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

Showing results 1 to 9 of 9

1
Asset pricing in an inefficient market

Webb, Robert I, ECONOMIC MODELLING, v.7, no.4, pp.395 - 399, 1990-10

2
Essays on conditional asset pricing models = 조건부 자산가격결정 모형에 관한 연구link

Lee, Chang-Jun; 이창준; et al, 한국과학기술원, 2010

3
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

4
Liquidity skewness premium

Jeong, Giho; Kang, Jangkoo; Kwon, Kyung Yoon, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.46, pp.130 - 150, 2018-11

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

rss_1.0 rss_2.0 atom_1.0