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Korean Journal of Financial Studies 2004;33(4):95-134.
Published online December 31, 2004.
Structural Shifts of Market Betas and Common Risk Factors in Korean Stock Returns
Dong Cheol Kim
시장위험의 구조적 변화와 주가수익률의 결정요인에 대한 재고찰
김동철
Key Words: 구조적 변화,비안정성,소기업효과,시장위험,장부가-시가비율,Beta risk,Book-to-market,Nonstationarity of beta,Small firm effect,Structural shifts


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