English | 繁體

Search in the results

UM

Browse/Search Results:  1-6 of 6 Help

Selected(0)Clear Items/Page:    Sort:
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  
On the Validity of the Augmented Fama-French (1993) Four-Factor Asset Pricing Model: Evidence from the Hong Kong Stock Market Journal article
Keith Lam, Frank K. Li, Simon M. S. So. On the Validity of the Augmented Fama-French (1993) Four-Factor Asset Pricing Model: Evidence from the Hong Kong Stock Market[J]. Review of Quantitative Finance and Accounting, 2010, 35, 89-111.
Authors:  Keith Lam;  Frank K. Li;  Simon M. S. So
Favorite |   IF:1.9/2.1 | Submit date：2019/11/25
Seasonality  Up And Down Markets  Fama-french  Four-factor Model  Momentum  
On the Validity of the Augmented Fama and French’s (1993) Model: Evidence from the Hong Kong Stock Market Journal article
Keith S. K. Lam, Frank K. Li, Simon M. S. So. On the Validity of the Augmented Fama and French’s (1993) Model: Evidence from the Hong Kong Stock Market[J]. Review of Quantitative Finance and Accounting, 2010, 35(1), 89-111.
Authors:  Keith S. K. Lam;  Frank K. Li;  Simon M. S. So
Favorite | TC[WOS]:9 TC[Scopus]:11  IF:1.9/2.1 | Submit date：2019/11/01
Seasonality  Momentum  Up And Down Markets  Fama And French  Four-factor Model