Innovations in the future money growth and the cross-section of stock returns in Korea

Asia-Pacific Journal of Financial Studies

Volumn 40, Issue 5, 2011, Pages 683-709

  Jung, Hosung ^a   Kim, Dongcheol ^a  

^a Korea University   (South Korea)

Author keywords

Book to market; Cross sectional regression tests; Economic tracking portfolios; Firm size; Future money growth; Macroeconomic variables

Indexed keywords

EID: 84855248483     PISSN: 12261165     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.2041-6156.2011.01054.x     Document Type: Article

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