Browse "College of Business(경영대학)" by Subject Asset pricing

Showing results 5 to 9 of 9

5
Macroeconomic risk and the cross-section of stock returns

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

6
Revisiting the Time Series Momentum Anomaly

Jo, Yonghwan; Kim, Jihee, ANNALS OF ECONOMICS AND FINANCE, v.20, no.2, pp.767 - 782, 2019-11

7
Seemingly Irrational but Predictable Price Formation in Seouls Housing Market

Cho, Hoon; Kim, Kyung-Hwan; Shilling, James D., JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, v.44, no.4, pp.526 - 542, 2012-05

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
한국 주식시장의 매도, 매수 유동성 비대칭에 대한 연구

심명화; 강장구, 한국증권학회지, v.43, no.2, pp.327 - 358, 2014-03

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