논문상세정보
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- 저자 권지호
- 제어번호 105976029
- 학술지명 산업경제연구
- 권호사항 Vol. 31 No. 6 [ 2018 ]
- 발행처 한국산업경제학회
- 발행처 URL http://www.kiea.ne.kr
- 자료유형 학술저널
- 수록면 2035-2057
- 언어 English
- 출판년도 2018
- 등재정보 KCI등재
- 판매처
유사주제 논문( 0)
Investor Sentiment and the Consumption Capital Asset Pricing Model
권지호
2018년
' Investor Sentiment and the Consumption Capital Asset Pricing Model' 의 참고문헌
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한국 주식시장에서 기대수익률 결정요인에 관한 실증분석김규영 [2011]
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정부소비와 민간소비의 대체/보완관계*: 소비준거 자본자산가격결정모형의 추정조성일 [2008]
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Why Does IPO Volume Fluctuate so MuchLowry, M. [2003]
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Time-Varying Risk Premiums and the Output GapCooper, I. [2009]
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The Investor Fear Gauge : Explication of the CBOE VIXWhaley, R. E. [2000]
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The Conditional CAPM and the Cross-Section of Expected ReturnsJagannathan, R. [1996]
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Size, Value and Momentum in International Stock ReturnsFama, E. [2012]
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Sector Investment Growth Rates and the Cross Section of Equity ReturnsLi, Q. [2006]
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Risk, return, and equilibrium : Empirical testsFama, E. [1973]
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Resurrecting the (C)CAPM: A cross-sectional test when risk premia are time-varyingLettau, M. [2001]
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Pricing Model Performance and the Two-Pass Cross-Sectional Regression MethodologyKan, R. [2013]
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Overconfidence and Speculative BubblesScheinkman, J.A. [2003]
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Measuring Swedish Investor SentimentSjöström S. [2013]
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Market Liquidity as a Sentiment IndicatorBaker, M. [2004]
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Macroeconomic Risk and the Cross-section of Stock ReturnsKang, J. [2011]
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Labor Income and Predictable Stock ReturnsSantos, T. [2005]
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Investor sentiment in the stock marketBaker, M. [2007]
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Investor sentiment and the cross-section of stock returnsBaker, M. [2006]
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Investor Sentiment and the Closed-end Fund PuzzleLee, C. M. C. [1991]
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Investor Sentiment MeasuresQiu, L. [2004]
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International Tests of a Five-factor Asset Pricing ModelFama, E. [2017]
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Housing Collateral, Consumption Insurance, and Risk Premia : An Empirical PerspectiveLustig, H.N. [2005]
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Hot Markets, Investor Sentiment, and IPO PricingLjungqvist, A. [2006]
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Forward Exchange Rates as Optimal Predictors of Future Spot Rates : An Econometric AnalysisHansen, L.P. [1980]
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Evidence on the Characteristics of Cross Sectional Variation in Stock ReturnsDaniel K. [1997]
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Common Risk Factors in the Return on Bonds and StocksFama, E. [1993]
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Asset Pricing with GarbageSavov, A. [2011]
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Asset PricingCochrane, J. H. [2005]
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A five-factor asset pricing modelFama, E. [2015]
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A Simple, Positive Semi-Denite, Heteroskedasticity and Autocorrelation Consistent Covariance MatrixNewey, W.K. [1987]
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A Cross-Sectional Test of an Investment-Based Asset Pricing ModelCochrane, J. H. [1996]
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...and the Cross-Section of Expected ReturnsHarvey, C. R. [2015]