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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 |
