Estimating the Conditional Risk-Re turn Re lation Using Consumption-based State Variables : Evidence from the Korean Stock Market

Asian Review of Financial Research ◽

10.37197/arfr.2021.34.2.3 ◽

2021 ◽

Vol 34 (2) ◽

pp. 67-104

Author(s):

Young Ho Eom ◽

◽

Jaehoon Hahn ◽

Dojoon Park

Keyword(s):

Stock Market ◽

State Variables ◽

Conditional Risk ◽

Korean Stock Market

Download Full-text

Effect of Open Stock Market on Domestic Investors: The Korean Stock Market

Journal of Business and Economics ◽

10.15341/jbe(2155-7950)/10.06.2015/004 ◽

2015 ◽

Vol 6 (10) ◽

pp. 1703-1706

Author(s):

Yang-Kyu Shin

Keyword(s):

Stock Market ◽

Korean Stock Market

Download Full-text

An Analysis of Macroeconomic Factors’ Impacts on Korean Stock Market by Industry

Productivity Review ◽

10.15843/kpapr.33.4.2019.12.265 ◽

2019 ◽

Vol 33 (4) ◽

pp. 265-286

Author(s):

Byoung Joon Kim ◽

Keyword(s):

Stock Market ◽

Macroeconomic Factors ◽

Korean Stock Market

Download Full-text

Predicting Korean Stock Market Return with Financial and Macro variables - Focusing on In-sample and Out-of-sample Tests -

Journal of Insurance and Finance ◽

10.23842/jif.2020.31.1.003 ◽

2020 ◽

Vol 31 (1) ◽

pp. 87-113

Author(s):

Sungju Chun

Keyword(s):

Stock Market ◽

Market Return ◽

Stock Market Return ◽

Korean Stock Market ◽

Out Of Sample ◽

Macro Variables

Download Full-text

Market Illiquidity and Momentum Profits: Evidence in the Korean Stock Market

Korea Association of Business Education ◽

10.23839/kabe.2018.33.5.129 ◽

2018 ◽

Vol 33 (5) ◽

pp. 129-156

Author(s):

Ji－Min Hong ◽

Yong－Ho Cheon

Keyword(s):

Stock Market ◽

Momentum Profits ◽

Korean Stock Market

Download Full-text

Revisiting the Profitability Premium in the Korean Stock Market

Korean Accounting Review ◽

10.24056/kar.2020.04.001 ◽

2020 ◽

Vol 45 (2) ◽

pp. 247-280

Author(s):

Su Jeong Lee ◽

Seunghwan Kim ◽

Seunghee Yang

Keyword(s):

Stock Market ◽

Korean Stock Market ◽

Profitability Premium

Download Full-text

The Market Reaction to Internal Control Weakness by Investor Types－Evidence from the Korean Stock Market－

Journal of Taxation and Accounting ◽

10.35850/kjta.18.2.09 ◽

2017 ◽

Vol 18 (2) ◽

pp. 225-244

Author(s):

Su Jeong Lee ◽

Joonil Lee

Keyword(s):

Stock Market ◽

Internal Control ◽

Market Reaction ◽

Korean Stock Market

Download Full-text

Rank Momentum Strategies in the Korean Stock Market

Asian Review of Financial Research ◽

10.37197/arfr.2018.31.1.4 ◽

2018 ◽

Vol 31 (1) ◽

pp. 117-155

Author(s):

Myounghwa Sim ◽

Keyword(s):

Stock Market ◽

Momentum Strategies ◽

Korean Stock Market

Download Full-text

A Firm-Level Analysis of the Cross-Sectional Relation between Expected Returns and Expected Idiosyncratic Volatility in the Korean Stock Market

Asian Review of Financial Research ◽

10.37197/arfr.2019.32.4.1 ◽

2019 ◽

Vol 32 (4) ◽

pp. 513-561

Author(s):

Sangkyu Lee ◽

◽

Young Sik Kim

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Expected Returns ◽

Cross Sectional ◽

Korean Stock Market ◽

The Cross ◽

Download Full-text

The Effect of Changes in Index Constitution: Evidence from the Korean Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.1627906 ◽

2010 ◽

Author(s):

Joo Young Yun

Keyword(s):

Stock Market ◽

Korean Stock Market

Download Full-text

Are Stock Markets Efficient? (Price-Earnings Ratio Approach): Korean Stock Market Proxy

SSRN Electronic Journal ◽

10.2139/ssrn.2773114 ◽

2016 ◽

Author(s):

Tasoh Martin Toh

Keyword(s):

Stock Market ◽

Stock Markets ◽

Efficient Price ◽

Korean Stock Market ◽

Price Earnings Ratio ◽

Download Full-text