Browse "MT-Journal Papers(저널논문)" by Subject ANOMALIES
Showing results 1 to 7 of 7
| A Comparison of New Factor Models in the Korean Stock Market Kang, Hankil; Kang, Jangkoo; Kim, Wooyeon, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.48, no.5, pp.593 - 614, 2019-10 |
| Betting against analyst target price Han, Chulwoo; Kang, Jangkoo; Kim, Sun Yung, JOURNAL OF FINANCIAL MARKETS, v.59, 2022-06 |
| 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 |
| Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach Kim, Soohun; Skoulakis, Georgios, JOURNAL OF ECONOMETRICS, v.204, no.2, pp.159 - 188, 2018-06 |
| Momentum and Earnings Information in the Korean Stock Market Ha, YuSung; Kang, Jangkoo; Kim, SunYung, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.50, no.3, pp.334 - 359, 2021-06 |
| Revealed Heuristics: Evidence from Investment Consultants' Search Behavior Chava, Sudheer; Kim, Soohun; Weagley, Daniel, REVIEW OF ASSET PRICING STUDIES, v.12, no.2, pp.543 - 592, 2022-06 |
| The negative hiring rate premium on stock returns in the Korean stock market Bae, Jaewan; Kang, Jangkoo, PACIFIC-BASIN FINANCE JOURNAL, v.73, 2022-06 |
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