Evaluating asset pricing models in the Korean stock market

Pacific Basin Finance Journal

Volumn 20, Issue 2, 2012, Pages 198-227

  Kim, Soon Ho ^a   Kim, Dongcheol ^a   Shin, Hyun Soo ^a  

^a Korea University   (South Korea)

Author keywords

APT; Asset pricing models; CAPM; Consumption based CAPM; Intertemporal CAPM; Korean stock markets; Pricing performance

Indexed keywords

EID: 80053519837     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2011.09.001     Document Type: Article

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