Since alkali metals emit electrons when radiation strikes on their surfaces. This phenomenon of emission of electrons when electromagnetic radiation strikes against them is calledphotoelectric effect. Therefore, alkali metals exhibit photoelectric effect.
One more thing-->Alkali metals used to have low ionisation enthalpies and therefore, the electrons are easily ejected when exposed to light.Among alkali metals,as compared to Cs and K, Li is
smaller in size and therefore, requires high energy to lose an electron.
On the other hand, K and Cs have low ionization energy. Hence,
they can easily lose electrons. This property of K and Cs is utilized in
photoelectric cells.