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Tail risk and the consumption CAPM
Kwon, Ji Ho - In: Finance research letters 30 (2019), pp. 69-75
Persistent link: https://www.econbiz.de/10012420224
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More predictors of the investment opportunity set in the ICAPM
Kwon, Ji Ho - In: Finance research letters 47 (2022) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10013457482
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The ICAPM and empirical pricing factors : a simulation study
Kwon, Ji Ho; Sohn, Bumjean - In: Finance research letters 60 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014490205
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Cryptocurrency returns and consumption-based asset pricing
Hwang, Injun; Kwon, Ji Ho - In: Applied economics 56 (2024) 55, pp. 7393-7408
Persistent link: https://www.econbiz.de/10015132980
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Output gap and consumption risk on the cross-section of stock returns in Korea
Lee, Byeung-Joo; Kwon, Ji Ho - In: International review of economics & finance : IREF 88 (2023), pp. 1020-1034
Persistent link: https://www.econbiz.de/10014475088