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Liquidity risk and expected returns in China's stock market: A multidimensional liquidity approach Journal article
Liang Dong, Bo Yu, Zhenjiang Qin, Keith S.K. Lam. Liquidity risk and expected returns in China's stock market: A multidimensional liquidity approach[J]. Research in International Business and Finance, 2024, 69, 102247.
Authors:  Liang Dong;  Bo Yu;  Zhenjiang Qin;  Keith S.K. Lam
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:6.3/5.8 | Submit date：2022/07/27
China’s Stock Market  Market Uncertainty  Flight-to-liquidity  Liquidity Factor Model  Asymptotic Principal Component  Multidimensional Liquidity Measure  
Compensation peer crash risks and corporate own investments: New evidences from U.S. stock markets Journal article
Lin,Yu En, Jiang,Xiao Tong, Yu,Bo, Lam,Keith S.K.. Compensation peer crash risks and corporate own investments: New evidences from U.S. stock markets[J]. International Review of Financial Analysis, 2023, 89, 102774.
Authors:  Lin,Yu En;  Jiang,Xiao Tong;  Yu,Bo;  Lam,Keith S.K.
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:7.5/7.7 | Submit date：2023/08/03
Compensation Peers  Firms' Own Investments  Industry Peers  Peer Crash Risks  Peers' Incentive Effect  
“An FPGA-Based Energy-Efficient Reconfigurable Depthwise Separable Convolution Accelerator for Image Recognition,” 2022 International Symposium on Integrated Circuits and Systems (ISICAS), Bordeaux, F Presentation
报告日期: 2022-10-01
Authors:  Lei Xuan;  Ka-Fai Un;  Chi-Seng Lam;  Rui P. Martins
Favorite |  | Submit date：2023/01/29
An FPGA-Based Energy-Efficient Reconfigurable Depthwise Separable Convolution Accelerator for Image Recognition Journal article
Lei Xuan, Ka-Fai Un, Chi-Seng Lam, Rui P. Martins. An FPGA-Based Energy-Efficient Reconfigurable Depthwise Separable Convolution Accelerator for Image Recognition[J]. IEEE Transactions on Circuits and Systems II: Express Briefs, 2022, 69(10), 4003-4007.
Authors:  Lei Xuan;  Ka-Fai Un;  Chi-Seng Lam;  Rui P. Martins
Favorite | TC[WOS]:26 TC[Scopus]:26  IF:4.0/3.7 | Submit date：2022/06/14
Frequency Modulation  Field Programmable Gate Arrays  Energy Efficiency  Memory Management  Random Access Memory  Arrays  Computational Cost  Convolutional Neural Network (Cnn)  Field-programmable Gate Array (Fpga)  Mobilenetv2  Neural Network  Quantization  
New evidence on Bayesian tests of global factor pricing models Journal article
Zhuo Qiao, Yan Wang, Keith S.K. Lam. New evidence on Bayesian tests of global factor pricing models[J]. Journal of Empirical Finance, 2022, 68, 160-172.
Authors:  Zhuo Qiao;  Yan Wang;  Keith S.K. Lam
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:2.1/3.0 | 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
Dong, Liang, Kot, Hung Wan, Lam, Keith S.K., Liu, Ming. Co-skewness and expected return: Evidence from international stock markets[J]. Journal of International Financial Markets, Institutions and Money, 2022, 76, 101479.
Authors:  Dong, Liang;  Kot, Hung Wan;  Lam, Keith S.K.;  Liu, Ming
Favorite | TC[WOS]:6 TC[Scopus]:5  IF:5.4/5.3 | Submit date：2022/02/21
Co-skewness  International Stock Market  Market Integration  Perceived Uncertainty  Stock Return  
Corporate social responsibility and investment efficiency: Does business strategy matter? Journal article
Lin, Yu En, Li, Yi Wen, Cheng, Teng Yuan, Lam, Keith. Corporate social responsibility and investment efficiency: Does business strategy matter?[J]. International Review of Financial Analysis, 2021, 73, 101585.
Authors:  Lin, Yu En;  Li, Yi Wen;  Cheng, Teng Yuan;  Lam, Keith
Favorite | TC[WOS]:84 TC[Scopus]:93  IF:7.5/7.7 | Submit date：2021/12/07
Business Strategy  Corporate Social Responsibility  Investment Efficiency  Moderating Effect  
China vs. U.S.: Is co-skewness risk priced differently? Journal article
Liang Dong, Hung Wan Kot, Keith S.K. Lam, Bo Yu. China vs. U.S.: Is co-skewness risk priced differently?[J]. Asia Pacific Journal of Accounting and Economics, 2020, 29(5), 1333-1353.
Authors:  Liang Dong;  Hung Wan Kot;  Keith S.K. Lam;  Bo Yu
Favorite | TC[WOS]:2 TC[Scopus]:1  IF:1.4/1.5 | Submit date：2022/07/27
Co-skewness  China  U.s  Information Environment  
Are Higher Co-Moments Priced? A Tale of Two Countries Journal article
Keith Lam, Liang Dong, Hung Wan Kot. Are Higher Co-Moments Priced? A Tale of Two Countries[J]. Journal of Financial Studies, 2020.
Authors:  Keith Lam;  Liang Dong;  Hung Wan Kot
Favorite |   IF:2.1/2.1 | Submit date：2019/11/14
Uk Stock Market  Higher Co-moments  Coskewness  Cokurtosis  China Stock Market  
Liquidity and Stock Returns: Evidence from the Chinese Stock Market Journal article
Keith S.K. Lam, Lewis H.K. Tam, Liang Dong. Liquidity and Stock Returns: Evidence from the Chinese Stock Market[J]. China Accounting and Finance Review, 2019, 21(4).
Authors:  Keith S.K. Lam;  Lewis H.K. Tam;  Liang Dong
Favorite |  | Submit date：2024/08/12
Asset Pricing, Liquidity Four-factor Model, Fama And French Three-factor Model, High Moments, China Stock Market