Deok-Hyeon Lee

Korea Development Bank

16-3 Yeouido-Dong, Yeongdeungpo-Gu

Seoul, 150-973

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

2

DOWNLOADS

113

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Post-Earnings-Announcement Drift: Expected Growth Risk or Limits-to-Arbitrage?

Number of pages: 62 Posted: 07 Feb 2020
Dongcheol Kim, Deok-Hyeon Lee and Byoung-Kyu Min
Korea University Business School, Korea Development Bank and Hanyang University
Downloads 61 (486,441)

Abstract:

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Post-earnings-announcement drift, Expected growth risk, Expected real GDP growth, Limits-to-arbitrage, Pricing errors

2.

Dispersion of Beliefs, Ambiguity, and the Cross-Section of Stock Returns

Journal of Empirical Finance, Vol. 50, 2019
Number of pages: 42 Posted: 02 Apr 2019
Deok-Hyeon Lee, Byoung-Kyu Min and Tong Suk Kim
Korea Development Bank, Hanyang University and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 52 (523,364)

Abstract:

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Ambiguity, Dispersion of Beliefs, Stock Returns