Information Risk and Asset Returns in the Korean Stock Market

Korean Journal of Financial Studies 2007;36(4):567-620.
Published online August 31, 2007.

한국주식시장에서 정보위험과 수익률의 관계

최혁, 양철원

Key Words: 위험 프리미엄,정보위험,통합 회귀분석,Fama and French (1992) 횡단면 회귀분석,Fama and French (1992) cross-sectional regression,Fama and French (1993) three factor model,Fama French (1993) 3요인 모형,Information risk,Pooled regression,Risk Premium

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