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Korean Journal of Financial Studies 2006;35(1):103-133.
Published online February 28, 2006.
Interaction of Momentum Returns in Stock and Bond Markets in Korea
Kho Bong Chan
국내 채권시장 모멘텀과 주식시장과의 선행관계
고봉찬
Key Words: 과소반응,모멘텀 투자전략,시간가변적 위험,행동재무학,모멘텀 전이효과,Behavioral finance,Momentum spillover,Momentum strategies,Time-varying risk,Underreaction


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