Browse "School of Management Engineering(경영공학부)" byAuthorLee, Changjun

Showing results 1 to 11 of 11

1
Do actively managed mutual funds exploit stock market mispricing?

Lee, Jaeram; Jeon, Hyunglae; Kang, Jangkooresearcher; Lee, Changjun, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.53, 2020-07

2
Do the production-based factors capture the time-varying patterns in stock returns?

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

3
Does the Chen-Zhang model capture the time-varying patterns in stock returns?

Kang, Jangkooresearcher; Lee, Changjun; Kang, Hankil, 재무관련 5개 통합학회, 2010

4
Equity Fund Performance Persistence with Investment Style: Evidence from Korea

Kang, Jangkooresearcher; Lee, Changjun; Lee, Doowon, EMERGING MARKETS FINANCE AND TRADE, v.47, no.3, pp.111 - 135, 2011

5
Liquidity Risk and Expected Stock Returns in Korea: A New Approach

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

6
Macroeconomic risk and the cross-section of stock returns

Kang, Jangkooresearcher; Kim, Tong Sukresearcher; Lee, Changjun; Min, Byoung-Kyu, JOURNAL OF BANKING FINANCE, v.35, no.12, pp.3158 - 3173, 2011-12

7
Precision about manager skill, mutual fund flows, and performance persistence

Jeon, Hyunglae; Kang, Jangkooresearcher; Lee, Changjun, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.40, pp.222 - 237, 2017-04

8
State-Dependent Illiquidity Premium in the Korean Stock Market

Jang, Jeewon; Kang, Jang-Kooresearcher; Lee, Changjun, EMERGING MARKETS FINANCE AND TRADE, v.51, no.2, pp.400 - 417, 2015-03

9
State-Dependent Variations in the Expected Illiquidity Premium

Jang, Jeewon; Kang, Jangkooresearcher; Lee, Changjun, REVIEW OF FINANCE, v.21, no.6, pp.2277 - 2314, 2017-10

10
The q-Factors and Macroeconomic Conditions: Asymmetric Effects of the Business Cycles on Long and Short Sides*

Min, Byoung-Kyu; Kang, Jangkooresearcher; Lee, Changjun; Roh, Tai-Yong, INTERNATIONAL REVIEW OF FINANCE, v.20, no.4, pp.897 - 921, 2020-12

11
Ultimate consumption risk and investment-based stock returns

Kang, Hankil; Kang, Jangkooresearcher; Lee, Changjun, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.473 - 486, 2017-11

Discover

Type

Open Access

Date issued

. next

Subject

. next

rss_1.0 rss_2.0 atom_1.0