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Expected returns, yield spreads, and asset pricing tests
Campello, Murillo; Chen, Long; Zhang, Lu - In: The review of financial studies 21 (2008) 3, pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
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Liquidity risk and expected stock returns in Korea : a new approach
Jang, Jeewon; Kang, Jangkoo; Lee, Changjun - In: Asia-Pacific journal of financial studies 41 (2012) 6, pp. 704-738
Persistent link: https://www.econbiz.de/10009705219
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Macroeconomic risk and the cross-section of stock returns
Kang, Jangkoo; Kim, Tong Suk; Lee, Changjun; Min, Byoung-Kyu - In: Journal of banking & finance 35 (2011) 12, pp. 3158-3173
Persistent link: https://www.econbiz.de/10009383527
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Is the value spread a useful predictor of returns?
Liu, Naiping; Zhang, Lu - In: Journal of financial markets 11 (2008) 3, pp. 199-227
Persistent link: https://www.econbiz.de/10003751577
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Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.; Zeng, Qi; Zhang, Lu - In: Journal of economic dynamics & control 28 (2004) 10, pp. 1925-1954
Persistent link: https://www.econbiz.de/10002099538
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Ultimate consumption risk and investment-based stock returns
Kang, Hankil; Kang, Jangkoo; Lee, Changjun - In: The North American journal of economics and finance : a … 42 (2017), pp. 473-486
Persistent link: https://www.econbiz.de/10011938181
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PIN, Adjusted PIN, and PSOS : difference of opinion in the Korean stock market
Eom, Kyong Shik; Kang, Jangkoo; Kwon, Kyungyoon - In: Asia-Pacific journal of financial studies 46 (2017) 3, pp. 463-490
Persistent link: https://www.econbiz.de/10011736131
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State-dependent variations in the expected illiquidity premium
Jang, Jeewon; Kang, Jangkoo; Lee, Changjun - In: Review of finance : journal of the European Finance … 21 (2017) 6, pp. 2277-2314
Persistent link: https://www.econbiz.de/10011804715
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Betting against analyst target price
Han, Chulwoo; Kang, Jangkoo; Kim, Sun Yung - In: Journal of financial markets 59 (2022) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10013346800
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The negative hiring rate premium on stock returns in the Korean stock market
Bae, Jaewan; Kang, Jangkoo - In: Pacific-Basin finance journal 73 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013388954