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Analysis of the effect on US manufacture industry during Covid-19 based on Fama-French five-factor model Conference paper
Zhang, Guang Ze. Analysis of the effect on US manufacture industry during Covid-19 based on Fama-French five-factor model[C], 2021, 7-10.
Authors:  Zhang, Guang Ze
Favorite | TC[Scopus]:0 | Submit date:2023/03/30
Component  Covid-19  Fama-french Model  Manufacture Industry  
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  
Herding and fundamental factors: The Hong Kong experience Journal article
Lam,Keith S.K., Qiao,Zhuo. Herding and fundamental factors: The Hong Kong experience[J]. Pacific Basin Finance Journal, 2014, 32, 160-188.
Authors:  Lam,Keith S.K.;  Qiao,Zhuo
Favorite | TC[WOS]:26 TC[Scopus]:28 | Submit date:2019/08/01
Csad  Fama-french And Liquidity Factors  Fundamental Factors  Industrial Herding  
Herding and fundamental factors: The Hong Kong experience Journal article
Keith S.K. Lam, Zhuo Qiao. Herding and fundamental factors: The Hong Kong experience[J]. Pacific Basin Finance Journal, 2014, 32, 160-188.
Authors:  Keith S.K. Lam;  Zhuo Qiao
Favorite | TC[WOS]:26 TC[Scopus]:28 | Submit date:2019/08/01
Csad  Fama-french And Liquidity Factors  Fundamental Factors  Industrial Herding  
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  
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  
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  
Liquidity and asset pricing: Evidence from the Hong Kong stock market Journal article
Lam K.S.K., Tam L.H.K.. Liquidity and asset pricing: Evidence from the Hong Kong stock market[J]. Journal of Banking & Finance, 2011, 35(9), 2217.
Authors:  Lam K.S.K.;  Tam L.H.K.
Favorite | TC[WOS]:78 TC[Scopus]:86 | Submit date:2018/10/30
Asset Pricing  Factor Model  Fama French Three Factors  Higher Moment  Hong Kong Stock Market  Liquidity  Momentum