Time-Varying Expected Momentum Profits
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kim, Dongcheol | - |
dc.date.accessioned | 2021-08-29T18:50:50Z | - |
dc.date.available | 2021-08-29T18:50:50Z | - |
dc.date.created | 2021-04-22 | - |
dc.date.issued | 2012-12-08 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/45032 | - |
dc.publisher | Korean Securities Association | - |
dc.subject | Momentum | - |
dc.subject | Time-varying expected returns | - |
dc.subject | Markov switching regression model | - |
dc.subject | Business cycle | - |
dc.subject | Procyclicality | - |
dc.title | Time-Varying Expected Momentum Profits | - |
dc.title.alternative | Time-Varying Expected Momentum Profits | - |
dc.type | Conference | - |
dc.contributor.affiliatedAuthor | Kim, Dongcheol | - |
dc.identifier.bibliographicCitation | 2012년 The 7th International Conference on Asia-Pacific Financial Markets (CAFM) | - |
dc.relation.isPartOf | 2012년 The 7th International Conference on Asia-Pacific Financial Markets (CAFM) | - |
dc.relation.isPartOf | The 7th International Conference on Asia-Pacific Financial Markets | - |
dc.citation.title | 2012년 The 7th International Conference on Asia-Pacific Financial Markets (CAFM) | - |
dc.citation.conferencePlace | KO | - |
dc.citation.conferencePlace | Seoul (한국) | - |
dc.citation.conferenceDate | 2012-12-08 | - |
dc.type.rims | CONF | - |
dc.description.journalClass | 1 | - |
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