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An investigation of return-volatility relationship using high-frequency VKOSPI data
Bagchi, Debasis; Lee, Changjun; Ryu, Doojin - In: Afro-Asian Journal of Finance and Accounting : AAJFA 3 (2012/13) 3, pp. 256-273
Persistent link: https://www.econbiz.de/10010210130
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A decomposition of Korean sovereign bond yields : joint estimation using sovereign CDS and bond data
Kim, Jungmu; Lee, Changjun - In: Asia-Pacific journal of financial studies 43 (2014) 6, pp. 918-947
Persistent link: https://www.econbiz.de/10010476859
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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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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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Time-varying expected momentum profits
Kim, Dongcheol; Roh, Tai-Yong; Min, Byoung-Kyu; Byun, … - In: Journal of banking & finance 49 (2014), pp. 191-215
Persistent link: https://www.econbiz.de/10010508045
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An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol; Chen, Ren-Raw; Roh, Tai-Yong; Panda, Durga - In: The European journal of finance 26 (2020) 16, pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
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Pricing innovations in consumption growth : a re-evaluation of the recursive utility model
Xiao, Yuchao; Faff, Robert W.; Gharghori, Philip; Min, … - In: Journal of banking & finance 37 (2013) 11, pp. 4465-4475
Persistent link: https://www.econbiz.de/10010246994
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The financial performance of socially responsible investments : insights from the intertemporal CAPM
Xiao, Yuchao; Faff, Robert W.; Gharghori, Philip; Min, … - In: Journal of business ethics : JOBE 146 (2017) 2, pp. 353-364
Persistent link: https://www.econbiz.de/10011789319
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Dispersion of beliefs, ambiguity, and the cross-section of stock returns
Lee, Deok-Hyeon; Min, Byoung-Kyu; Kim, Tong Suk - In: Journal of empirical finance 50 (2019), pp. 43-56
Persistent link: https://www.econbiz.de/10012169918
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Why has the size effect disappeared?
Ahn, Dong-Hyun; Min, Byoung-Kyu; Yoon, Bohyun - In: Journal of banking & finance 102 (2019), pp. 256-276
Persistent link: https://www.econbiz.de/10012162781