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| 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 | | TC[WOS]:2 TC[Scopus]:2 | Submit date：2020/07/14
Value Premium Technical Analysis Moving Average China Stock Market |
| 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 | | TC[WOS]:0 TC[Scopus]:0 | Submit date：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
Authors: Adrian C. H. Lei; Martin H. Y. Yick; Keith S. K. Lam
Favorite | | 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 | | 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 |
| 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
Authors: William Cheung; Keith S. K. Lam; HangFai Yeung
Favorite | | TC[WOS]:11 TC[Scopus]:11 | Submit date：2019/10/22 |
| 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 | | TC[WOS]:0 TC[Scopus]:0 | Submit date：2019/11/25
Seasonality Up And Down Markets Fama-french Four-factor Model Momentum |
| 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 | | TC[WOS]:0 TC[Scopus]:10 | Submit date：2019/11/01
Seasonality Momentum Up And Down Markets Fama And French Four-factor Model |
| 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
Authors: Keith S. K. Lam; Frank K. Li
Favorite | | TC[WOS]:0 TC[Scopus]:2 | Submit date：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
Authors: KEITH S. K. LAM
Favorite | | TC[WOS]:0 TC[Scopus]:0 | Submit date：2019/11/25 |
