Browse by Subject EQUITY RETURNS

Showing results 1 to 4 of 4

1
Are good-news firms riskier than bad-news firms?

Min, Byoung-Kyu; Kim, Tong Suk, JOURNAL OF BANKING & FINANCE, v.36, no.5, pp.1528 - 1535, 2012-05

2
Is stock return predictability of option-implied skewness affected by the market state?

Kim, Tong Suk; Park, Heewoo, JOURNAL OF FUTURES MARKETS, v.38, no.9, pp.1024 - 1042, 2018-09

3
Is the Information on the Higher Moments of Underlying Returns Correctly Reflected in Option Prices?

Kang, Jangkoo; Lee, Soonhee, JOURNAL OF FUTURES MARKETS, v.36, no.8, pp.722 - 744, 2016-08

4
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

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