Does the Chen-Zhang model capture the time-varying patterns in stock returns?

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dc.contributor.authorKang, Jangkoo-
dc.contributor.authorLee, Changjun-
dc.contributor.authorKang, Hankil-
dc.date.accessioned2013-03-28T14:23:45Z-
dc.date.available2013-03-28T14:23:45Z-
dc.date.created2012-02-06-
dc.date.issued2010-
dc.identifier.citation재무관련 5개 통합학회, v., no., pp. --
dc.identifier.urihttp://hdl.handle.net/10203/166461-
dc.languageKOR-
dc.titleDoes the Chen-Zhang model capture the time-varying patterns in stock returns?-
dc.typeConference-
dc.type.rimsCONF-
dc.citation.publicationname재무관련 5개 통합학회-
dc.identifier.conferencecountrySouth Korea-
dc.identifier.conferencecountrySouth Korea-
dc.contributor.localauthorKang, Jangkoo-
dc.contributor.nonIdAuthorLee, Changjun-
dc.contributor.nonIdAuthorKang, Hankil-
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MT-Conference Papers(학술회의논문)
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