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Stock returns, housing returns and inflation: is there an inflation illusion?

Hong, Gwangheon; Khil, Jaeuk; Lee, Bong-soo - In: Asia-Pacific journal of financial studies 42 (2013) 4, pp. 511-562

Persistent link: https://www.econbiz.de/10010249029

On the rationality of Korea's stock market : was the recent Korean financial crisis due to fundamental factors?

Ha, In-bong; Khil, Jaeuk; Lee, Bong-soo - In: Journal of international financial markets, … 11 (2001) 3/4, pp. 423-441

Persistent link: https://www.econbiz.de/10001617246

Are common stocks a good hedge against inflation? : Evidence from the Pacific-rim countries

Khil, Jaeuk; Lee, Bong-soo - In: Pacific-Basin finance journal 8 (2000) 3/4, pp. 457-482

Persistent link: https://www.econbiz.de/10001487820

A time-series model of stock returns with a positive short-term correlation and a negative long-term correlation

Khil, Jaeuk; Lee, Bong-Soo - In: Review of quantitative finance and accounting 18 (2002) 4, pp. 383-404

Persistent link: https://www.econbiz.de/10001677090

Are common stocks a good hedge against inflation? Evidence from the Pacific-rim countries

Khil, Jaeuk; Lee, Bong-Soo - In: Pacific-Basin Finance Journal 8 (2000) 3-4, pp. 457-482

Persistent link: https://www.econbiz.de/10005351839

A Time-Series Model of Stock Returns with a Positive Short-Term Correlation and a Negative Long-Term Correlation

Khil, Jaeuk; Lee, Bong-Soo - In: Review of quantitative finance and accounting 18 (2002) 4, pp. 381-404

Persistent link: https://www.econbiz.de/10007167174

On the rationality of Korea's stock market: was the recent Korean financial crisis due to fundamental factors?

Ha, In-Bong; Khil, Jaeuk; Lee, Bong-Soo - In: Journal of international financial markets, … 11 (2001) 3, pp. 423-442

Persistent link: https://www.econbiz.de/10007112946

A Time-Series Model of Stock Returns with a Positive Short-Term Correlation and a Negative Long-Term Correlation.

Khil, Jaeuk; Lee, Bong-Soo - In: Review of Quantitative Finance and Accounting 18 (2002) 4, pp. 381-404

We study portfolio stock return behavior that exhibits both a positive autocorrelation over short horizons and a negative autocorrelation over long horizons. These autocorrelations are more significant in small size portfolios. Among various forms of temporary components in stock prices, an...

Persistent link: https://www.econbiz.de/10005701333