Browse "MT-Journal Papers(저널논문)" by Subject MOMENTUM

Showing results 1 to 5 of 5

1
A Comparison of New Factor Models in the Korean Stock Market

Kang, Hankil; Kang, Jangkoo; Kim, Wooyeon, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.48, no.5, pp.593 - 614, 2019-10

2
Can commodity futures risk factors predict economic growth?

Kang, Jangkoo; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.40, no.12, pp.1825 - 1860, 2020-12

3
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

4
State-Dependent Variations in the Expected Illiquidity Premium

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

5
The q-Factors and Macroeconomic Conditions: Asymmetric Effects of the Business Cycles on Long and Short Sides*

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

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