94 Weijin Road, Nankai District
Tianjin, 300071
China
Anam-Dong, Seongbuk-Gu
Seoul 136-701, 136701
Korea
Nankai University - Business School
Korea University Business School (KUBS)
Dollar-weighted return; Parity; Convergence; Financial openness
Financial globalization; Indirect benefits; Firm size; Growth opportunities
Dynamic conditional correlation, Sector portfolios, Investment-specific shock, Growth opportunity
Dynamic Conditional Correlation, Sector Portfolios, Investment-Specific Shock, Growth Opportunity
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Foreign investors, Factor loadings, Idiosyncratic volatility, Korea
