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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 |
소파동 분석을 이용한 주가지수선물과 주가지수의 가격발견기능에 관한 실증연구 = Empirical study of price discovery role of the stock index and stock index futures using wavelet analysislink 김은아; Kim, Eun-Ah; et al, 한국과학기술원, 2004 |
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