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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  
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