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모멘텀 이상 현상의 발현에 대한 재해석

최경진 2018년

논문상세정보
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' 모멘텀 이상 현상의 발현에 대한 재해석' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • 기업의 사회적 책임
  • 모멘텀
  • 주가지연
  • 차익거래제한
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
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' 모멘텀 이상 현상의 발현에 대한 재해석' 의 참고문헌

  • 한국주식시장의 이익정보 불확실성 위험과 1 월효과.
    김동철 신성호 증권학회 지, 제35권 제4호, pp. 71-102. (Translated in English) Kim, D. and S. H. Shin, “The Risk of Earnings Information Uncertainty and the January Effect in Korean Stock Markets”, Asia-Pacific Journal of Financial Studies, Vol. 35, No. 4(2006), pp. 71-102 [2006]
  • 지배주주 지분율 및 지배주주 부와 기업성과 간 민감도가 기업의 위험 및 토빈-Q에 미치는 영향에 관한 연구
    정찬식(Chan Shik Jung) 경영학연구, 제44권, 81-102 [2015]
  • 지배구조에 따른 기업의 사회적 책임과 기업성과”
    반혜정 산업경제연구, 제22권 제5호, 2171-2195 [2009]
  • 주가 모멘텀 이상현상의 재검토
    장지원 재무연구 30권 3호, pp. 317- 359 [2017]
  • 이정도, “주식수익률과 거래량을 이용한 투자전략의 성과분석”
    안영규 증권학회 지, 제33권 제1호, pp. 105-137 [2004]
  • 이익공시에 대한 주가지연현상 (PEAD) 의 확률할인요소 위험조정을 이용한 실증 검증
    김순호 정찬식 보험금융연구, 제26권 제2호, pp. 59-84. (Translated in English) Chan Shik Jung and Soon Ho Kim, “An Empirical Study on the Stock Price Reaction to Earnings Announcements using the Stochastic Discount Factor Approach”, Journal of Insurance and Finance, Vol. 26, No. 2(2015), pp. 59-84 [2015]
  • 기업의 사회적 책임이 내재자본비용과 정보비대칭에 미치는 영향
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  • 기업의 사회적 책임 활동이 주가변동성에 미치는 영향
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  • 경영자 예측정보공시와 주가표류현상
    이경태 이연진 최종원 회계학연구, 제 36권 제4호, pp. 211-248. (Translated in English) Kyung Tae Lee, Yeon Jin Lee, and Jong Won Choi, “Effects of Management Forecasts on Post Earnings Announcement Drift”, Korean Accounting Review, Vol. 36, No. 4(2011), pp. 211-248 [2011]
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    이경태 이연진 Korean Accounting Review, Vol. 33, No. 3(2008), pp. 61-101 [2008]
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    고봉찬 재무관리연구, 제14권 제1호 , pp. 1-21 [1997]
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    나종길 신희정 Korean Accounting Review, Vol. 37, No. 3(2012), pp. 1-39 [2012]
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    엄윤성 증권학회지, 제 42권 제5호, pp. 901-927 [2013]
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    강상구 김학순 임현일 보험금 융연구, 제26권, 113-139 [2015]
  • “국내 채권시장 모멘텀과 주식시장과의 선행관계”
    고봉찬 재무관리연구, 제35 권 제1호 , pp. 103-133 [2006]
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    김동회 정정현 재무관리연구, 제 19권 제2호 , pp. 49-75 [2002]
  • “과거 수익률을 이용한 거래전략의 성과분석”
    김상환 재무연구, 제25권 제2호 , pp. 203-236 [2012]
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    이효정 최혁 Korean Journal of Financial Studies, Vol. 41, No. 3(2012), pp. 393-436 [2012]
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