UM

Browse/Search Results:  1-9 of 9 Help

Selected(0)Clear Items/Page:    Sort:
New evidence on Bayesian tests of global factor pricing models Journal article
Journal of Empirical Finance, 2022,Volume: 68,Page: 160-172
Authors:  Zhuo Qiao;  Yan Wang;  Keith S.K. Lam
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/08/11
Bayesian Analysis  Fat Tails  International Asset Pricing,  Model Comparison  
Co-skewness and expected return: Evidence from international stock markets Journal article
Journal of International Financial Markets, Institutions and Money, 2022,Volume: 76
Authors:  Dong, Liang;  Kot, Hung Wan;  Lam, Keith S.K.;  Liu, Ming
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/02/21
Co-skewness  International Stock Market  Market Integration  Perceived Uncertainty  Stock Return  
China vs. U.S.: Is co-skewness risk priced differently? Journal article
Asia Pacific Journal of Accounting and Economics, 2020
Authors:  Liang Dong;  Hung Wan Kot;  Keith S.K. Lam;  Bo Yu
Favorite |  | TC[WOS]:2 TC[Scopus]:0 | Submit date:2022/07/27
Value premium and technical analysis: Evidence from the China stock market Journal article
Economies, 2019,Volume: 7,Issue: 3
Authors:  Lam, Keith S.K.;  Dong, Liang;  Yu, Bo
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2022/05/17
China Stock Market  Moving Average  Technical Analysis  Value Premium  
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 |  | TC[WOS]:18 TC[Scopus]:20 | 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 |  | TC[WOS]:18 TC[Scopus]:20 | Submit date:2019/08/01
CSAD  Fama-French and liquidity factors  Fundamental factors  Industrial herding  
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 |  | TC[WOS]:8 TC[Scopus]:9 | Submit date:2019/09/22
Cash Flow  Agency Problems  Sensitivity Of Cash  Blockholding  Equity Offerings  Financial Constraints  
The profitability of simple technical trading strategies: the case of Hong Kong Conference paper
Proceedings of the 20th Australasian Finance and Banking Conference, Sydney, Australia, 12-14 December 2007
Authors:  Keith S.K. Lam;  H. F. Yeung;  W. Cheung
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/27
Fixed Moving Average  Technical Trading Rules  Variable Moving Average  
The Foreign Exchange Market Book chapter
出自: The Hong Kong Financial System: A New Age (Economics & Finance):Oxford University Press, 2004
Authors:  Keith S.K. Lam
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/25