Innovations in the future money growth and the cross-section of stock returns in Korea
Year of publication: |
2011
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Authors: | Jung, Hosung ; Kim, Dongcheol |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 40.2011, 5, p. 683-709
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Subject: | Future money growth | Economic tracking portfolios | Firm size | Book-to-market | Cross-sectional regression tests | Macroeconomic variables | Kapitaleinkommen | Capital income | Betriebsgröße | Südkorea | South Korea | Schätzung | Estimation | Geldmenge | Money supply | Innovation | Regressionsanalyse | Regression analysis | Portfolio-Management | Portfolio selection |
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