The Usefulness of PIN as a Measurement for Private-Information Risk in Korean Stock Markets

Korean Journal of Financial Studies 2008;37(3):501-536.
Published online June 30, 2008.

한국주식시장에서 사적 정보위험 PIN의 유용성 분석

박종호, 엄경식

Key Words: 사적 정보위험,자산가격결정모형,주식초과수익률,횡단면 분석,Asset pricing model,Cross-sectional analysis,PIN(AdjPIN),Private-information risk,Stock excess returns

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