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Cyclical consumption and expected stock returns: evidence from the Korean capital market

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Bibliographic Details
Published in: Global business and finance review
Authors and Corporations: Won, Young W. (Author), Won, Chaehwan (Author), Won, Y. (Author)
Other Authors: Won, Chaehwan [Author] • Won, Y. [Author]
Type of Resource: E-Book Component Part
Language: English
published:
2021
Series: Global business and finance review, 26(2021), 3, Seite 14-32
Subjects:
cyclical consumption (cc)
External Habit Model (EHM)
consumption risk
return predictability
detrending method
KOSPI and KOSDAQ
industry portfolio
Aufsatz in Zeitschrift
Source: Verbunddaten SWB
Lizenzfreie Online-Ressourcen
ISSN: 2384-1648
License:
Namensnennung - Nicht kommerziell 4.0 International (CC BY-NC 4.0)
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Internet

https://doi.org/10.17549/gbfr.2021.26.3.14
http://www.gbfrjournal.org/Common/Download_Article.asp?idx=450

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