1732 Deogyeong-daero
Giheung-gu
Yongin-si, Gyeonggi-do, Gyeonggi-Do 17104
Korea, Republic of (South Korea)
http://kic.khu.ac.kr/
Kyung Hee University
Accounting, Multiples, Warranted Multiples, Future Returns
Climate Change, Regulatory System
Book-to-Market Anomaly, Chinese Stock Markets, Empirical Asset Pricing, Value Premium, Investor Sophistication
Capital market integration; Credit market integration; Global financial crisis; Real business cycle co-movements
Elections, Stock return volatility, Uncertainty
Currency Co-movements, Renminbi, Trade Linkage, Financial Linkage, Exchange Rate Regime
Asian Banks, International asset pricing tests, Cross-sectional variation of expected returns, Bank accounting ratios, Global Financial Crisis
Currency Internationalization, China, Korea
Capital flow volatility, Original sin, Capital account liberalization
Disasters, Macroeconomic effects, Financial markets
Synchronization, Financial Integration, EU, Korea
Liquidity premium; Size; Idiosyncratic volatility; Global market beta; Local market liquidity beta; Chinese stock markets
Chinese stock market; value premium; intangible information; arbitrage risk