Narrow search
Showing 1 - 6 of 6
Cover Image
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
Cover Image
Do the prices of stock index futures in Asia overreact to US market returns?
Fung, Alexander Kwok-wah; Lam, Kin; Lam, Ka-ming - In: Journal of empirical finance 17 (2010) 3, pp. 428-440
Persistent link: https://www.econbiz.de/10009267290
Cover Image
A new pseudo-Bayesian model with implications for financial anomalies and investors' behavior
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: The journal of behavioral finance : a publication of … 13 (2012) 2, pp. 93-107
Persistent link: https://www.econbiz.de/10009616411
Cover Image
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
Cover Image
Is the "perfect" timing strategy truly perfect?
Lam, Kin; Li, Wei - In: Review of quantitative finance and accounting 22 (2004) 1, pp. 39-51
Persistent link: https://www.econbiz.de/10001919343
Cover Image
A stochastic volatility model with Markov switching
So, Mike Ka-pui - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 244-253
Persistent link: https://www.econbiz.de/10001243996