Zobrazeno 1 - 10
of 52
pro vyhledávání: '"Byoung-Kyu Min"'
Publikováno v:
Journal of Empirical Finance. 69:166-184
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::22e0af3654b9936a0bea0bd2aacb6aff
https://doi.org/10.1016/j.jempfin.2022.09.003
https://doi.org/10.1016/j.jempfin.2022.09.003
Autor:
Byoung-Kyu Min, Yuchao Xiao
Publikováno v:
Abacus. 57:679-708
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1f9d519a95cf80de7670cdef392b0ee8
https://doi.org/10.1111/abac.12216
https://doi.org/10.1111/abac.12216
Autor:
Byoung-Kyu Min
Publikováno v:
Market Momentum
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bac2aea940cae93214a97e6b6720530a
https://doi.org/10.1002/9781119599364.ch15
https://doi.org/10.1002/9781119599364.ch15
Publikováno v:
Journal of Empirical Finance. 51:95-118
We derive and test a consumption-based intertemporal asset pricing model in which an asset earns a risk premium if it performs poorly when expected future consumption growth deteriorates. The predictability of consumption growth combined with the rec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::10fec326494f1fb54c6a55b4c9350fe7
https://doi.org/10.1016/j.jempfin.2019.02.001
https://doi.org/10.1016/j.jempfin.2019.02.001
Publikováno v:
Journal of Empirical Finance. 50:43-56
We examine whether ambiguity is priced in the cross-section of expected stock returns. Using the cross-sectional dispersion in real-time forecasts of real GDP growth as a measure for ambiguity, we find that high ambiguity beta stocks earn lower futur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e008df0eedd972511755637ce938a9c4
https://doi.org/10.1016/j.jempfin.2019.01.001
https://doi.org/10.1016/j.jempfin.2019.01.001
Publikováno v:
International Review of Finance. 20:897-921
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2fdc8b9524a4eddad4fcc2f7c40b0be8
https://doi.org/10.1111/irfi.12250
https://doi.org/10.1111/irfi.12250
Publikováno v:
Journal of Banking & Finance. 138:106405
This paper shows that the stock return predictability of analysts’ earnings forecast dispersion is driven by the information content of dispersion about future firm profitability. Greater dispersion predicts lower future profitability, and the retu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6b1f974e584119881764531dbc8729ea
https://doi.org/10.1016/j.jbankfin.2022.106405
https://doi.org/10.1016/j.jbankfin.2022.106405
Publikováno v:
International Review of Finance. 20:247-260
Recent studies show that firms with higher analysts’ earnings forecasts dispersion subsequently have lower returns than firms with lower forecasts dispersion. This paper evaluates alternative explanations for the dispersion–return relation using
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d6f2e7cfc3ecb984817e02b936acfd6e
https://doi.org/10.1111/irfi.12204
https://doi.org/10.1111/irfi.12204
Publikováno v:
SSRN Electronic Journal.
To explain post-earnings-announcement drift (PEAD), we suggest expected growth risk, which is measured as covariance between stock returns and expected future real GDP growth rates. We find that both expected growth rates and expected growth risk inc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e7af55e0b1fb545ab68d128d445be5d9
https://doi.org/10.2139/ssrn.3519702
https://doi.org/10.2139/ssrn.3519702
Publikováno v:
Pacific-Basin Finance Journal. 64:101440
We examine whether seasonal variations in investor mood are associated with return seasonalities in U.S. and Australian equity markets. We first replicate the main results of Hirshleifer et al. (2020) for the U.S. market that stock returns' relative
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b176fbe62eec215a45835e21789615a2
https://doi.org/10.1016/j.pacfin.2020.101440
https://doi.org/10.1016/j.pacfin.2020.101440