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Detecting structural shifts of the risk-return tradeoff

Kim, Dongcheol - In: Journal of economic research 8 (2003) 1, pp. 21-50

Persistent link: https://www.econbiz.de/10001775313

Information uncertainty risk and seasonality in international stock markets

Kim, Dongcheol - In: Asia-Pacific journal of financial studies 39 (2010) 2, pp. 229-259

Persistent link: https://www.econbiz.de/10009315268

Asset pricing models with and without consumption data : an empirical evaluation

Hardouvelis, Gikas A. - In: Journal of empirical finance 3 (1996) 3, pp. 267-301

Persistent link: https://www.econbiz.de/10001206313

Intertemporal asset pricing models and the cross section of expected stock returns

Hardouvelis, Gikas A.; Kim, Dongcheol; Wizman, Thierry A. - 1992

Persistent link: https://www.econbiz.de/10000853174

Asset pricing models with and without consumption : an empirical evaluation

Hardouvelis, Gikas A.; Kim, Dongcheol; Wizman, Thierry A. - 1995

Persistent link: https://www.econbiz.de/10000560043

Evaluating asset pricing models in the Korean stock market

Kim, Soon-ho; Kim, Dongcheol; Shin, Hyun-soo - In: Pacific-Basin finance journal 20 (2012) 2, pp. 198-227

Persistent link: https://www.econbiz.de/10009488282

Future labor income growth and the cross-section of equity returns

Kim, Dongcheol; Kim, Tong Suk; Min, Byoung-kyu - In: Journal of banking & finance 35 (2011) 1, pp. 67-81

Persistent link: https://www.econbiz.de/10009244440

Sources of momentum profits in international stock markets

Park, Kyung-in; Kim, Dongcheol - In: Accounting and finance : journal of the Accounting … 54 (2014) 2, pp. 567-589

Persistent link: https://www.econbiz.de/10010373399

Macro liquidity risk, money growth, and the cross-section of stock returns : the case of Korea

Jung, Hosung; Kim, Dongcheol - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1438-1454

Persistent link: https://www.econbiz.de/10011563532

Investor Sentiment, Anomalies, and Macroeconomic Conditions

Kim, Dongcheol - 2019

We examine whether the results supporting the sentiment-related overpricing story by Stambaugh, Yu, and Yuan (J. Financial Economics, v.104, p.288-302) is still valid after controlling for macroeconomic conditions. We no longer find the results consistent with the sentiment-related overpricing...

Persistent link: https://www.econbiz.de/10012904186