연구동향 분석

모멘텀 효과를 이용한 투자전략의 성과에 관한 연구

감형규 신용재 2011년

논문상세정보
    • 저자 감형규 신용재
    • 제어번호 103797308
    • 학술지명 기업경영연구
    • 권호사항 Vol. 18 No. 1 [ 2011 ]
    • 발행처 한국기업경영학회
    • 발행처 URL http://www.kocoma.or.kr
    • 자료유형 학술저널
    • 수록면 265-278
    • 언어 Korean
    • 출판년도 2011
    • 등재정보 KCI등재
    • 판매처
    유사주제 논문( 0)
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' 모멘텀 효과를 이용한 투자전략의 성과에 관한 연구' 의 참고문헌

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    이정도 Asia-Pacific Journal of Financial Studies 30 33-72 [2002]
  • 한국주식시장에 있어서 반전거래전략과 계속거래전략의 경제적 유용성에 관한 비교연구
    김태혁 재무관리연구 14 73-111 [1999]
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    감형규 재무관리연구 14 2 21-55 [1997]
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    Scowcroft, A Financial Analysts Journal 61 64-82 [2005]
  • The Time-series Relations among Expected Return, Risk, and Bookto- market
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  • The Profitability of Momentum Investing
    Liu, W Journal of Business, Finance and Accounting 9 1043-1091 [1999]
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    Antoniou, A Journal of Business, Finance and Accounting 33 839-867 [2006]
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    Jegadeesh, N. Journal of Finance 56 699-720 [2001]
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    Dissanaike, G Journal of Banking and Finance 18 1083-1094 [1994]
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    Fama, E. F Journal of Finance 51 55-84 [1996]
  • International Momentum Strategies
    Rouwenhorst, K. G Journal of Finance 53 267-284 [1998]
  • Global Momentum Strategies : A PortfolioPerspective
    Griffin, J. M Journal of Portfolio Management 4 23-29 [2005]
  • Further Evidence on Investor Overreaction and Stock Market Seasonality
    DeBondt, W Journal of Finance 42 557-581 [1988]
  • Evidence of Predictable Behavior of Security Returns
    Jegadeesh, N Journal of Finance 45 881-898 [1990]
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    DeBondt, W Journal of Finance 40 793-808 [1985]
  • Contrarian and Momentum Strategies inGermany
    Schiererck, D Financial Analysis Journal 55 104-116 [1999]
  • Contrarian and Momentum Strategies in the China Stock Market : 1993~2000
    Kang, J Pacific Basin Finance Journal 10 243-265 [2002]
  • Common Risk Factors in the Returns on Stocks and Bonds
    Fama, E. F. Journal of Financial Economics 33 3-56 [1993]
  • Capital asset prices:A Theory of Market Equilibrium under Conditions of Risk
    Sharpe,W.F Journal of Finance 19 425-442 [1964]
  • An Anatomy of Trading Strategies
    Conrad, J. Review of Financial Studies 11 489-519 [1998]