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5 research outputs found

A Study on the Relationship between Volatility of Exchange Rate and Volatility of Industrial Foreign Ownership

Author: Aizenman J.
Froot K.
Fry M. J.
Goldberg L. S.
권오상
김명기
박송춘
박임구
박해식
변종국
엄승섭
이승호
이충언
이한재
임병균
임병진
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

Stock Lending and Borrowing Transaction and Capital Market Liquidity

Author: Acharya V. V.
Aitken M. J.
Allen F.
Amihud Y.
Amihud Y.
Boehme D. R.
Boehmer E.
Brent A.
Chang C. E.
Christopher C. G.
Henry T. O.
Hong H.
Hurtado L.
Jones M. C.
Nagel S.
Pastor L.
Senchack A. J.
강종만
구본일
권택호
김종오
김준석
남상구
남상구
양철원
유일성
이관휘
이한재
정정현
정희준
최혁
황선웅
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

Re-examination of Anomalies in Korea Capital Market

Author: Banz R. W.
Basu S.
Bhandari L. C.
Daniel K.
DeBondt W. F. M.
DeBondt W. F. M.
Fairfield P. M.
Fama E. F.
Fama E. F.
Fama E. F.
Fama E. F.
Fama E. F.
Fama E. F.
Haugen R. A.
Jegadeesh N.
Lintner J.
Pontiff J.
Rosenberg B.
Sharpe W. F.
Sloan R. G.
Vuolteenaho T.
감형규
김동회
남천현
백원선
손판도
옥기율
이한재
이화득
정정현
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

An Empirical Study on the Performance of Contrarian Strategy in Chinese Stock Market

Author: Alonso A.
Ball R.
Ball R.
Baytas A.
Chan K. C.
Chopra N.
Chordia T.
Conrad J. S.
Cooper M. J.
De Bondt W. F. M.
Fama E. F.
Forner C.
George T. J.
Griffin J. M.
Jegadeesh N.
Jegadeesh N.
Jones S. L.
Kang J.
Lo A. W.
Rouwenhorst K. G.
Wang C.
Wu Yangru
Yang X.
Zarowin P.
김창수
김태혁
선우석호
신재정
우춘식
이한재
정재엽
정재엽
Publication venue: 'Asia-Europe Perspective Association'
Publication date
Field of study

An Analysis of the Relationship between Stock Prices and Trading Volume

Author: Basu S.
Bhandari L. C.
Chan Louis K.
Chan Louis K.
Chan Louis K.
Chopra N.
Clark P.
Copeland T. E.
Daniel K.
DeBondt W.
Delong J.
Epps T. W.
Fama E. F.
Fama E. F.
Fama E. F.
Fama E. F.
Fama E. F.
Jennings R. H.
Kothari S. P.
Lakonishok J.
Lakonishok J.
Lintner J.
Markowitz H.
Porta R. L.
Rosenberg B.
Sharpe W.
감형규
국찬표
김규영
유범준
이한재
최용식
Publication venue: 'Daehan Academy of Management Information Systems'
Publication date
Field of study

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