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| 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：2022/08/02
Bayesian Analysis Fat Tails International Asset Pricing Model Comparison |
| 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]:1 | 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]:15 TC[Scopus]:16 | 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]:15 TC[Scopus]:16 | 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 |
