Narrow search
Showing 1 - 8 of 8
Cover Image
The intertemporal risk-return relation in the stock market
Jiang, Xiaoquan; Lee, Bong-soo - In: The financial review : the official publication of the … 44 (2009) 4, pp. 541-558
Persistent link: https://www.econbiz.de/10003899946
Cover Image
The intertemporal risk-return relation : a bivariate model approach
Jiang, Xiaoquan; Lee, Bong-soo - In: Journal of financial markets 18 (2014), pp. 158-181
Persistent link: https://www.econbiz.de/10010442461
Cover Image
Is mispricing in asset prices due to the inflation illusion?
Lee, Bong-soo - In: Han gug gae bal yeon gu 36 (2014) 3, pp. 25-60
Persistent link: https://www.econbiz.de/10010415767
Cover Image
Dynamic factors and asset pricing
He, Zhongzhi Lawrence; Huh, Sahn-wook; Lee, Bong-soo - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 707-737
Persistent link: https://www.econbiz.de/10008657199
Cover Image
A new method for forming asset pricing factors from firm characteristics
Suh, Sangwon; Song, Wonho; Lee, Bong-soo - In: Applied economics 46 (2014) 28/30, pp. 3463-3482
Persistent link: https://www.econbiz.de/10010420064
Cover Image
The idiosyncratic risk-return relation : a quantile regression approach based on the prospect theory
Lee, Bong-soo; Li, Leon - In: The journal of behavioral finance : a publication of … 17 (2016) 2, pp. 124-143
Persistent link: https://www.econbiz.de/10011590958
Cover Image
Stock prices, changes in liquidity, and liquidity premia
Lee, Hyun-Tak; Lee, Bong-soo; Jang, Bong-Gyu - In: Finance research letters 48 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013461767
Cover Image
Which value component has a larger effect on idiosyncratic volatility, assets in place or growth options?
Hu, Yu; Jiang, Xiaoquan - In: Applied economics 56 (2024) 46, pp. 5530-5554
Persistent link: https://www.econbiz.de/10015051109