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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 |
