The Risk of Earnings Information Uncertainty and the January Effect in Korean Stock Markets

Korean Journal of Financial Studies 2006;35(4):71-102.
Published online August 31, 2006.

한국주식시장의 이익정보 불확실성 위험과 1월효과

김동철, 신성호

Key Words: 1월효과,위험요소모형,이익예측오차,이익정보 불확실성,초과수익률,Abnormal returns,Earnings forecasting error,Information uncertainty,January effect,Risk factor models

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