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The effect of mandatory CSR disclosure on stock liquidity Journal article
Li, Zhiyuan, Lin, Wenlian, Zhou, Sili. The effect of mandatory CSR disclosure on stock liquidity[J]. China Economic Review, 2024, 87, 102232.
Authors:  Li, Zhiyuan;  Lin, Wenlian;  Zhou, Sili
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:5.2/6.2 | Submit date：2024/08/05
Information Asymmetry  Mandatory Csr Disclosure  Stock Liquidity  
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  
The Effect of Stock Market Indexing on Option Price Efficiency Presentation
会议地点: University of New South Wales (Presented by Coauthor), 报告日期: 2021-10-01
Authors:  Eric C. Chang;  Li Ge;  Tse-Chun Lin;  Xiaorong Ma
Favorite |  | Submit date：2022/08/31
Stock Indexing Effect  Option Price Efficiency  Options Market Liquidity  Russell Index Reconstitution  Local Linear Regressions  
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  
Stock Liquidity and Corporate Social Responsibility Conference paper
Chang, X, Tan, W, Yang, E, Zhang, W. Stock Liquidity and Corporate Social Responsibility[C], 2018.
Authors:  Chang, X;  Tan, W;  Yang, E;  Zhang, W
Favorite |  | Submit date：2019/09/10
Stock Liquidity  Short-termism  Corporate Social Responsibility (Csr)  Investor Horizon  
Are stock prices more informative after dual-listing in emerging markets? Evidence from Hong Kong-listed Chinese companies Journal article
Kot, H. W., Tam, H. K.. Are stock prices more informative after dual-listing in emerging markets? Evidence from Hong Kong-listed Chinese companies[J]. Pacific-Basin Finance Journal, 2016, 36, 31-45.
Authors:  Kot, H. W.;  Tam, H. K.
Favorite | TC[WOS]:14 TC[Scopus]:16  IF:4.8/4.4 | Submit date：2022/07/27
H-shares  Dual Listings  Stock Price Synchronicity  Analyst Coverage  Liquidity Commonality  
Are stock price more informative after dual-listing in emerging markets? Evidence from Hong Kong-listed Chinese companies Journal article
Hung Wan Kot, Lewis H.K. Tam. Are stock price more informative after dual-listing in emerging markets? Evidence from Hong Kong-listed Chinese companies[J]. Pacific-Basin Finance Journal, 2016, 36, 31-45.
Authors:  Hung Wan Kot;  Lewis H.K. Tam
Favorite | TC[WOS]:14 TC[Scopus]:16  IF:4.8/4.4 | Submit date：2019/12/10
H-shares  Dual Listings  Stock Price Synchronicity  Analyst Coverage  Liquidity Commonality  
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  
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