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

By Lam Keith   Li Frank   So Simon  

Review of Quantitative Finance and Accounting, Vol. 35, Iss. 1, 2010-07 ,pp. : 89-111

Springer Publishing Company

Access to resources Recommend Favorite

Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon

By Nam K.   Pyun C.S.   Kim S.-W.  

Journal of International Financial Markets, Institutions & Money, Vol. 13, Iss. 5, 2003-12 ,pp. : 481-502

Elsevier

Access to resources Recommend Favorite

Empirical analysis of real and financial volatilities on stock excess returns - evidence from Taiwan industrial data

By Chiang T.C.   Doong S.-C.  

Global Finance Journal, Vol. 10, Iss. 2, 1999-09 ,pp. : 187-200

Elsevier

Access to resources Recommend Favorite

Volatility clustering in monthly stock returns

By Jacobsen B.   Dannenburg D.  

Journal of Empirical Finance, Vol. 10, Iss. 4, 2003-09 ,pp. : 479-503

Elsevier

Access to resources Recommend Favorite

An empirical examination of hiring decisions of experienced auditors in public accounting: Evidence from Hong Kong

By Law Philip K.F.   Yuen Desmond C.Y.  

Managerial Auditing Journal, Vol. 26, Iss. 9, 2011-10 ,pp. : 760-777

Emerald Group Publishing Ltd

Access to resources Recommend Favorite