Yes, You can sign messages with KeepKey. The process is very similar to sending a transaction.
In a computer client that supports KeepKey and message signing (such as Multibit HD), draft the message you intend to sign and choose the address to use for signature. Your computer client passes the message and chosen address to the KeepKey, which in turn displays it and prompts the user to manually confirm the message. Once confirmed, the signed message is returned to the computer client.
The KeepKey app does not support message signing at this time.
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