H. Lei;  Martin H. Y. Yick;  Keith S. K. Lam
Favorite | View/Download:12/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/25
Growth Option  Default Option  Equity Beta  Tax Convexity  Contingent-claim Model  
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  
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
Favorite | View/Download:10/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/25
Seasonality  Up And Down Markets  Fama-french  Four-factor Model  Momentum  
On the Validity of the Augmented Fama and French’s (1993) Model: Evidence from the Hong Kong Stock Market Journal article
Review of Quantitative Finance and Accounting, 2010,Volume: 35,Issue: 1,Page: 89-111
Authors:  Keith S. K. Lam;  Frank K. Li;  Simon M. S. So
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/01
Seasonality  Momentum  Up And Down Markets  Fama And French  Four-factor Model  
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
Favorite | View/Download:6/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/25
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:6/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/25