Cross-sectional expected returns and predictability in the Korean stock market
Toyoung Kim, Tong Suk Kim, and Yuen Jung Park
| Year of publication: |
2020
|
|---|---|
| Authors: | Kim, Toyoung ; Kim, Tong Suk ; Park, Yuen Jung |
| Subject: | anomaly variables | expected returns | predictability | rolling Fama-MacBeth regression | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Südkorea | South Korea | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | CAPM | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Prognose | Forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1576126 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012423689