저자의 연구 키워드

저자의 연구 키워드

#가상자산시장

#거시경제변수

#고유변동성

#고유변동성 요인

#기대수익률

#매매행태

#목표주가

#변동성이전

#비대칭 변동성

#애널리스트

#음식료

#일반화된 조건부이분산

#자산가격결정모형

#정보이전효과

#컨테이너해운

#투자자

#투자주체

#투자행태

#해운경제

#해운산업

#허딩 행태

#호텔&레저

#호텔․레저주가지수

#Analyst

#asymmetric transfer effect of information

#Asymmetrical Information Effects

#CAAR

#Capital Asset Pricing Model

#CAPM

#Carbon Emission

#CER(Certified Emission Reduction)

#CIV Factor

#Container Shipping

#COVID-19

#COVID-19 crisis

#CSAD

#CSSD

#Divestiture

#EUA(European Unit Allowance)

#Event Study

#Expected returns

#FF3 Factor Model

#FF3요인 모형

#FF5 Factor Model

#FF5요인 모형

#food and beverage

#Foreign and Institutional investors

#foreign investors

#GARCH

#GJR-GARCH-M

#Hedge Performance

#Herding behavior

#hotel & leisure

#hotel․leisure stock index

#Human Divestiture

#Idiosyncratic volatility

#information asymmetry

#information spillover effects

#Information Transfer

#Information transfer phenomenon

#investment behavior

#Investor

#investors

#macroeconomic variables

#Material Divestiture

#mean spillover effects

#Philadelphia Semiconductor Index

#Shipping Economics

#Shipping Industry

#Short-term Performance

#Stockholder Wealth

#Target Price

#target stock price

#trading behavior

#US stock market

#VECM

#Virtual asset market

#volatility spillover

#volatility spillover effect