UM

Browse/Search Results:  1-7 of 7 Help

Selected(0)Clear Items/Page:    Sort:
Lucky Lots and Unlucky Investors Journal article
Review of Quantitative Finance and Accounting, 2019
Authors:  Tao Chen;  Andreas Karathanasopoulos;  Stanley Iat-Meng Ko;  Chia Chun Lo
Favorite  |  View/Download:0/0  |  Submit date:2019/11/11
Lot Sizes  Learning Effects  Trading Biases  Lucky Numbers  
Labor protection, ownership concentration, and cost of equity capital: international evidence Journal article
Review of Quantitative Finance and Accounting, 2019,Page: 1-37
Authors:  Teresa Chu;  In‑Mu Haw;  Simon S. M. Ho;  Xu Zhang
Favorite  |  View/Download:6/0  |  Submit date:2019/09/04
Labor Protection   Cost Of Equity Capital   Controlling Shareholders   Labor Relation   Equity Risk  
Cost of equity capital, control divergence, and institutions: the international evidence Journal article
Review of Quantitative Finance and Accounting, 2014,Volume: 43,Issue: 3,Page: 483-527
Authors:  Teresa Chu;  In-Mu Haw;  Bryan Byung-Hee Lee;  Woody Wu
Favorite  |  View/Download:0/0  |  Submit date:2019/09/04
Corporate Governance  Ownership-control Divergence  Cost Of Equity Capital  Legal Institutions  Extra-legal Institutions  
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:3/0  |  Submit date:2019/11/25
Growth Option  Default Option  Equity Beta  Tax Convexity  Contingent-claim Model  
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:4/0  |  Submit date:2019/09/18
Contingent-claim Model  Growth Option  Default Option  Equity Beta  Tax Asymmetry  Tax Convexity  
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
Authors:  Keith S. K. Lam;  Frank K. Li;  Simon M. S. So
Favorite  |  View/Download:0/0  |  Submit date: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
Authors:  Keith Lam;  Frank K. Li;  Simon M. S. So
Favorite  |  View/Download:3/0  |  Submit date:2019/11/25
Seasonality  Up And Down Markets  Fama-french  Four-factor Model  Momentum