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Keith S. K. Lam

Observed names: K. Lam, KEITH S.K. LAM, Keith Lam, Keith S.K Lam, Keith S.K. Lam
ORCID: 0000-0001-8755-5663
Observed ORCID: 0000-0001-8755-5663
OpenAlex ID: A5034041778
Corporate social responsibility and investment efficiency: Does business strategy matter?
2020 · Yu-En Lin, Yi-Wen Li, et al. · International Review of Financial Analysis · 176
Liquidity and asset pricing: Evidence from the Hong Kong stock market
2011 · Keith S.K. Lam, Lewis H.K. Tam · Journal of Banking & Finance · 142
The relationship between size, book-to-market equity ratio, earnings–price ratio, and return for the Hong Kong stock market
2002 · Keith S.K Lam · Global Finance Journal · 88
Herding and fundamental factors: The Hong Kong experience
2014 · Keith S.K. Lam, Zhuo Qiao · Pacific-Basin Finance Journal · 42
The conditional relation between beta and returns in the Hong Kong stock market
2001 · Keith S. K. Lam · Applied Financial Economics · 35
An Empirical Study of Volatility in Seven Southeast Asian Stock Markets Using ARV Models
1997 · Mike K.P. So, K. Lam, et al. · Journal of Business Finance &amp Accounting · 30
On the validity of the augmented Fama and French’s (1993) model: evidence from the Hong Kong stock market
2009 · Keith S. K. Lam, Frank K. Li, et al. · Review of Quantitative Finance and Accounting · 27
Intertemporal profitability and the stability of technical analysis: evidences from the Hong Kong stock exchange
2009 · William Cheung, Keith S. K. Lam, et al. · Applied Economics · 20
ESG rating, rating divergence and investment efficiency: International evidence
2025 · Yu-En Lin, Shi Teng, et al. · The Quarterly Review of Economics and Finance · 17
Granger causal relations among Greater China stock markets: a nonlinear perspective
2011 · Zhuo Qiao, Keith S. K. Lam · Applied Financial Economics · 14
Blockholding and market reactions to equity offerings in China
2012 · William Cheung, Keith S.K. Lam, et al. · Pacific-Basin Finance Journal · 12
Co-skewness and expected return: Evidence from international stock markets
2021 · Liang Dong, Hung Wan Kot, et al. · Journal of International Financial Markets Institutions and Money · 10
Value Premium and Technical Analysis: Evidence from the China Stock Market
2019 · Keith S. K. Lam, Liang Dong, et al. · Economies · 10
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The risk premiums of the four-factor asset pricing model in the Hong Kong stock market
2008 · Keith S. K. Lam, Frank K. Li · Applied Financial Economics · 9
Some evidence on the distribution of beta in Hong Kong
1999 · KEITH S.K. LAM · Applied Financial Economics · 9
Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach
2024 · Liang Dong, Bo Yu, et al. · Research in International Business and Finance · 8
How does climate risk affect corporate financialization?
2025 · Teng Yuan Cheng, Liang Dong, et al. · Research in International Business and Finance · 7
Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta
2012 · Adrian C. H. Lei, Martin H. Y. Yick, et al. · Review of Quantitative Finance and Accounting · 7
Does ESG explain stock returns? Evidence from Chinese stock markets
2025 · Zili Shang, Bo Yu, et al. · Finance research letters · 6
Compensation peer crash risks and corporate own investments: New evidences from U.S. stock markets
2023 · Yu-En Lin, Xiao-Tong Jiang, et al. · International Review of Financial Analysis · 5
The Profitability of Simple Technical Trading Strategies: The Case of Hong Kong
2007 · Keith Lam, Hang Fai Yeung, et al. · SSRN Electronic Journal · 5
China vs. U.S.: is co-skewness risk priced differently?
2020 · Liang Dong, Hung Wan Kot, et al. · Asia-Pacific Journal of Accounting & Economics · 4
New evidence on Bayesian tests of global factor pricing models
2022 · Zhuo Qiao, Yan Wang, et al. · Journal of Empirical Finance · 3
The effects of tax convexity on default and investment decisions
2014 · Adrian C. H. Lei, Martin H. Y. Yick, et al. · Applied Economics · 3
What is the best composite liquidity proxy for explaining stock returns? Evidence from the Chinese stock market
2025 · Bo Yu, Liang Dong, et al. · Pacific-Basin Finance Journal · 2
Works count: 36
Citation count: 694
H-index: 11
I10-index: 13
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