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Accounting for risk and return in equity valuation

Penman, Stephen H. - In: Journal of applied corporate finance : JACF 23 (2011) 2, pp. 50-58

Persistent link: https://www.econbiz.de/10009271318

The time-series relations among expected return, risk, and book-to-market

Lewellen, Jonathan - In: Journal of financial economics 54 (1999) 1, pp. 5-43

Persistent link: https://www.econbiz.de/10001407051

Information uncertainty and target valuation in mergers and acquisitions

Li, Lin; Tong, Wilson H. - In: Journal of empirical finance 45 (2018), pp. 84-107

Persistent link: https://www.econbiz.de/10012102443

Campbell, John L.; Cecchini, Mark; Cianci, Anna M.; … - In: Review of accounting studies 24 (2019) 1, pp. 264-308

Persistent link: https://www.econbiz.de/10012006180

Value uncertainty

Bali, Turan G.; Del Viva, Luca; El Hefnawy, Menatalla; … - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4548-4563

Persistent link: https://www.econbiz.de/10015046305

Changes in market uncertainty and profitability of idiosyncratic volatility anomaly in Korea

Kim, Jung-Mu; Park, Yuen Jung; Ok, Young-Kyung - In: Journal of international trade & commerce 15 (2019) 6, pp. 69-78

Persistent link: https://www.econbiz.de/10012591064

The role of reference-dependent preferences in the idiosyncratic volatility puzzle : evidence from Korea

Le Thi Minh Hang; Hoang Van Hai; Nguyen Truong Son - In: Cogent economics & finance 8 (2020) 1, pp. 1-15

In this paper, the role of the reference-dependent preference in the relationship between idiosyncratic volatility and future return was investigated in the Korean stock market from July 1990 to June 2018. The capital gains overhang was used as a reference point for a definition of the loss and...

Persistent link: https://www.econbiz.de/10013179662

On the relationship between economic policy uncertainty, geopolitical risk and stock market returns in South Korea : a quantile causality analysis

Adebayo, Tomiwa Sunday; Akadiri, Seyi; Rjoub, Husam - In: Annals of financial economics 17 (2022) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10013189195

Stock and bond returns correlation in Korea : local versus global risk during crisis periods

Park, Keehwan; Fang, Zhongzheng; Ha, Young Ho - In: Journal of Asian economics 65 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012257798

Assessing the impacts of economic policy uncertainty of the US on the exchange rates and stock returns of Korea, Mexico, Poland and Russia

Ozcelebi, Oguzhan; Izgi, Mehmet Tevfik - In: Eastern European economics : EEE 61 (2023) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10013484828

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