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Asset returns and inflation in response to supply, monetary, and fiscal disturbances

Lee, Bong-soo - In: Review of quantitative finance and accounting 21 (2003) 3, pp. 207-231

Persistent link: https://www.econbiz.de/10001839829

Time-series implications of aggregate dividend behavior

Lee, Bong-soo - In: The review of financial studies 9 (1996) 2, pp. 589-618

Persistent link: https://www.econbiz.de/10001202790

The dynamics of individual and institutional trading on the Shanghai Stock Exchange

Lee, Bong-soo; Li, Wei; Wang, Steven Shuye - In: Pacific-Basin finance journal 18 (2010) 1, pp. 116-137

Persistent link: https://www.econbiz.de/10003934654

Long-term evidence on the effect of aggregate earnings on prices

Chen, Yunhao; Jiang, Xiaoquan; Lee, Bong-soo - In: Financial management 44 (2015) 2, pp. 323-351

Persistent link: https://www.econbiz.de/10011372613

The dynamic relations between market returns and two types of risk with business cycles

Jiang, Xiaoquan; Lee, Bong-soo - In: The financial review : the official publication of the … 49 (2014) 3, pp. 593-618

Persistent link: https://www.econbiz.de/10010401371

The market demand curve for common stocks : evidence from equity mutual fund flows

Cha, Heung-Joo; Lee, Bong-soo - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 2, pp. 195-220

Persistent link: https://www.econbiz.de/10001626022

Value maximization and the information content of corporate investment with respect to earnings

Lee, Bong-soo - In: Journal of banking & finance 21 (1997) 5, pp. 661-683

Persistent link: https://www.econbiz.de/10001222186

Accounting for real and nominal exchange rate movements in the post-Bretton Woods period

Enders, Walter - In: Journal of international money and finance 16 (1997) 2, pp. 233-254

Persistent link: https://www.econbiz.de/10001225597

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

Correlations between Stock Returns and Bond Returns : Income and Substitution Effects

Lee, Bong-Soo - 2010

We attempt to better understand varying correlations between stock and bond returns across countries and over sample periods using international data. The observation is that there are two forces that affect the correlation between stock and bond returns. The force that drives a positive...

Persistent link: https://www.econbiz.de/10013139095