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Transient fads and the crash of '87
Kim, Chang-jin - In: Journal of applied econometrics 11 (1996) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10001196178
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Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin; Morley, James C.; Nelson, Charles R. - In: Journal of empirical finance 8 (2001) 4, pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
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Is there a positive relationship between stock market volatility and the equity premium?
Kim, Chang-jin; Morley, James C.; Nelson, Charles R. - In: Journal of money, credit and banking : JMCB 36 (2004) 3,1, pp. 339-360
Persistent link: https://www.econbiz.de/10002144585
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Disappearing dividends : implications for the dividend-price ratio and return predictability
Kim, Chang-jin; Park, Cheolbeom - In: Journal of money, credit and banking : JMCB 45 (2013) 5, pp. 933-952
Persistent link: https://www.econbiz.de/10010197598
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Predicting stock returns : the information content of predictors across horizons
Deng, Kaihua; Kim, Chang-jin - In: Annals of financial economics 10 (2015) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10011408566
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Structural breaks in the mean of dividend-price ratios : implications of learning on stock return predictability
Xuan, Chunji; Kim, Chang-jin - In: Japan and the world economy : international journal of … 55 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012590816
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A unified framework jointly explaining business conditions, stock returns, volatility and "volatility feedback news" effects
Kim, Chang-jin; Kim, Yunmi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10012054880
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A structural break in the aggregate earnings-returns relation
Curtis, Asher; Kim, Chang-jin; Oh, Hyung Il - 2024
Persistent link: https://www.econbiz.de/10015338839