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Value Premium and Technical Analysis: Evidence from the China Stock Market Journal article
Keith S. K. Lam, Liang Dong, Bo Yu. Value Premium and Technical Analysis: Evidence from the China Stock Market[J]. ECONOMIES, 2019, 7(3).
Authors:  Keith S. K. Lam;  Liang Dong;  Bo Yu
Favorite | TC[WOS]:2 TC[Scopus]:4  IF:2.1/2.2 | 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
Adrian C. H. Lei, Martin H. Y. Yick, Keith S. K. Lam. The effects of tax convexity on default and investment decisions[J]. APPLIED ECONOMICS, 2014, 46(11), 1267-1278.
Authors:  Adrian C. H. Lei;  Martin H. Y. Yick;  Keith S. K. Lam
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:1.8/2.2 | 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
Adrian C. H. Lei, Martin H. Y. Yick, Keith S. K. Lam. Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta[J]. Review of Quantitative Finance and Accounting, 2013, 41(1), 131–147.
Authors:  Adrian C. H. Lei;  Martin H. Y. Yick;  Keith S. K. Lam
Favorite | TC[WOS]:3 TC[Scopus]:3  IF:1.9/2.1 | Submit date:2019/11/25
Equity Beta  Tax Convexity  Growth Option  Default Option  Contingent-claim Model  
Herding, Market Fundamentals and Short Selling: Evidence from Hong Kong Conference paper
Lam, Keith S. K., Qiao, Zhuo. Herding, Market Fundamentals and Short Selling: Evidence from Hong Kong[C], 2012.
Authors:  Lam, Keith S. K.;  Qiao, Zhuo
Favorite | 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
William Cheung, Keith S. K. Lam, HangFai Yeung. Intertemporal profitability and the stability of technical analysis: evidences from the Hong Kong stock exchange[J]. Applied Economics, 2011, 43(15), 1945-1963.
Authors:  William Cheung;  Keith S. K. Lam;  HangFai Yeung
Favorite | TC[WOS]:12 TC[Scopus]:16  IF:1.8/2.2 | 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
Keith Lam, Frank K. Li, Simon M. S. So. On the Validity of the Augmented Fama-French (1993) Four-Factor Asset Pricing Model: Evidence from the Hong Kong Stock Market[J]. Review of Quantitative Finance and Accounting, 2010, 35, 89-111.
Authors:  Keith Lam;  Frank K. Li;  Simon M. S. So
Favorite |   IF:1.9/2.1 | 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
Keith S. K. Lam, Frank K. Li, Simon M. S. So. On the Validity of the Augmented Fama and French’s (1993) Model: Evidence from the Hong Kong Stock Market[J]. Review of Quantitative Finance and Accounting, 2010, 35(1), 89-111.
Authors:  Keith S. K. Lam;  Frank K. Li;  Simon M. S. So
Favorite | TC[WOS]:9 TC[Scopus]:11  IF:1.9/2.1 | 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
Keith S. K. Lam, Frank K. Li. The risk premiums of the four-factor asset pricing model in the Hong Kong Stock Market[J]. Applied Financial Economics, 2008, 18(20), 1667 – 1680.
Authors:  Keith S. K. Lam;  Frank K. Li
Favorite | TC[Scopus]:3 | Submit date:2019/11/25
The Condition Relation between Beta and Returns in the Hong Kong Stock Market Journal article
KEITH S. K. LAM. The Condition Relation between Beta and Returns in the Hong Kong Stock Market[J]. Applied Financial Economics, 2001, 11(6), 669-680.
Authors:  KEITH S. K. LAM
Favorite | TC[Scopus]:0 | Submit date:2019/11/25