국내 주식시장에서 가치주와 성장주의 시장과잉반응과 리스크 프리미엄
'
국내 주식시장에서 가치주와 성장주의 시장과잉반응과 리스크 프리미엄' 의 주제별 논문영향력
논문영향력 요약
| 주제 |
|
| 동일주제 총논문수 |
논문피인용 총횟수 |
주제별 논문영향력의 평균 |
|
9,235
|
0
|
|
주제별 논문영향력
논문영향력
| 주제 |
주제별 논문수 |
주제별 피인용횟수 |
주제별 논문영향력 |
| 주제분류(KDC/DDC) |
경영관리
|
9,596
|
0
|
|
| 계 |
|
9,596
|
0
|
|
| * 다른 주제어 보유 논문에서 피인용된 횟수 |
0
|
|
'
국내 주식시장에서 가치주와 성장주의 시장과잉반응과 리스크 프리미엄' 의 참고문헌
-
-
-
-
자기자본비용의 추정에 관한 연구-규모와 장부가/시장가 요인을 고려한 실증분석
송영출
재무관리연구 14 (3) : 157 ~ 181
[1997]
-
-
-
-
-
-
-
-
Value versus growth: The international evidence
-
The value premium
Zhang, L.
Journal of Finance 60 (1) : 67 ~ 103
[2005]
-
The noise trader approach to Finance
-
-
Size and Book-to-Market Factors inEarnings and Returns
-
Quadratic ARCH models
Sentana, E.
Review of Economic Studies 62 : 639 ~ 661
[1995]
-
-
On estimating the expected return on the market
Merton, R. C.
Journal of Financial Economics 41 : 867 ~ 887
[1980]
-
Noise Trader Risk in Financial Markets
-
Noise
Black, F.
Journal of Finance 41 : 529 ~ 543
[1986]
-
No News is Good News：An Asymmetric Model of Changing Volatility in Stock Returns
-
News related to future GDP growth as a risk factor in equity returns
Vassalou, M.
Journal of Financial Economics 68 (1) : 47 ~ 73
[2003]
-
Multifactor Explanations of Asset Pricing Anomalies
-
Investing in size and book-to-market portfolios using information about the macroeconomy: Some new trading rules
-
Generalised autoregressive heteroscedasticity
-
Further Evidence on Investor Overreaction and Stock Market Seasonality
-
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
-
Estimating Time-Varying Risk Premia in the Term Structure: The Arch-M Model
-
Does the Stock Market overreact?
-
Corporate investment and asset price dynamics: Implications for SEO event studies and long?run performance
Carlson, M.
Journal of Finance 61 (3) : 1009 ~ 1034
[2006]
-
Contrarianinvestment, extrapolation, and risk
-
Commonality in theDeterminants of Expected Stock Returns
-
Common risk factors in the returns on stocks and bonds
-
Can operating leverage be the cause of the value premium?
-
Can Book-to-market, Size and Momentum be Risk Factors that Predict Economic Growth?
-
-
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Engle
Econometrica 50 : 987 ~ 1007
[1982]
-
Asymmetric risk premium in value and growth stocks
Black, A. J.
International Review of Financial Analysis 15 (3) : 237 ~ 246
[2006]
-
Asset pricing implications of nonconvex adjustment costs and irreversibility of investment
Cooper, I.
Journal of Finance 61 (1) : 139 ~ 170
[2006]
'
국내 주식시장에서 가치주와 성장주의 시장과잉반응과 리스크 프리미엄'
의 유사주제(
) 논문
