Journal of Insurance and Finance 2022 KCI Impact Factor : 0.37
Predicting Korean Stock Market Return with Financial and Macro variables - Focusing on In-sample and Out-of-sample Tests -
ABSTRACT
열림/닫힘 버튼KEYWORDS
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KCI Citation Counts (3)
열림/닫힘 버튼[journal]
김규영
/ 2004
/
Testing the Predictability of Stock Return in the Korean Stock Market
/ 산업경제연구
/ 한국산업경제학회
17(4)
: 1255~1271
[journal]
김인무
/ 2009
/
The Predictability of Korean Stock Returns and Volatility Clock Samples
/ 경제학연구
/ 한국경제학회
57(3)
: 195~221
[journal]
김현석
/ 2017
/
An Empirical Test of Stock Return Predictability in Korean Stock Market
/ 금융연구
/ 한국금융학회
31(1)
: 39~73
/ http://dx.doi.org/10.21023/JMF.31.1.2
[journal]
정동준
/ 2012
/
Empirical Study on the Long-run Predictability and the Variance Decomposition of Korean Stock Returns
/ 금융연구
/ 한국금융학회
26(4)
: 61~91
[journal]
정정현
/ 2010
/
An Investigation on the Stock Return Predictability of Dividend Yield and Earning-Price Ratio
/ 金融工學硏究
/ 한국금융공학회
9(3)
: 61~87
/ 10.35527/kfedoi.2010.9.3.004
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