| Liquidity and stock returns: evidence from the Chinese stock market KS Lam, LH Tam, L Dong China Accounting and Finance Review 21 (4), 1-42, 2019 | 9 | 2019 |
| Co-skewness and expected return: Evidence from international stock markets L Dong, HW Kot, KSK Lam, M Liu Journal of International Financial Markets, Institutions and Money 76, 101479, 2022 | 7 | 2022 |
| Value premium and technical analysis: Evidence from the China stock market KSK Lam, L Dong, B Yu Economies 7 (3), 92, 2019 | 6 | 2019 |
| Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and US monetary policy C Luo, Y Qu, Y Su, L Dong The North American Journal of Economics and Finance 70, 102041, 2024 | 4 | 2024 |
| China vs. US: is co-skewness risk priced differently? L Dong, HW Kot, KSK Lam, B Yu Asia-Pacific Journal of Accounting & Economics 29 (5), 1333-1353, 2022 | 4 | 2022 |
| Coskewness and reversal of momentum returns: The US and international evidence L Dong, Y Dai, T Haque, HW Kot, T Yamada Journal of Empirical Finance 69, 241-264, 2022 | 2 | 2022 |
| The Evolution of Financial Risk Contagion During the Covid-19 Crisis Period: An Analysis Based on the Multiscale Complex Networks C Luo, Y Li, L Dong Available at SSRN 4049423, 2022 | 1 | 2022 |
| Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach L Dong, B Yu, Z Qin, KSK Lam Research in International Business and Finance 69, 102247, 2024 | | 2024 |
| Regulatory investigations, media coverage, and audit opinions X Li, L Dong, HW Kot, M Liu Journal of International Accounting, Auditing and Taxation 54, 100596, 2024 | | 2024 |
| Are Higher Co-Moments Priced? A Tale of Two Countries L Dong, KSK Lam, HW Kot Journal of Financial Studies 28 (1), 77, 2020 | | 2020 |
| China vs. US: Are higher co-moment risks priced differently? SK Lam, L Dong, HW Kot | | 2018 |
| Higher Co-Moments and Expected Returns: Evidence from the China and UK Stock Markets K Lam, L Dong Available at SSRN 2722376, 2016 | | 2016 |
Hung Wan KotChinese University of Hong KongVerified email at cuhk.edu.hk
