Dongcheol Kim
Dongcheol Kim
Professor of Finance, Korea University
Verified email at - Homepage
Cited by
Cited by
Alternative models for the conditional heteroscedasticity of stock returns
D Kim, SJ Kon
Journal of Business, 563-598, 1994
Investor sentiment from internet message postings and the predictability of stock returns
SH Kim, D Kim
Journal of Economic Behavior & Organization 107, 708-729, 2014
Accruals quality, stock returns, and macroeconomic conditions
D Kim, Y Qi
The Accounting Review 85 (3), 937-978, 2010
Modern portfolio theory: Foundations, analysis, and new developments
JC Francis, D Kim
John Wiley & Sons, 2013
The errors in the variables problem in the cross‐section of expected stock returns
D Kim
The Journal of Finance 50 (5), 1605-1634, 1995
Market valuation of joint ventures: Joint venture characteristics and wealth gains
SH Park, D Kim
Journal of Business Venturing 12 (2), 83-108, 1997
A reexamination of firm size, book-to-market, and earnings price in the cross-section of expected stock returns
D Kim
Journal of Financial and Quantitative Analysis 32 (4), 463-489, 1997
A multifactor explanation of post-earnings announcement drift
D Kim, M Kim
Journal of Financial and Quantitative Analysis 38 (2), 383-398, 2003
Margin requirements, price fluctuations, and market participation in metal futures
GA Hardouvelis, D Kim
Journal of Money, Credit and Banking 27 (3), 659-671, 1995
The extent of nonstationarity of beta
D Kim
Review of Quantitative Finance and Accounting 3, 241-254, 1993
Evaluating asset pricing models in the Korean stock market
SH Kim, D Kim, HS Shin
Pacific-Basin Finance Journal 20 (2), 198-227, 2012
On the information uncertainty risk and the January effect
D Kim
The Journal of Business 79 (4), 2127-2162, 2006
Structural change and time dependence in models of stock returns
D Kim, SJ Kon
Journal of Empirical Finance 6 (3), 283-308, 1999
The impact of commercial banks on underwriting spreads: Evidence from three decades
D Kim, D Palia, A Saunders
Journal of Financial and Quantitative Analysis 43 (4), 975-1000, 2008
Are initial returns and underwriting spreads in equity issues complements or substitutes?
D Kim, D Palia, A Saunders
Financial Management 39 (4), 1403-1423, 2010
A Bayesian significance test of the stationarity of regression parameters
D Kim
Biometrika 78 (3), 667-675, 1991
Time-varying expected momentum profits
D Kim, TY Roh, BK Min, SJ Byun
Journal of Banking & Finance 49, 191-215, 2014
The long-run behavior of debt and equity underwriting spreads
D Kim, D Palia, A Saunders
Future labor income growth and the cross-section of equity returns
D Kim, TS Kim, BK Min
Journal of Banking & Finance 35 (1), 67-81, 2011
Bank funding structure and lending under liquidity shocks: Evidence from Korea
H Jung, D Kim
Pacific-Basin Finance Journal 33 (1), 62-80, 2015
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