English | 繁體

Search in the results

UM

Browse/Search Results:  1-10 of 10 Help

Selected(0)Clear Items/Page:    Sort:
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  
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  
Ex-day returns of stock distributions: An anchoring explanation Journal article
Chang,Eric C., Lin,Tse Chun, Luo,Yan, Ren,Jinjuan. Ex-day returns of stock distributions: An anchoring explanation[J]. Management Science, 2019, 65(3), 1076-1095.
Authors:  Chang,Eric C.;  Lin,Tse Chun;  Luo,Yan;  Ren,Jinjuan
Favorite | TC[WOS]:7 TC[Scopus]:9  IF:4.6/6.1 | Submit date：2019/08/01
Anchoring  Asset Pricing  Behavior And Behavioral Decision Making  Economics  Finance  Splits  Stock Dividends  
Is Liquidity Risk Priced in Chinese Stock Markets Conference paper
Lam, S. K., Tam, H. K.. Is Liquidity Risk Priced in Chinese Stock Markets[C], 2015.
Authors:  Lam, S. K.;  Tam, H. K.
Favorite |  | Submit date：2022/07/27
Asset Pricing  Liquidity Four-factor Model  Fama And French Three-factor Model  High Moments  China Stock Markets  
Asset Pricing and Liquidity Risk: Evidence from China Conference paper
Lam, S. K., Tam, H. K.. Asset Pricing and Liquidity Risk: Evidence from China[C], Sydney:Australasian Finance and Banking Conference, 2013.
Authors:  Lam, S. K.;  Tam, H. K.
Favorite |  | Submit date：2022/07/27
Asset pricing  Liquidity four-factor model  Fama and French three-factor model  High moments  China stock markets  
Asset Pricing and Liquidity Risk: China Evidence Conference paper
Keith Lam, Lewis Tam. Asset Pricing and Liquidity Risk: China Evidence[C], 2013.
Authors:  Keith Lam;  Lewis Tam
Favorite | TC[Scopus]:0 | Submit date：2019/11/27
Fama And French Three-factor Model  Asset Pricing  Liquidity Four-factor Model  High Moments  
Essays on heterogeneous beliefs, public information, and asset pricing Thesis
Qin, Zhenjiang. Essays on heterogeneous beliefs, public information, and asset pricing[D]. Aarhus, Denmark, Aarhus University, 2012.
Authors:  Qin, Zhenjiang
Favorite |  | Submit date：2022/07/03
Heterogeneous Beliefs  Public Information  Asset Pricing  
Liquidity and asset pricing: Evidences from the Hong Kong stock market Journal article
Lam, S. K., Tam, H. K.. Liquidity and asset pricing: Evidences from the Hong Kong stock market[J]. Journal of Banking and Finance, 2011, 2217-2230.
Authors:  Lam, S. K.;  Tam, H. K.
Favorite | TC[WOS]:78 TC[Scopus]:86  IF:3.6/4.4 | Submit date：2022/07/27
Liquidity  Asset Pricing  Hong Kong Stock Market  Factor Model  Fama French Three Factors  Higher Moment  Momentum  
Liquidity and asset pricing: Evidence from the Hong Kong stock market Journal article
Lam K.S.K., Tam L.H.K.. Liquidity and asset pricing: Evidence from the Hong Kong stock market[J]. Journal of Banking & Finance, 2011, 35(9), 2217.
Authors:  Lam K.S.K.;  Tam L.H.K.
Favorite | TC[WOS]:78 TC[Scopus]:86 | Submit date：2018/10/30
Asset Pricing  Factor Model  Fama French Three Factors  Higher Moment  Hong Kong Stock Market  Liquidity  Momentum  
Achieve Pareto Equilibrium with Continuous Speculations Report
Authors:  Qin, Z.
Favorite |  | Submit date：2022/07/03
Heterogeneous Beliefs  Quadratic Derivative  Continuous Trading  Dynamically E¤ectively Complete Market  Asset Pricing