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우리나라 자산가격 변동의 기준점 효과 및 전망이론적 해석 가능성 검정

Dynamics of Asset Returns Considering Asymmetric Volatility Effects: Evidences from Korean Asset Markets

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Abstract

In this paper, we claim the asymmetric response of asset returns on the past asset returns' signs may be explained from the market behavioral portfolio choice of investors. For this, we admit the anchor and adjustment mechanism of investors which partly e

Issue Date
2011-03-31
Publisher
한국개발연구원
Korea Development Institute
Language
ko
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