Myung Jig Kim

Hanyang University

Seoul

Korea, Republic of (South Korea)

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

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SCHOLARLY PAPERS

3

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256

SSRN CITATIONS

9

CROSSREF CITATIONS

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Scholarly Papers (3)

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1.

Mean Reversion in Stock Prices? a Reappraisal of the Empirical Evidence

NBER Working Paper No. w2795

Number of pages: 39 Posted: 16 Jun 2004 Last Revised: 14 Apr 2022

Myung Jig Kim, Charles R. Nelson and Richard Startz

Hanyang University, Dept of Economics and UCSB

Downloads 186 (222,965)

Citation 9

Abstract:

2.

Predictable Stock Returns: Reality or Statistical Illusion?

NBER Working Paper No. w3297

Number of pages: 33 Posted: 31 May 2001 Last Revised: 14 Apr 2022

Charles R. Nelson and Myung Jig Kim

Dept of Economics and Hanyang University

Downloads 42 (556,230)

Abstract:

3.

2017년 미국의 단계적인 금리인상 전망을 반영한 우리나라 금리 기간구조 예측 (Forecasting Korea's Yield Curve Using Analyst's Views on Us Rate Hikes in 2017)

Financial Stability Studies, Vol.18, No.2, Korea Deposit Insurance Corporation(KDIC), 2017, pp.143-174 .

Number of pages: 32 Posted: 13 Jun 2018 Last Revised: 26 Dec 2018

Sang-Heon Lee and Myung Jig Kim

KIS Pricing and Hanyang University

Downloads 28 (635,366)

Abstract:

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