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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  
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  
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  
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  
Value premium and technical analysis: Evidence from the China stock market Journal article
Lam, Keith S.K., Dong, Liang, Yu, Bo. Value premium and technical analysis: Evidence from the China stock market[J]. Economies, 2019, 7(3).
Authors:  Lam, Keith S.K.;  Dong, Liang;  Yu, Bo
Favorite | TC[WOS]:2 TC[Scopus]:4  IF:2.1/2.2 | Submit date：2022/05/17
China Stock Market  Moving Average  Technical Analysis  Value Premium  
What good soldiers are made of: the role of personality similarity Journal article
Jennifer Y.M. Lai, Simon S.K. Lam, Cheris W.C. Chow. What good soldiers are made of: the role of personality similarity[J]. Journal of Managerial Psychology, 2015, 30(8), 1003-1018.
Authors:  Jennifer Y.M. Lai;  Simon S.K. Lam;  Cheris W.C. Chow
Favorite | TC[WOS]:5 TC[Scopus]:5  IF:3.1/4.5 | Submit date：2019/08/01
Organizational Citizenship Behaviour  Social Exchange Theory  Personality Similarity  
What Good Soldiers Are Made of: The Role of Personality Similarity Journal article
Lai, Y. M., Lam, S.K., Chow, W. C.. What Good Soldiers Are Made of: The Role of Personality Similarity[J]. Journal of Managerial psychology, 2015, 1003-1018.
Authors:  Lai, Y. M.;  Lam, S.K.;  Chow, W. C.
Favorite |   IF:3.1/4.5 | Submit date：2022/08/21
Organizational Citizenship Behavior  Personality Similarity  Social Exchange Theory  
Herding and fundamental factors: The Hong Kong experience Journal article
Lam,Keith S.K., Qiao,Zhuo. Herding and fundamental factors: The Hong Kong experience[J]. Pacific Basin Finance Journal, 2014, 32, 160-188.
Authors:  Lam,Keith S.K.;  Qiao,Zhuo
Favorite | TC[WOS]:26 TC[Scopus]:28 | Submit date：2019/08/01
Csad  Fama-french And Liquidity Factors  Fundamental Factors  Industrial Herding