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Time-Varying Expected Momentum Profits

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dc.contributor.authorKim, Dongcheol-
dc.date.accessioned2021-08-29T19:33:55Z-
dc.date.available2021-08-29T19:33:55Z-
dc.date.created2021-04-22-
dc.date.issued2012-10-19-
dc.identifier.urihttps://scholar.korea.ac.kr/handle/2021.sw.korea/45389-
dc.publisherFinancial Management Association (미국 재무관리학회)-
dc.subjectMomentum-
dc.subjectTime-varying expected returns-
dc.subjectMarkov switching regression model-
dc.subjectBusiness cycle-
dc.subjectProcyclicality-
dc.titleTime-Varying Expected Momentum Profits-
dc.title.alternativeTime-Varying Expected Momentum Profits-
dc.typeConference-
dc.contributor.affiliatedAuthorKim, Dongcheol-
dc.identifier.bibliographicCitation2012 Financial Management Association (FMA) Annual Conference-
dc.relation.isPartOf2012 Financial Management Association (FMA) Annual Conference-
dc.relation.isPartOf2012 Financial Management Association (FMA) Annual Conference-
dc.citation.title2012 Financial Management Association (FMA) Annual Conference-
dc.citation.conferencePlaceUS-
dc.citation.conferencePlaceAtlanta (미국)-
dc.citation.conferenceDate2012-10-17-
dc.type.rimsCONF-
dc.description.journalClass1-
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