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Showing results 1 to 13 of 13

1
Assessing the proportionality assumption in default rate forecasting using the proportional hazard model = 비례위험모형을 이용한 기업도산 예측모형에서의 비례성 가정에 대한 검정link

Oh, Seul-Ah; 오슬아; et al, 한국과학기술원, 2013

2
Essays on financial market anomalies = 금융 시장 이상현상에 대한 연구link

Kim, Ki-Deok; 김기덕; et al, 한국과학기술원, 2013

3
Essays on relations among credit default swap, equity put option and macroeconomic condition = 신용 부도 스왑, 주식 풋옵션 및 거시경제 조건 간 관계에 대한 연구link

Park, Yuen-Jung; 박윤정; et al, 한국과학기술원, 2012

4
Macroeconomic Conditions and Credit Default Swap Spread Changes

Kim, Tong-Suk; Park, Jae Won; Park, Yuen Jung, JOURNAL OF FUTURES MARKETS, v.37, no.8, pp.766 - 802, 2017-08

5
Systemic risk and cross-sectional hedge fund returns

Hwang, Inchang; Xu, Simon; In, Francis; Kim, Tong-Suk, JOURNAL OF EMPIRICAL FINANCE, v.42, pp.109 - 130, 2017-06

6
The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads*

Park, Yuen-Jung; Kim, Tong-Suk, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.4, pp.491 - 516, 2012-08

7
The Linkage Between the Options and Credit Default Swap Markets During the Subprime Mortgage Crisis

Kim, Tong-Suk; Park, Yuen-Jung; Noh, Jae-Sun, JOURNAL OF FUTURES MARKETS, v.33, no.6, pp.518 - 554, 2013-06

8
Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama-French factors

Kang, Byoung Uk; In, Francis; Kim, Tong-Suk, JOURNAL OF EMPIRICAL FINANCE, v.42, pp.15 - 39, 2017-06

9
V-Shaped Disposition Effect, Stock Prices, and Post-Earnings-Announcement Drift: Evidence from Korea

Kim, Minki; Kim, Toyoung; Kim, Tong-Suk, JOURNAL OF BEHAVIORAL FINANCE, v.24, no.3, pp.345 - 364, 2023-07

10
뮤추얼 펀드 성과와 그 지속성: 부스트래핑을 이용한 한국과 미국의 비교 연구 = Mutual fund performance and persistence: a comparative study in u.s and korea using bootstrapping methodlink

전재한; Jeon, Jae-Han; et al, 한국과학기술원, 2012

11
분산위험프리미엄의 KOSPI200지수 수익률 예측가능성 = Return predictability of variance risk premium for KOSPI200 indexlink

김민지; Kim, Min-Ji; et al, 한국과학기술원, 2014

12
스타일 동조화 경향에 따른 모멘텀 효과 = Momentum effects based on style comovementlink

남기성; Nam, Ki-Sung; 이회경; Lee, Hoe-Kyung; et al, 한국과학기술원, 2014

13
한국 주식시장의 장부가치 대비 시장가치 비율 분해 = Decomposing book-to-market ratio in the Korean stock marketlink

황수지; 김동석; et al, 한국과학기술원, 2019

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