Macro liquidity risk, money growth, and the cross-section of stock returns : the case of Korea
Hosung Jung and Dongcheol Kim
| Year of publication: |
2016
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| Authors: | Jung, Hosung ; Kim, Dongcheol |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 4/6, p. 1438-1454
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| Subject: | broad money M2 | cross-sectional regression test | economic tracking portfolio | GMM tests | innovations in future money growth | risk factor | underlying and non-underlying M2 | Kapitaleinkommen | Capital income | Geldmenge | Money supply | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Südkorea | South Korea | Theorie | Theory | CAPM | Regressionsanalyse | Regression analysis | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2015.1046767 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011563532