Cross-sectional expected returns and predictability in the Korean stock market
Toyoung Kim, Tong Suk Kim, and Yuen Jung Park
| Year of publication: |
2020
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|---|---|
| Authors: | Kim, Toyoung ; Kim, Tong Suk ; Park, Yuen Jung |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 15, p. 3763-3784
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| 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 |
| 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