학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2021.8,[iii, 45 p. :]
일중 모멘텀▼a상장지수펀드▼a횡단면 회귀분석▼a헤지 수요▼a일일 재조정 거래▼a변동성▼a거래량▼aAmihud 측도▼a회전율▼a상승장▼a하락장; Intraday momentum▼aExchange traded fund▼aCross-sectional regression▼aHedge demand▼aDaily rebalancing▼aVolatility▼aTrading volume▼aAmihud illiquidity Measure▼aTurnover rate▼aBullish market▼aBearish market
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