Open AccessThe Effect of Market Volatility Changes on the Cross-sectional Expected Return in Korean Stock Market
Author(s) -
Chung-Hyun Chung,
Dong Hoe Kim
Publication year - 2007
Publication title -
korean journal of financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2007.6.1.005
Subject(s) - volatility (finance) , stock market , economics , business , monetary economics , financial economics , geography , context (archaeology) , archaeology
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