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Can investor heterogeneity be useful in explaining the cross-section of average stock returns in emerging markets?
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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Dong Wook Lee | - |
| dc.date.accessioned | 2021-08-31T02:34:06Z | - |
| dc.date.available | 2021-08-31T02:34:06Z | - |
| dc.date.created | 2021-04-22 | - |
| dc.date.issued | 2008-07-04 | - |
| dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/56505 | - |
| dc.publisher | Tsinghua University / MIT | - |
| 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 | China International Conference in Finance (CICF2008) | - |
| dc.relation.isPartOf | China International Conference in Finance (CICF2008) | - |
| dc.citation.title | China International Conference in Finance (CICF2008) | - |
| dc.citation.conferencePlace | CC | - |
| dc.citation.conferencePlace | Dalian, China | - |
| dc.citation.conferenceDate | 2008-07-02 | - |
| dc.type.rims | CONF | - |
| dc.description.journalClass | 1 | - |
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