Kin Lam

Hong Kong Baptist University (HKBU)

Professor

Department of Finance and Decision Sciences Renfrew Road

Kowloon

HONG KONG

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 37,439

SSRN RANKINGS

Top 37,439

in Total Papers Downloads

1,372

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (5)

1.

A Quantitative Behavioral Model and its Implications for Market Volatility, Underreaction, and Overreaction

Number of pages: 41 Posted: 07 Aug 2008
Kin Lam, Taisheng and Wing-Keung Wong
Hong Kong Baptist University (HKBU), Hong Kong Baptist University (HKBU) and Asia University, Department of Finance
Downloads 580 (52,674)

Abstract:

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Bayesian model, representative and conservative heuristics, underreaction, overreaction, stock price, stock return

2.

The Index Futures Markets: Is Screen Trading More Efficient?

Number of pages: 21 Posted: 05 Oct 2001
Cardiff University - Cardiff Business School, Cardiff University - Cardiff Business School and Hong Kong Baptist University (HKBU)
Downloads 362 (93,119)

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index futures; Arc-Sine Law; overreaction

3.

A New Pseudo-Bayesian Model with Implications to Financial Anomalies and Investors’ Behaviors

Number of pages: 41 Posted: 19 May 2010 Last Revised: 21 Dec 2010
Kin Lam, Taisheng and Wing-Keung Wong
Hong Kong Baptist University (HKBU), Hong Kong Baptist University (HKBU) and Asia University, Department of Finance
Downloads 221 (156,257)
Citation 8

Abstract:

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Bayesian model, Representative and conservative heuristics, Underreaction, Overreaction, Stock price, Stock return

4.

A New Pseudo Bayesian Model for Stock Returns In Financial Crisis

Number of pages: 27 Posted: 12 May 2011 Last Revised: 25 May 2011
Asia University, Department of Finance, Hong Kong Baptist University (HKBU) - Department of Mathematics, Hong Kong Baptist University (HKBU) and Macquarie University, Macquarie Business School
Downloads 112 (275,706)

Abstract:

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Bayesian Model, Representative and Conservative Heuristics, Underreaction, Overreaction, Stock Price, Stock Return, Financial Crisis

5.

Stochastic Dominance and Investors’ Behavior towards Risk: The Hong Kong Stocks and Futures Markets

Number of pages: 30 Posted: 20 Feb 2010
Universiti Sains Malaysia, Hong Kong Baptist University (HKBU) and Asia University, Department of Finance
Downloads 97 (303,875)

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stochastic dominance, stock index futures, risk preference, S-shape utility functions