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Value Premium and Technical Analysis: Evidence from China’s Stock Market Journal article
Economies, 2019,Volume: 7,Issue: 3,Page: 92
作者:  Keith S. K. Lam;  Liang Dong;  Bo Yu
收藏  |  浏览/下载:2/0  |  提交时间:2019/11/27
Value Premium  China Stock Market  Moving Average  Technical Analysis  
The effects of tax convexity on default and investment decisions Journal article
APPLIED ECONOMICS, 2014,Volume: 46,Issue: 11,Page: 1267-1278
作者:  Lei, Adrian C. H.;  Yick, Martin H. Y.;  Lam, Keith S. K.
收藏  |  浏览/下载:2/0  |  提交时间: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
作者:  Adrian C. H. Lei;  Martin H. Y. Yick;  Keith S. K. Lam
收藏  |  浏览/下载:0/0  |  提交时间: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
作者:  Lam, Keith S. K.;  Qiao, Zhuo
收藏  |  浏览/下载:0/0  |  提交时间:2019/11/27
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
作者:  William Cheung;  Keith S. K. Lam;  HangFai Yeung
收藏  |  浏览/下载:1/0  |  提交时间:2019/10/22
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
作者:  Keith S. K. Lam;  Frank K. Li;  Simon M. S. So
收藏  |  浏览/下载:0/0  |  提交时间:2019/11/01
Seasonality  Momentum  Up And Down Markets  Fama And French  Four-factor Model  
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
作者:  Keith Lam;  Frank K. Li;  Simon M. S. So
收藏  |  浏览/下载:3/0  |  提交时间:2019/11/25
Seasonality  Up And Down Markets  Fama-french  Four-factor Model  Momentum  
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
作者:  Keith S. K. Lam;  Frank K. Li
收藏  |  浏览/下载:1/0  |  提交时间: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
作者:  KEITH S. K. LAM
收藏  |  浏览/下载:2/0  |  提交时间:2019/11/25