Detailed Information
Cited 0 time in 
Cited 0 time in 
Cited 0 time in
Metadata Downloads
Can investor heterogeneity be useful in explaining the cross-section of average stock returns in emerging markets?
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Dong Wook Lee | - |
| dc.date.accessioned | 2021-08-30T21:50:08Z | - |
| dc.date.available | 2021-08-30T21:50:08Z | - |
| dc.date.created | 2021-04-22 | - |
| dc.date.issued | 2008-10-09 | - |
| dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/55256 | - |
| dc.publisher | Financial Management Association | - |
| dc.title | Can investor heterogeneity be useful in explaining the cross-section of average stock returns in emerging markets? | - |
| dc.type | Conference | - |
| dc.contributor.affiliatedAuthor | Dong Wook Lee | - |
| dc.identifier.bibliographicCitation | Financial Management Association annual meetings | - |
| dc.relation.isPartOf | Financial Management Association annual meetings | - |
| dc.citation.title | Financial Management Association annual meetings | - |
| dc.citation.conferencePlace | US | - |
| dc.citation.conferencePlace | Dallas, TX, USA | - |
| dc.citation.conferenceDate | 2008-10-08 | - |
| dc.type.rims | CONF | - |
| dc.description.journalClass | 1 | - |
- Files in This Item
- There are no files associated with this item.
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.