1 "한국주식시장에서의 정보비대칭 측정치 비교" 35 (35): 1-44, 2006
2 "한국주식시장에서의 유동성 프리미엄에 관한 연구" 10 (10): 223-259, 1997
3 "기업규모와 장부가/시가 비율과 주식수익률의 관계" 10 (10): 21 -47, 2000
4 "components of the bid-a sk spread; A gen-eral approach" 10 : 995-1034, 1997
5 "and transaction prices in a specialist market with heter ogeneously informed traders Journal of Financial Economics14" 71-10, 1985
6 "Variation in tra ding volume Evidence on recent price formati on models Journal of Finance 48" tility : 1993187-211
7 "The cross section of ex pected stock re-turns Journal of Finance 47" 427-465, 1992
8 "Testing tradeoff and pe cking order pre-dictions about dividends and debt" 15 : 1-33, 2002
9 "Stock price reaction to public and private information" 82 : 103-133, 2006
10 "Risk measurement when shares are subject t o infrequently trading Journal of Financial Economics 7" 1979197-226
1 "한국주식시장에서의 정보비대칭 측정치 비교" 35 (35): 1-44, 2006
2 "한국주식시장에서의 유동성 프리미엄에 관한 연구" 10 (10): 223-259, 1997
3 "기업규모와 장부가/시가 비율과 주식수익률의 관계" 10 (10): 21 -47, 2000
4 "components of the bid-a sk spread; A gen-eral approach" 10 : 995-1034, 1997
5 "and transaction prices in a specialist market with heter ogeneously informed traders Journal of Financial Economics14" 71-10, 1985
6 "Variation in tra ding volume Evidence on recent price formati on models Journal of Finance 48" tility : 1993187-211
7 "The cross section of ex pected stock re-turns Journal of Finance 47" 427-465, 1992
8 "Testing tradeoff and pe cking order pre-dictions about dividends and debt" 15 : 1-33, 2002
9 "Stock price reaction to public and private information" 82 : 103-133, 2006
10 "Risk measurement when shares are subject t o infrequently trading Journal of Financial Economics 7" 1979197-226
11 "Presidential Address: Liquidity and price discovery" 58 : 1335-1354, 2003
12 "Momentum and post-earnings-announcement dr ift anomalies: The role of liquidity risk" 80 : 309-349, 2006
13 "Measuring the information content of sto ck trades Journal of Finance46" 179-207, 1991
14 "Market m icrostructure and asset pricing: On the compensati on for iliquidity in stock returns" 41 : 441-464, 1996
15 "Li-quidity, information and infrequently traded stocks" 51 : 1405-1436, 1996
16 "Journal of Financial Economics 17" 223-249, 1986
17 "Is i nformation risk a determinant of asset returns?" 57 : 2185-2221, 2002
18 "Information and the Cost of Capital" 59 : 1553-1583, 2004
19 "Informa tion Asymetry and Aset Prices: Evidence from the China Foreign Share Discount" 2007
20 "Inferring trade di rection from intraday data Journal of Finance 46" 733-746, 1991
21 "Estimating the components of the bid/ask spread Journal of Financial Economics 21" 123-142, 1988
22 "Common risk factors in returns on stocks and bonds Journal of Financial Economics 33" 3-56, 1993
23 "Are insider trades info rmative?" 14 : 79-111, 2001
24 "A test o f the efficiency of a given portfolio" eco (eco): 1121-2252, 1989
국립중앙도서관 "우편 복사 서비스"로 연결 됩니다.
DBpia
