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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:564/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/14 Uk Stock Market Higher Co-moments Coskewness Cokurtosis China Stock Market |
| 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:9/0 | TC[WOS]:2 TC[Scopus]:2 | Submit date:2020/07/14 Value Premium Technical Analysis Moving Average China Stock Market |
| 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:8/0 | TC[WOS]:5 TC[Scopus]:11 | 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:7/0 | TC[WOS]:5 TC[Scopus]:11 | 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: Adrian C. H. Lei ; Martin H. Y. Yick; Keith S. K. Lam
 Favorite | View/Download:15/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/25 Contingent-claims Model Investment Option Tax Convexity Growth Option Default Option |
| 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:8/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/27 Fama And French Three-factor Model Asset Pricing Liquidity Four-factor Model High Moments |
| 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:16/0 | TC[WOS]:0 TC[Scopus]:3 | 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
 Favorite | View/Download:3/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/27 Momentum And Liquidity Factors Industrial Herding Csad Fundamental Factors Fama-french Factors Short Selling |
| 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:5/0 | TC[WOS]:7 TC[Scopus]:8 | Submit date:2019/09/22 Cash Flow Agency Problems Sensitivity Of Cash Blockholding Equity Offerings Financial Constraints |
| Granger causal relations among Greater China stock markets: a Nonlinear perspective Journal article Applied Financial Economics, 2011,Volume: 21,Page: 1437-1450 Authors: Zhuo Qiao ; Keith Lam
 Favorite | View/Download:12/0 | TC[WOS]:0 TC[Scopus]:4 | Submit date:2019/10/22 Granger Causality Nonlinearity Greater China Stock Market |