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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
The effects of tax convexity on default and investment decisions
Journal article
Adrian C. H. Lei, Martin H. Y. Yick, Keith S. K. Lam. The effects of tax convexity on default and investment decisions[J]. APPLIED ECONOMICS, 2014, 46(11), 1267-1278.
Authors:
Adrian C. H. Lei
;
Martin H. Y. Yick
;
Keith S. K. Lam
Favorite
|
TC[WOS]:
1
TC[Scopus]:
1
IF:
1.8
/
2.2
|
Submit date:2019/11/25
Contingent-claims Model
Investment Option
Tax Convexity
Growth Option
Default Option
Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta
Journal article
Adrian C. H. Lei, Martin H. Y. Yick, Keith S. K. Lam. Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta[J]. Review of Quantitative Finance and Accounting, 2013, 41(1), 131–147.
Authors:
Adrian C. H. Lei
;
Martin H. Y. Yick
;
Keith S. K. Lam
Favorite
|
TC[WOS]:
3
TC[Scopus]:
3
IF:
1.9
/
2.1
|
Submit date:2019/11/25
Equity Beta
Tax Convexity
Growth Option
Default Option
Contingent-claim Model
Herding, Market Fundamentals and Short Selling: Evidence from Hong Kong
Conference paper
Lam, Keith S. K., Qiao, Zhuo. Herding, Market Fundamentals and Short Selling: Evidence from Hong Kong[C], 2012.
Authors:
Lam, Keith S. K.
;
Qiao, Zhuo
Favorite
|
TC[Scopus]:
0
|
Submit date:2019/11/27
Momentum And Liquidity Factors
Industrial Herding
Csad
Fundamental Factors
Fama-french Factors
Short Selling
Intertemporal profitability and the stability of technical analysis: evidences from the Hong Kong stock exchange
Journal article
William Cheung, Keith S. K. Lam, HangFai Yeung. Intertemporal profitability and the stability of technical analysis: evidences from the Hong Kong stock exchange[J]. Applied Economics, 2011, 43(15), 1945-1963.
Authors:
William Cheung
;
Keith S. K. Lam
;
HangFai Yeung
Favorite
|
TC[WOS]:
12
TC[Scopus]:
16
IF:
1.8
/
2.2
|
Submit date:2019/10/22
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
The risk premiums of the four-factor asset pricing model in the Hong Kong Stock Market
Journal article
Keith S. K. Lam, Frank K. Li. The risk premiums of the four-factor asset pricing model in the Hong Kong Stock Market[J]. Applied Financial Economics, 2008, 18(20), 1667 – 1680.
Authors:
Keith S. K. Lam
;
Frank K. Li
Favorite
|
TC[Scopus]:
3
|
Submit date:2019/11/25
The Condition Relation between Beta and Returns in the Hong Kong Stock Market
Journal article
KEITH S. K. LAM. The Condition Relation between Beta and Returns in the Hong Kong Stock Market[J]. Applied Financial Economics, 2001, 11(6), 669-680.
Authors:
KEITH S. K. LAM
Favorite
|
TC[Scopus]:
0
|
Submit date:2019/11/25