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On the Relationship between Investor Sentiment, VIX and Trading Volume Journal article
Risk Governance and Control, 2016,Volume: 4,Issue: 1,Page: 114-122
Authors:  Simon M. S. So;  Violet U. T. Lei
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Sentiment  Volatility  Trading Volume  
An Examination of Conditional Effect on Cross-Sectional Returns: Singapore Evidence Journal article
Applied Economics, 2010,Volume: 42,Issue: 6,Page: 777-795
Authors:  So, Simon M. S.;  Tang, Gordon Y. N.
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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
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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
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Seasonality  Up And Down Markets  Fama-french  Four-factor Model  Momentum  
An Examination of Conditional Effect on Cross-Sectional Returns: Singapore Evidence Conference paper
proceedings of the 4th International Conference on Accounting and Finance in Transition (ICAFT), Adelaide, Australia, April 2006
Authors:  So, Simon M. S.;  Tang, Gordon Y. N.
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