Author:
Park Dojoon,Hahn Jaehoon,Eom Young Ho
Reference49 articles.
1. Stock return predictability: is it there?;Ang;Rev. Financ. Stud.,2007
2. Time-varying world market integration;Bekaert;J. Financ.,1995
3. Emerging equity market volatility;Bekaert;J. Financ. Econ.,1997
4. Stock returns and the term structure;Campbell;J. Financ. Econ.,1987
5. A variance decomposition for stock returns;Campbell;Econ. J.,1991