Browse "School of Management Engineering(경영공학부)" by Subject TESTS

Showing results 1 to 14 of 14

1
A Comprehensive Look at the Return Predictability of Variance Risk Premia

Byun, Suk Joon; Frijns, Bart; Roh, Tai-Yong, JOURNAL OF FUTURES MARKETS, v.38, no.4, pp.425 - 445, 2018-04

2
Can digital consumption boost physical consumption? The effect of online music streaming on record sales

Lee, Minhyung; Choi, HanByeol Stella; Cho, Daegon; Lee, Heeseok, DECISION SUPPORT SYSTEMS, v.135, 2020-08

3
Can fat-tail create the momentum and reversal?

Bae, Kwangil; Kang, Hankil; Kang, Jangkoo, APPLIED ECONOMICS, v.52, no.44, pp.4850 - 4863, 2020-09

4
Corporate social responsibility and stock price crash risk

Kim, Yongtae; Li, Haidan; Li, Siqi, JOURNAL OF BANKING & FINANCE, v.43, pp.1 - 13, 2014-06

5
Demand for medical care, consumption and cointegration

Kong, MK; Lee, Hoe Kyung, ECONOMICS LETTERS, v.62, no.3, pp.325 - 330, 1999-03

6
Dispersion in Analysts' Earnings Forecasts and Market Efficiency

Kim, Tong Suk; Kim, Ki-Deok; Min, Byoung-Kyu, INTERNATIONAL REVIEW OF FINANCE, v.20, no.1, pp.247 - 260, 2020-03

7
Do the production-based factors capture the time-varying patterns in stock returns?

Kang, Hankil; Kang, Jangkoo; Lee, Changjun, EMERGING MARKETS REVIEW, v.15, pp.122 - 135, 2013-06

8
Empirical prediction intervals revisited

Lee, Yun Shin; Scholtes, Stefan, INTERNATIONAL JOURNAL OF FORECASTING, v.30, no.2, pp.217 - 234, 2014-04

9
Evaluating time-series restrictions for cross-sections of expected returns: Multifactor CCAPMs

Kim, Jinyong, PACIFIC-BASIN FINANCE JOURNAL, v.20, no.5, pp.688 - 706, 2012-11

10
Indirect effects of flow-performance sensitivity on fund performance

Seok, Sangik; Cho, Hoon; Lee, Jennifer Eunkyeong; Ryu, Doojin, BORSA ISTANBUL REVIEW, v.23, pp.S1 - S14, 2023-10

11
Information Asymmetry and the Accrual Anomaly

Park, Sang Hyun; Han, Ingoo; Lee, Jaywon; Kim, Boyoung, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.47, no.4, pp.571 - 597, 2018-09

12
Liquidity Risk and Expected Stock Returns in Korea: A New Approach

Jang, Jeewon; Kang, Jangkoo; Lee, Changjun, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.6, pp.704 - 738, 2012-12

13
Repurchases after being well known as good news

Lee, Inmoo; Park, Yuen Jung; Pearson, Neil D., JOURNAL OF CORPORATE FINANCE, v.62, 2020-06

14
The information content of funds from operations and net income in real estate investment trusts

Seok, Sang Ik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.51, 2020-01

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