Keith Lam

673 total citations
29 papers, 474 citations indexed

About

Keith Lam is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Keith Lam has authored 29 papers receiving a total of 474 indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in Finance, 18 papers in Accounting and 11 papers in Economics and Econometrics. Recurrent topics in Keith Lam's work include Financial Markets and Investment Strategies (21 papers), Corporate Finance and Governance (14 papers) and Market Dynamics and Volatility (8 papers). Keith Lam is often cited by papers focused on Financial Markets and Investment Strategies (21 papers), Corporate Finance and Governance (14 papers) and Market Dynamics and Volatility (8 papers). Keith Lam collaborates with scholars based in Macao, China and Hong Kong. Keith Lam's co-authors include Lewis Tam, Yu‐En Lin, Yiwen Li, Zhuo Qiao, Mike K. P. So, Bo Yu, Bo Yu, Bo Yu, Xiaotong Jiang and Yi Dong and has published in prestigious journals such as Journal of Banking & Finance, Finance research letters and International Review of Financial Analysis.

In The Last Decade

Keith Lam

28 papers receiving 443 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Keith Lam Macao	10	328	233	220	133	66	29	474
Philip Gharghori Australia	15	455 1.4×	345 1.5×	251 1.1×	158 1.2×	44 0.7×	32	572
Marios A. Panayides United States	9	335 1.0×	329 1.4×	172 0.8×	81 0.6×	47 0.7×	26	489
Jan Bartholdy Denmark	12	269 0.8×	304 1.3×	182 0.8×	117 0.9×	38 0.6×	35	453
Vincent Glode United States	10	284 0.9×	198 0.8×	227 1.0×	44 0.3×	72 1.1×	30	412
John A. Weinberg United States	9	210 0.6×	131 0.6×	222 1.0×	44 0.3×	70 1.1×	28	397
Artyom Durnev Canada	2	571 1.7×	617 2.6×	177 0.8×	132 1.0×	31 0.5×	3	745
Lin Peng United States	6	242 0.7×	220 0.9×	194 0.9×	65 0.5×	28 0.4×	13	420
Soohun Kim South Korea	6	196 0.6×	107 0.5×	149 0.7×	142 1.1×	32 0.5×	16	342
Diane Scott Docking United States	6	323 1.0×	175 0.8×	226 1.0×	95 0.7×	20 0.3×	13	472

Countries citing papers authored by Keith Lam

Since Specialization

Citations

This map shows the geographic impact of Keith Lam's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Keith Lam with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Keith Lam more than expected).

Fields of papers citing papers by Keith Lam

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Keith Lam. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Keith Lam. The network helps show where Keith Lam may publish in the future.

Co-authorship network of co-authors of Keith Lam

This figure shows the co-authorship network connecting the top 25 collaborators of Keith Lam. A scholar is included among the top collaborators of Keith Lam based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Keith Lam. Keith Lam is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Yu, Bo, et al.. (2025). What is the best composite liquidity proxy for explaining stock returns? Evidence from the Chinese stock market. Pacific-Basin Finance Journal. 91. 102686–102686. 1 indexed citations

Yu, Bo, et al.. (2025). Does ESG explain stock returns? Evidence from Chinese stock markets. Finance research letters. 79. 107214–107214. 3 indexed citations

Dong, Yi, et al.. (2025). How does climate risk affect corporate financialization?. Research in International Business and Finance. 78. 102954–102954.

Lin, Yu‐En, et al.. (2025). ESG rating, rating divergence and investment efficiency: International evidence. The Quarterly Review of Economics and Finance. 100. 101975–101975. 11 indexed citations

Lin, Yu‐En, Yuxin Xu, Bo Yu, & Keith Lam. (2024). The impact of outcome uncertainty on corporate investment compensation peer effects. The North American Journal of Economics and Finance. 76. 102349–102349. 1 indexed citations

Yu, Bo, et al.. (2024). Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach. Research in International Business and Finance. 69. 102247–102247. 3 indexed citations

Lin, Yu‐En, Xiaotong Jiang, Bo Yu, & Keith Lam. (2023). Compensation peer crash risks and corporate own investments: New evidences from U.S. stock markets. International Review of Financial Analysis. 89. 102774–102774. 4 indexed citations

Lam, Keith, et al.. (2023). Liquidity Risk and Expected Returns in China's Stock Market: A Multidimensional Liquidity Approach. SSRN Electronic Journal. 1 indexed citations

Qiao, Zhuo, et al.. (2022). New evidence on Bayesian tests of global factor pricing models. Journal of Empirical Finance. 68. 160–172. 2 indexed citations

10.

Lam, Keith, et al.. (2021). Co-skewness and expected return: Evidence from international stock markets. Journal of International Financial Markets Institutions and Money. 76. 101479–101479. 5 indexed citations

11.

Lin, Yu‐En, et al.. (2020). Corporate social responsibility and investment efficiency: Does business strategy matter?. International Review of Financial Analysis. 73. 101585–101585. 120 indexed citations

12.

Lam, Keith, et al.. (2019). Value Premium and Technical Analysis: Evidence from the China Stock Market. Economies. 7(3). 92–92. 7 indexed citations

13.

Lam, Keith & Zhuo Qiao. (2014). Herding and fundamental factors: The Hong Kong experience. Pacific-Basin Finance Journal. 32. 160–188. 33 indexed citations

14.

Lam, Keith, et al.. (2012). Does tax convexity matter for risk? A dynamic study of tax asymmetry and equity beta. Review of Quantitative Finance and Accounting. 41(1). 131–147. 2 indexed citations

15.

Lam, Keith & Lewis Tam. (2011). Liquidity and Asset Pricing: Evidence from the Hong Kong Stock Market. SSRN Electronic Journal. 8 indexed citations

16.

Qiao, Zhuo & Keith Lam. (2011). Granger causal relations among Greater China stock markets: a nonlinear perspective. Applied Financial Economics. 21(19). 1437–1450. 7 indexed citations

17.

Lam, Keith, et al.. (2008). The risk premiums of the four-factor asset pricing model in the Hong Kong stock market. Applied Financial Economics. 18(20). 1667–1680. 3 indexed citations

18.

Lam, Keith. (2001). The conditional relation between beta and returns in the Hong Kong stock market. Applied Financial Economics. 11(6). 669–680. 26 indexed citations

19.

Lam, Keith. (1999). Some evidence on the distribution of beta in Hong Kong. Applied Financial Economics. 9(3). 251–262. 5 indexed citations

20.

So, Mike K. P., et al.. (1997). An Empirical Study of Volatility in Seven Southeast Asian Stock Markets Using ARV Models. Journal of Business Finance & Accounting. 24(2). 261–276. 25 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact