Empirical studies on size anomalies in asia-pacific region bank stock returns아시아-태평양 지역 은행주식 수익률 규모현상에 대한 실증분석
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Lee, Kyuseok | - |
| dc.contributor.advisor | 이규석 | - |
| dc.contributor.author | Kim, Dah Kyung | - |
| dc.date.accessioned | 2018-06-20T06:13:57Z | - |
| dc.date.available | 2018-06-20T06:13:57Z | - |
| dc.date.issued | 2017 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=708750&flag=dissertation | en_US |
| dc.identifier.uri | http://hdl.handle.net/10203/242766 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2017.2,[iii, 39 p. :] | - |
| dc.description.abstract | Different from the traditional studies on size effects of stock returns which excludes financial firms from the sample due to its high leverage level, this paper conducts empirical studies on financial firms within Asia Pacific region. The study reveals that there exist size effects in commercial bank stock returns and also uncovers a size factor in the component of bank returns to explain risk-adjusted returns. | - |
| dc.language | eng | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | Bank stocks▼asize anomalies | - |
| dc.subject | size effect▼abank stock return▼asize premium | - |
| dc.subject | 은행주▼a규모효과▼a규모이상현상▼a사이즈 프리미엄▼a은행주 수익률 | - |
| dc.title | Empirical studies on size anomalies in asia-pacific region bank stock returns | - |
| dc.title.alternative | 아시아-태평양 지역 은행주식 수익률 규모현상에 대한 실증분석 | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 325007 | - |
| dc.description.department | 한국과학기술원 :금융공학프로그램, | - |
| dc.contributor.alternativeauthor | 김다경 | - |
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