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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  
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  
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  
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  
中国房地产市场与股票市场关系研究——基于混合组均值(PMG)的动态面板实证分析 Journal article
Huang, B., Zhang, Y., LAI, Rose Neng. 中国房地产市场与股票市场关系研究——基于混合组均值(PMG)的动态面板实证分析[J]. 不动产研究, 2014, 51-62.
Authors:  Huang, B.;  Zhang, Y.;  LAI, Rose Neng
Favorite |  | Submit date：2022/06/15
Housing Market  Stock Market  Wealth Effect  China  
Seemingly Unrelated Stock Market and Housing Market in China -- a Myth or Truth Conference paper
Huang, B. H., Zhang, Y., Lai, N.. Seemingly Unrelated Stock Market and Housing Market in China -- a Myth or Truth[C], Guangzhou:Jinan University, 2013.
Authors:  Huang, B. H.;  Zhang, Y.;  Lai, N.
Favorite |  | Submit date：2022/06/15
housing price dynamics  stock market price  pooled mean group estimation  China  
Housing prices and stock returns in China Conference paper
Huang, B. H., Zhang, Y., Lai, N.. Housing prices and stock returns in China[C], Beijing:Global Chinese Real Estate Congress, 2013.
Authors:  Huang, B. H.;  Zhang, Y.;  Lai, N.
Favorite |  | Submit date：2022/06/15
housing price dynamics  stock market price  pooled mean group  China  
Granger causal relations among Greater China stock markets: a Nonlinear perspective Journal article
Zhuo Qiao, Keith Lam. Granger causal relations among Greater China stock markets: a Nonlinear perspective[J]. Applied Financial Economics, 2011, 21, 1437-1450.
Authors:  Zhuo Qiao;  Keith Lam
Favorite | TC[Scopus]:9 | Submit date：2019/10/22
Granger Causality  Nonlinearity  Greater China  Stock Market  
Do Information Transmissions between Stock Markets of the Greater China Become Stronger? A Nonlinear Perspective Conference paper
Keith Lam, Zhuo Qiao. Do Information Transmissions between Stock Markets of the Greater China Become Stronger? A Nonlinear Perspective[C], 2009.
Authors:  Keith Lam;  Zhuo Qiao
Favorite |  | Submit date：2019/11/27
Granger Causality  Greater China  Stock Market  Nonlinearity