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Keith Lam

University of Macau

Associate Professor of Finance

Macau

  • University of Macau

SCHOLARLY PAPERS

5

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Top 20,170

in Total Papers Downloads

1,927

CITATIONS

1

Scholarly Papers (5)

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1.

On the Validity of the Augmented Fama-French Four-Factor Model

Number of pages: 27 Posted: 17 Feb 2009
Keith Lam, Frank K. Li and Simon M. S. So
University of Macau, Independent and University of Macau
Downloads 1,243 (11,454)

Abstract:

Fama-French, four-factor model, momentum, up and down markets, seasonality

2.

The Profitability of Simple Technical Trading Strategies: The Case of Hong Kong

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 35 Posted: 22 Aug 2007
Keith Lam, Hang Fai Yeung and William M. Y. Cheung
University of Macau, University of Macau and University of Macau
Downloads 479 (44,161)

Abstract:

Technical trading rules, Variable Moving Average, Fixed Moving Average

3.

The Risk Premiums of the Four-Factor Asset Pricing Model in the Hong Kong Stock Market

Number of pages: 35 Posted: 13 May 2014
Keith Lam and Frank K. Li
University of Macau and Independent
Downloads 40 (275,429)
Citation 1

Abstract:

Fama and French; four-factor model; risk premium; seasonality

4.

Blockholding and Market Reactions to Equity Offerings in China

Pacific-Basin Finance Journal, 20, 459-482
Number of pages: 51 Posted: 23 Dec 2011 Last Revised: 06 May 2013
William M. Cheung, Keith Lam and Lewis Tam
University of Macau, University of Macau and Faculty of Business Administration, University of Macau
Downloads 29 (380,505)

Abstract:

blockholding, equity offerings, financial constraints, agency problems, cash flow sensitivity of cash

5.

Liquidity and Asset Pricing: Evidence from the Hong Kong Stock Market

Journal of Banking and Finance, Vol. 35, No. 9, 2011
Posted: 23 Dec 2011
Keith Lam and Lewis Tam
University of Macau and Faculty of Business Administration, University of Macau

Abstract:

liquidity, turnover ratio, asset pricing, Hong Kong stock market, factor model

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