Jinho Bae

Konkuk University

1, Hwayang-dong

Gwangjin-gu

Seoul, 143-071

Korea

SCHOLARLY PAPERS

3

DOWNLOADS

1,143

SSRN CITATIONS

13

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Why are Stock Returns and Volatility Negatively Correlated?

Number of pages: 42 Posted: 23 Sep 2004
Konkuk University, Dept. of Economics, University of Washington and Dept of Economics
Downloads 893 (51,396)
Citation 7

Abstract:

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Asymmetric volatility, volatility reedback, leverage effect, regime switching, GARCH

2.

Earnings Growth and the Bull Market of the 1990s: Is There a Case for Rational Exuberance?

Number of pages: 39 Posted: 21 Oct 2004
Jinho Bae and Charles R. Nelson
Konkuk University and Dept of Economics
Downloads 181 (312,984)
Citation 1

Abstract:

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Irrational exuberance, New Economy, Earnings growth, Bull market

3.
Downloads 69 (623,644)

Abstract:

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