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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  
The Cross-Sectional Determinants of Post-IPO Stock Performance: Evidence from China Journal article
Chang, Xin, Shi-Hua Lin, Lewis H.K. Tam, George Wong. The Cross-Sectional Determinants of Post-IPO Stock Performance: Evidence from China[J]. ACCOUNTING AND FINANCE, 2010, 50(3), 581-603.
Authors:  Chang, Xin;  Shi-Hua Lin;  Lewis H.K. Tam;  George Wong
Favorite | TC[WOS]:10 TC[Scopus]:12  IF:3.1/3.3 | Submit date：2019/09/25
Post-ipo Performance  China Stock Markets  Overvaluation  Ownership Structure  Underwriter Reputation