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Efficient use of information by financial analysts in the formation of short term earnings forecasts

Fildes, Robert; Lam, Keith - 1990 - Rev

Persistent link: https://www.econbiz.de/10000785140

Value premium and technical analysis : evidence from the China stock market

Lam, Keith; Dong, Liang; Yu, Bo - In: Economies : open access journal 7 (2019) 3/92, pp. 1-21

We find value premium in the Chinese stock market using a conventional buy-and-hold approach which longs the portfolio with the highest BM ratio and shorts the one with the lowest BM ratio. Based on the finding, we test a new strategy by combining the value premium effect and technical analysis....

Persistent link: https://www.econbiz.de/10012132022

The relationship between size, book-to-market equity ratio, earnings-price ratio, and return for the Hong Kong stock market

Lam, Keith S. K. - In: Global finance journal 13 (2002) 2, pp. 163-179

Persistent link: https://www.econbiz.de/10001745909

On the validity of the augmented Fama and French’s (1993) model : evidence from the Hong Kong stock market

Lam, Keith S. K.; Li, Frank K.; So, Simon M. S. - In: Review of quantitative finance and accounting 35 (2010) 1, pp. 89-111

Persistent link: https://www.econbiz.de/10008797142

Can financial analysts constrain real earnings management in emerging markets? : evidence from China

Li, Su; Ding, Fangfei; Liu, Qianqian; Qiao, Ziwei; … - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 5, pp. 1208-1226

Persistent link: https://www.econbiz.de/10013415476