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So, Simon M. S.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,194 |
Total
Citations
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1.
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Lam, Keith University of Macau Li, Frank K. affiliation not provided to SSRN So, Simon M. S. University of Macau
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1,106
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Fama-French, four-factor model, momentum, up and down markets, seasonality
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Lei, Violet U. T. affiliation not provided to SSRN So, Simon M. S. University of Macau Zou, Maggie affiliation not provided to SSRN
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sentiment, trading volume, volatility
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3.
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So, Simon M. S. University of Macau Tang, Gordon Y. N. Hong Kong Baptist University
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Last Revised:
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27 Aug 12
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Beta, firm size; book-to-market equity ratio; earnings-to-price ratio; up and down markets; Malaysia, Thailand
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Records 1 -
3
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