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A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: European journal of operational research : EJOR 203 (2010) 1, pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
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Intraday price reversals for index futures in the US and Hong Kong
Fung, Alexander Kwok-Wah; Mok, Debby M. Y.; Lam, Kin - In: Journal of banking & finance 24 (2000) 7, pp. 1179-1201
Persistent link: https://www.econbiz.de/10001483888
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The index futures markets : Is screen trading more efficient?
Copeland, Laurence S.; Lam, Kin; Jones, Sally-Ann - In: The journal of futures markets 24 (2004) 4, pp. 337-357
Persistent link: https://www.econbiz.de/10002005362
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Overreaction of index futures in Hong Kong
Fung, Alexander Kwok-Wah; Lam, Kin - In: Journal of empirical finance 11 (2004) 3, pp. 331-351
Persistent link: https://www.econbiz.de/10002050353
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Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung - In: The statistician : journal of the Institute of Statisticians 44 (1995) 3, pp. 333-341
Persistent link: https://www.econbiz.de/10001185761