DSpace at KOASAS: Browsing DSpace

DSpace at KOASAS

Browsing DSpace

Browse by Subject EXPECTED RETURNS

Sort by:
In order:
Results/Page
Authors/Record:

Showing results 1 to 11 of 11

1	A Comprehensive Look at the Return Predictability of Variance Risk Premia Byun, Suk Joon; Frijns, Bart; Roh, Tai-Yong, JOURNAL OF FUTURES MARKETS, v.38, no.4, pp.425 - 445, 2018-04
2	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
3	Do the production-based factors capture the time-varying patterns in stock returns? Kang, Hankil; Kang, Jangkoo; Lee, Changjun, EMERGING MARKETS REVIEW, v.15, pp.122 - 135, 2013-06
4	Does eliminating the Form 20-F reconciliation from IFRS to U.S. GAAP have capital market consequences? Kim, Yongtae; Li, Haidan; Li, Siqi, JOURNAL OF ACCOUNTING & ECONOMICS, v.53, no.1-2, pp.249 - 270, 2012-02
5	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
6	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
7	Momentum and downside risk Min, Byoung-Kyu; Kim, Tong Suk, JOURNAL OF BANKING & FINANCE, v.72, pp.S104 - S118, 2016-11
8	Retail Investors and the Idiosyncratic Volatility Puzzle: Evidence from the Korean Stock Market Kang, Jangkoo; Lee, Eunmee; Sim, Myounghwa, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.43, no.2, pp.183 - 222, 2014-04
9	Stock Returns, Asymmetric Volatility, Risk Aversion, and Business Cycle: Some New Evidence, sei-wan kim; Lee, Bong Soo, ECONOMIC INQUIRY, v.46, no.2, pp.131 - 148, 2008-04
10	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
11	Ultimate consumption risk and investment-based stock returns Kang, Hankil; Kang, Jangkoo; Lee, Changjun, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.473 - 486, 2017-11

Discover

KOASAS

Knowledge Service Development Team, KAIST 291 Daehak-ro, Yuseong-gu, Daejeon 34141, Republic of Korea. T. 82-42-350-4493 Email. koasas@kaist.ac.kr
Copyright © 2016. Korea Advanced Institute of Science and Technology. All Rights Reserved.

Communities & Collections

rss_1.0 rss_2.0 atom_1.0