Determinants of the cross-sectional stock returns in Korea : evaluating recent empirical evidence
Year of publication: |
June 2016
|
---|---|
Authors: | Hahn, Jaehoon ; Yoon, Heebin |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 38.2016, p. 88-106
|
Subject: | empirical asset pricing | liquidity | share turnover | Fama-Macbeth regression | GMM | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Südkorea | South Korea | Schätzung | Estimation | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | CAPM |
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