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Showing results 1 to 6 of 6

1
Detecting Regime Shifts in Credit Spreads

Chun, Olfa Maalaoui; Dionne, Georges; Francois, Pascal, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.49, no.5-6, pp.1339 - 1364, 2014-10

2
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

3
Drinking Through Good Times and Bad: The Role of Consumer Differences

Joo, Hailey Hayeon; Kim, Minki; Lee, Jungmin; Chintagunta, Pradeep, JOURNAL OF MARKETING RESEARCH, v.58, no.4, pp.721 - 741, 2021-08

4
Momentum and downside risk

Min, Byoung-Kyu; Kim, Tong Suk, JOURNAL OF BANKING & FINANCE, v.72, pp.S104 - S118, 2016-11

5
State space trend-cycle decomposition of the ARIMA(1,1,1) process

Joo, Young Jin; Jun, Duk Bin, JOURNAL OF FORECASTING, v.16, no.6, pp.411 - 424, 1997-11

6
Time-varying expected momentum profits

Kim, Dongcheol; Roh, Tai-Yong; Min, Byoung-Kyu; Byun, Suk-Joon, JOURNAL OF BANKING & FINANCE, v.49, pp.191 - 215, 2014-12

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