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Cyclical Consumption and Expected Stock Returns: Evidence from the Korean Capital Market
원영
원채환
원
2021년
활용도 Analysis
논문 Analysis
연구자 Analysis
활용도 Analysis
논문 Analysis
연구자 Analysis
활용도
공유도
영향력
논문상세정보
저자
원영
원채환
원
주제어
External Habit Model (EHM)
consumption risk
cyclical consumption (cc)
detrending method
industry portfolio
KOSPI and KOSDAQ
return predictability
참고문헌( 25)
유사주제 논문( 11)
return predictability 4건
kospi and kosdaq 2건
External Habit Model (EHM) 1건
consumption risk 1건
cyclical consumption (cc) 1건
detrending method 1건
industry portfolio 1건
인용/피인용
Cyclical Consumption and Expected Stock Returns ...
' Cyclical Consumption and Expected Stock Returns: Evidence from the Korean Capital Market' 의 주제별 논문영향력
논문영향력 요약
주제
External Habit Model (EHM)
consumption risk
cyclical consumption (cc)
detrending method
industry portfolio
kospi and kosdaq
return predictability
동일주제 총논문수
논문피인용 총횟수
주제별 논문영향력의 평균
18
0
0.0%
자세히
주제별 논문영향력
논문영향력
주제
주제별 논문수
주제별 피인용횟수
주제별 논문영향력
주제어
External Habit Model (EHM ...
2
0
0.0%
consumption risk
2
0
0.0%
cyclical consumption (cc)
2
0
0.0%
detrending method
2
0
0.0%
industry portfolio
2
0
0.0%
kospi and kosdaq
3
0
0.0%
return predictability
5
0
0.0%
계
18
0
0.0%
* 다른 주제어 보유 논문에서 피인용된 횟수
0
닫기
' Cyclical Consumption and Expected Stock Returns: Evidence from the Korean Capital Market'
의 참고문헌
주가지수 변동성과 소비 변동성의 선도-지연 관계
유한수
[2011]
자본 대비 소비 변화의 미래 주가지수수익률 예측력에 대한 연구 : 한국 경제지표를 중심으로
강원
[2013]
일별자료를 활용한 KOSPI 와 KOSDAQ 간의정보전달에 관한 실증 연구
김종출
[2019]
“소비습관과 주식수익률 프리미엄 현상: 한국증권시장에서의 검증
최원호
[2011]
Why you should never use the Hodrick-Prescott filter
Hamilton, J. D.
[2018]
Time-varying short-horizon predictability
Henkel, S. J.
[2011]
Time-varying risk premiums and the output gap
Cooper, I.
[2009]
Short interest and aggregate stock returns
Rapach, D. E.
[2016]
Robust econometric inference for stock return predictability
Kostakis, A.
[2015]
Predictive regressions
Stambaugh, R. F.
[1999]
Predictive regression : An improved augmented regression method
Kim, J. H.
[2014]
Postwar US business cycles: An Empirical investigation
Hodrick, R. J.
[1997]
Out-of-sample equity premium prediction : Combination forecasts and links to the real economy
Rapach, D. E.
[2010]
Labor-income and predictable stock returns
Santos, T.
[2006]
Interpretable Asset Markets?
Bansal, R.
[2005]
In-sample or out-of-sample tests of predictability : Which one should we use?
Inoue, A.
[2005]
Evaluating the classification of economic activity into recessions and expansions
Berge, T. J.
[2011]
Efficient tests of stock return predictability
Campbell, J. Y.
[2006]
Dividend yields and expected stock returns : Alterneative procedures for inference and measurement
Hodrick, R. J.
[1992]
Consumption, aggregate wealth, and expected stock returns
Lettau, M.
[2001]
Consumption fluctuations and expected returns
Atanasov, V.
[2020]
Comparison of the Valuation of Technology Firms in KOSPI and KOSDAQ
조기헌
[2015]
By force of habit : A consumption-based explanation of aggregate stock market behavior
Campbell, J. Y.
[1999]
A consumption-based model of the term structure of interest rates
Wacheter, J. A.
[2006]
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Newey, W. K.
[1987]
' Cyclical Consumption and Expected Stock Returns: Evidence from the Korean Capital Market'
의 유사주제(
) 논문