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32 research outputs found

The Underpricing of Asset Backed Securities and Its Determinants

Author: Collin-Dufresne P.
Crabbe L. E.
Duffie D.
Elton E. J.
Merton R. C.
옥기율
최승두
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

An Empirical Study on Relationship of the Cash·Futures Basis and Illiquidity

Author: Amihud Y.
Chordia T.
Gallant A. R.
Kumar P.
O'Hara M.
Roll R.
Stoll H.
김진우
신민식
양철원
옥기율
최종범
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

Autocorrelation Analysis of the Sentiment with Stock Information Appearing on Big-Data

Author: Bing H.
Bollen J.
French K. R.
Malcolm B.
Malcolm B.
Robert F. E.
김규영
김유신
송치영
심홍진
옥기율
유일성
정정현
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

An Empirical Study of the Trading Rules on the basis of Market Anomalies and Technical Analysis

Author: Ang A
Banz R. W
Cooper M
DeBondt W
Fama E. F
Han Y
Henriksson R. D
Jegadeesh N
Newey W. K
Pontiff J
Rosenberg B
Sloan R. G
Treynor J. L
Zhu Y
고봉찬
고봉찬
김상환
김상환
김수경
김수경
김진호
변영태
변영태
엄철준
옥기율
옥기율
이명철
Publication venue: 'Daehan Academy of Management Information Systems'
Publication date
Field of study

Combined Value Investment Strategy Performance

Author: Banz R. W.
Basu Sanjoy
Carhart M. M.
Fama E.
Fama E. R.
Jegadeesh N.
Reinganum M. R.
김동회
김병준
옥기율
이원흠
장영광
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

A Study on the Real Option Approach to Apartment Reconstruction Projects Valuation

Author: Cox J.
Damodaran A.
Kester C.
Lander M.
Mitchell R.
Myers S.
김용희
김정민
배순석
서순탁
석홍재
오동훈
옥기율
이용만
장희순
최기영
허화
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

Risk Analysis Using Copula-VaR Model

Author: Bali T. G.
Helder P. P
Kupiec P.
Longin F. M.
Poon S
Sarma M.
김명직
김은정
김태혁
여성칠
오세경
옥기율
이상훈
이호
조담
홍종선
황가흥
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

The Impact of Foreign Exchange Rate Volatility to the Forecasting Error and Stock Price

Author: Abarbanell J. S.
Ali A.
DeBondt F.
Easterwood J. C.
Hong H.
Jorion P.
O'Brien P.
Vander W. J.
강호상
김동순
박재곤
엄승섭
옥기율
이장우
장지인
장지인
홍진욱
李根榮
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

An Empirical Study on Hedging Performance of the Direct Hedge of KTB Futures by VECM and ECT-GARCH in Korea

Author: Ederington L.
Engle R.
Ghosh Asim
Ghosh Asim.
Lien D.
Lien D.
Moosa I. A.
곽수종
문규현
문규현
옥기율
이재하
정진호
정진호
정한규
정한규
홍정효
홍정효
홍정효
홍정효
홍정효
홍정효
Publication venue: 'Asia-Europe Perspective Association'
Publication date
Field of study

The Stock Trading of Foreign Investors and Asymmertic Volatility

Author: Bekaert G.
Bollerslev T.
Engle R. F.
Glosten L. R.
Pyndyck R. S.
고광수
고광수
구본일
길재욱
길재욱
김동순
김정성
김흥식
박종원
변종국
서병덕
안승철
안윤영
옥기율
유한수
이장우
이장우
이진우
전상경
정현철
최창규
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

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