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Stock returns and the Miller Modigliani valuation formula : revisiting the Fama French analysis
Aharoni, Gil; Grundy, Bruce D.; Zeng, Qi - In: Journal of financial economics 110 (2013) 2, pp. 347-357
Persistent link: https://www.econbiz.de/10010208672
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Tax-related mandatory risk factor disclosures, future profitability, and stock returns
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
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A closer look at value premium : literature review and synthesis
Pätäri, Eero; Leivo, Timo - In: Journal of economic surveys 31 (2017) 1, pp. 79-168
Persistent link: https://www.econbiz.de/10011757022
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Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322
Persistent link: https://www.econbiz.de/10011376190
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Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.; Wu, Ji; Liu, Hong Tao - In: Applied financial economics 24 (2014) 4/6, pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
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The East Asian crisis : investigating causes and policy responses
McKibbin, Warwick J.; Martin, Will - 1998
Persistent link: https://www.econbiz.de/10000997454
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The East Asian crisis : investigating causes and policy responses
McKibbin, Warwick J.; Martin, Will - 1999
Persistent link: https://www.econbiz.de/10001419637
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Forecasting the equity risk premium in the Korean stock market : a factor analysis approach
Chun, Sungju - In: Global business and finance review 26 (2021) 4, pp. 77-89
Purpose: This article investigates stock return predictability in the Korean stock market using the methodology of dynamic factor analysis. Design/methodology/approach: This article collects monthly data on the equity risk premium on the KOSPI and twelve financial and macroeconomic variables...
Persistent link: https://www.econbiz.de/10013197293
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Low-volume return premium in the Korean stock market
Chae, Joon; Kang, Mhin - In: Pacific-Basin finance journal 58 (2019), pp. 1-27
Persistent link: https://www.econbiz.de/10012231015
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Study on return and volatility spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly - In: Journal of East Asian economic integration 19 (2015) 3, pp. 275-322
The key objective of this study is to investigate the return and volatility spillover effects among stock market, credit default swap (CDS) market and foreign exchange market for three countries: Korea, the US and Japan. Using the trivariate VAR BEKK GARCH (1,1) model, the study finds that there...
Persistent link: https://www.econbiz.de/10011572873