Kin Lam

669 total citations
26 papers, 479 citations indexed

About

Kin Lam is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Kin Lam has authored 26 papers receiving a total of 479 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 12 papers in Economics and Econometrics and 8 papers in Management Science and Operations Research. Recurrent topics in Kin Lam's work include Financial Markets and Investment Strategies (19 papers), Complex Systems and Time Series Analysis (8 papers) and Financial Risk and Volatility Modeling (7 papers). Kin Lam is often cited by papers focused on Financial Markets and Investment Strategies (19 papers), Complex Systems and Time Series Analysis (8 papers) and Financial Risk and Volatility Modeling (7 papers). Kin Lam collaborates with scholars based in Hong Kong, Japan and China. Kin Lam's co-authors include Wing‐Keung Wong, Henry M.K. Mok, Ming‐Ying Leung, Man‐Keung Siu, Frank J. Fabozzi, Joseph K. W. Fung, Louis T. W. Cheng, Philip L. H. Yu, Ling Xin and Laurence Copeland and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and The American Statistician.

In The Last Decade

Kin Lam

25 papers receiving 448 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Kin Lam Hong Kong	12	271	209	167	102	48	26	479
Michael Hanke Liechtenstein	13	271 1.0×	221 1.1×	93 0.6×	134 1.3×	70 1.5×	52	478
Andrea Consiglio Italy	13	300 1.1×	238 1.1×	65 0.4×	184 1.8×	54 1.1×	55	469
Lei Lü Canada	12	246 0.9×	233 1.1×	208 1.2×	24 0.2×	34 0.7×	54	564
In Joon Kim South Korea	11	855 3.2×	246 1.2×	237 1.4×	43 0.4×	45 0.9×	31	976
Martin L. Leibowitz United States	18	630 2.3×	444 2.1×	362 2.2×	123 1.2×	128 2.7×	97	1.0k
Myles M. Dryden United Kingdom	10	174 0.6×	150 0.7×	89 0.5×	111 1.1×	48 1.0×	16	390
Bernell K. Stone United States	12	427 1.6×	247 1.2×	254 1.5×	171 1.7×	87 1.8×	37	724
J. Clay Singleton United States	8	413 1.5×	202 1.0×	320 1.9×	80 0.8×	49 1.0×	15	620
Zhifang He China	14	192 0.7×	484 2.3×	66 0.4×	140 1.4×	95 2.0×	30	653
Rand Kwong Yew Low Australia	11	309 1.1×	305 1.5×	51 0.3×	116 1.1×	79 1.6×	30	480

Countries citing papers authored by Kin Lam

Since Specialization

Citations

This map shows the geographic impact of Kin 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 Kin Lam with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Kin Lam more than expected).

Fields of papers citing papers by Kin Lam

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Kin 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 Kin Lam. The network helps show where Kin Lam may publish in the future.

Co-authorship network of co-authors of Kin Lam

This figure shows the co-authorship network connecting the top 25 collaborators of Kin Lam. A scholar is included among the top collaborators of Kin 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 Kin Lam. Kin Lam is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Xin, Ling, Kin Lam, & Philip L. H. Yu. (2019). Effectiveness of filter trading as an intraday trading rule. Studies in Economics and Finance. 38(3). 659–674. 4 indexed citations

Fabozzi, Frank J., et al.. (2013). Market overreaction and underreaction: tests of the directional and magnitude effects. Applied Financial Economics. 23(18). 1469–1482. 25 indexed citations

Xin, Ling, Philip L. H. Yu, & Kin Lam. (2013). An Application of CUSUM Chart on Financial Trading. The HKU Scholars Hub (University of Hong Kong). 178–181. 6 indexed citations

Lam, Kin, et al.. (2012). A New Pseudo-Bayesian Model with Implications for Financial Anomalies and Investors’ Behavior. Journal of Behavioral Finance. 13(2). 93–107. 34 indexed citations

Fung, Eric S., Kin Lam, Tak Kuen Siu, & Wing‐Keung Wong. (2011). A Pseudo-Bayesian Model for Stock Returns In Financial Crises. Journal of risk and financial management. 4(1). 43–73. 9 indexed citations

Lam, Kin, Philip L. H. Yu, & Paul H. Lee. (2010). A margin scheme that advises on when to change required margin. European Journal of Operational Research. 207(1). 524–530. 4 indexed citations

Lam, Kin, et al.. (2010). Do the prices of stock index futures in Asia overreact to U.S. market returns?. Journal of Empirical Finance. 17(3). 428–440. 30 indexed citations

Lam, Kin, Philip L. H. Yu, & Ling Xin. (2009). Accumulator pricing. The HKU Scholars Hub (University of Hong Kong). 72–79.

Lam, Kin, May Chun Mei Wong, & Wing‐Keung Wong. (2006). New variance ratio tests to identify random walk from the general mean reversion model. Journal of Applied Mathematics and Decision Sciences. 2006. 1–21. 10 indexed citations

10.

Lam, Kin, et al.. (2004). Overreaction of index futures in Hong Kong. Journal of Empirical Finance. 11(3). 331–351. 18 indexed citations

11.

Copeland, Laurence, et al.. (2004). The index futures markets: Is screen trading more efficient?. Journal of Futures Markets. 24(4). 337–357. 8 indexed citations

12.

Lam, Kin, et al.. (2003). A theoretical framework to evaluate different margin‐setting methodologies. Journal of Futures Markets. 24(2). 117–145. 10 indexed citations

13.

Copeland, Laurence, et al.. (2001). The Index Futures Markets: Is Screen Trading More Efficient?. SSRN Electronic Journal. 1 indexed citations

14.

Lam, Kin, et al.. (2000). Forecasting for the generation of trading signals in financial markets. Journal of Forecasting. 19(1). 39–52. 13 indexed citations

15.

Cheng, Louis T. W., Joseph K. W. Fung, & Kin Lam. (1998). An examination of the determinants of stock price effects of US–Chinese joint venture announcements. International Business Review. 7(2). 151–161. 18 indexed citations

16.

Lam, Kin, et al.. (1997). . 4(3). 257–274. 21 indexed citations

17.

Lam, Kin, et al.. (1994). Family groupings on performance of portfolio selection in the Hong Kong stock market. Journal of Banking & Finance. 18(4). 725–742. 35 indexed citations

18.

Mok, Henry M.K., et al.. (1992). FAMILY CONTROL AND RETURN COVARIATION IN HONG KONG'S COMMON STOCKS. Journal of Business Finance & Accounting. 19(2). 277–293. 73 indexed citations

19.

Lam, Kin, Ming‐Ying Leung, & Man‐Keung Siu. (1984). Self-organizing files with dependent accesses. Journal of Applied Probability. 21(2). 343–359. 22 indexed citations

20.

Lam, Kin, Ming‐Ying Leung, & Man‐Keung Siu. (1984). Self-organizing files with dependent accesses. Journal of Applied Probability. 21(2). 343–359. 9 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.

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