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- Integrating Factor Models Using Bayesian Model Averaging: Evidence from Korea
- Youjeong Ban, Jeewon Jang
- Korean J Financ Stud. 2024;53(5):555-591. Published online October 30, 2024
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- New Approaches to Fund Evaluation: An Analysis of the Korean Fund Industry
- Woongki Lee
- Korean J Financ Stud. 2024;53(5):525-554. Published online October 30, 2024
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- Effects of Limits-to-Arbitrage on Post Earnings Announcement Drift
- Byeung-Joo Lee, Dongcheol Kim, Kyung Jin Choi
- Korean J Financ Stud. 2018;47(4):673-707. Published online August 31, 2018
- A Study on the Relationship between Idiosyncratic Volatility and Stock Returns in the Korean Stock Markets
- Cheol Jun Eom, Woo Baik Lee, Rae Soo Park, Uk Chang, Jong Won Park
- Korean J Financ Stud. 2014;43(4):753-784. Published online September 30, 2014
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- Asymmetric Price Impacts and the Cross-Section of Stock Returns in the Korean Stock Market
- Jangkoo Kang, Myounghwa Sim
- Korean J Financ Stud. 2014;43(2):327-358. Published online April 30, 2014
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- Testing the Linear Asset Pricing Models in the Korean Stock Market
- Sam Ho Son, Tae Hyuk Kim, Bo Hyun Yoon
- Korean J Financ Stud. 2009;38(4):547-568. Published online December 31, 2009
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- Explaining the Cross-section of Stock Returns: Characteristics or Risk Factors
- Sang Whan Kim
- Korean J Financ Stud. 2009;38(3):289-323. Published online September 30, 2009
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- The Usefulness of PIN as a Measurement for Private-Information Risk in Korean Stock Markets
- Jong Ho Park, Kyong Shik Eom
- Korean J Financ Stud. 2008;37(3):501-536. Published online June 30, 2008
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- Which Idiosyncratic Factors Can Explain the Pricing Errors from Asset Pricing Models in the Korean Stock Market?
- Joon Chae, Cheol Won Yang
- Korean J Financ Stud. 2008;37(2):297-342. Published online April 30, 2008
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- Market Equilibrium in the Capital Asset Pricing Model:Heterogeneous Expectations
- Won Dong Chul, Jong-Bom Chay
- Korean J Financ Stud. 2006;35(1):41-68. Published online February 28, 2006
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