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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
Favorite  |  View/Download:24/0  |  Submit date:2019/11/14
Uk Stock Market  Higher Co-moments  Coskewness  Cokurtosis  China Stock Market  
Value Premium and Technical Analysis: Evidence from China’s Stock Market Journal article
Economies, 2019,Volume: 7,Issue: 3,Page: 92
Authors:  Keith S. K. Lam;  Liang Dong;  Bo Yu
Favorite  |  View/Download:2/0  |  Submit date:2019/11/27
Value Premium  China Stock Market  Moving Average  Technical Analysis  
Herding and fundamental factors: Hong Kong experience Journal article
Pacific-Basin Finance Journal, 2014,Issue: 32,Page: 160-188
Authors:  Keith S.K. Lam;  Zhuo Qiao
Favorite  |  View/Download:0/0  |  Submit date:2019/11/01
Industrial Herding  Csad  Fundamental Factors  Fama–french And Liquidity Factors  
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:2/0  |  Submit date:2019/08/01
CSAD  Fama-French and liquidity factors  Fundamental factors  Industrial herding  
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:1/0  |  Submit date:2019/08/01
CSAD  Fama-French and liquidity factors  Fundamental factors  Industrial herding  
The effects of tax convexity on default and investment decisions Journal article
APPLIED ECONOMICS, 2014,Volume: 46,Issue: 11,Page: 1267-1278
Authors:  Lei, Adrian C. H.;  Yick, Martin H. Y.;  Lam, Keith S. K.
Favorite  |  View/Download:2/0  |  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:0/0  |  Submit date:2019/11/25
Growth Option  Default Option  Equity Beta  Tax Convexity  Contingent-claim Model  
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:0/0  |  Submit date:2019/11/27
Fama And French Three-factor Model  Asset Pricing  Liquidity Four-factor Model  High Moments  
Blockholding and Market Reactions to Equity Offerings in China Journal article
Pacific-Basin Finance Journal, 2012,Volume: 20,Issue: 3,Page: 459-482
Authors:  Cheung, William;  Keith S.K. Lam;  Lewis H.K. Tam
Favorite  |  View/Download:0/0  |  Submit date:2019/09/22
Cash Flow  Agency Problems  Sensitivity Of Cash  Blockholding  Equity Offerings  Financial Constraints  
Does Tax Convexity Matters For Risk? A Dynamic Study on Tax Asymmetry and Equity Beta Journal article
Review of Quantitative Finance and Accounting, 2012,Volume: 41,Issue: 1,Page: 131-147
Authors:  Keith Lam;  Adrian C. H. Lei;  Ho Yin Yick
Favorite  |  View/Download:1/0  |  Submit date:2019/09/18
Contingent-claim Model  Growth Option  Default Option  Equity Beta  Tax Asymmetry  Tax Convexity