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2 최종서, "연차이익공시에 대한 거래량반응: 한국증권시장에서의 실증적 거래" 22 : 1-36, 1997
3 한봉희, "비기대이익과 초과주가수익률의 측정" 아주대학교. 2000
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5 "Winner-Loser Reversals in National Stock Market Indices: Can They Be Explained?" 52 : 2129-2144, 1997
6 "Why is There a Home Bias? An Analysis of Foreign Portfolio Equity Ownership in Japan" 46 : 3-28, 1997
7 "Were Japanese Stock Prices Too High? Journal of Financial Economics" 337-363, 1991b
8 "University of California" Unpublished Ph.D. dissertation 1980
9 "U.S. Equity Investment in Emerging Stock Markets" 9 (9): 109-130, 1995b
10 "U.S. Eequity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing" 86 (86): 76-81, 1996
1 정혜영, "회계이익의 공시시점에서의 주가수익률분석과 거래량변동의 공통성에 관한 연구" 133-150, 합본6호
2 최종서, "연차이익공시에 대한 거래량반응: 한국증권시장에서의 실증적 거래" 22 : 1-36, 1997
3 한봉희, "비기대이익과 초과주가수익률의 측정" 아주대학교. 2000
4 "and Trading Volume around Quarterly Earnings Announcements" 510-532, 1987
5 "Winner-Loser Reversals in National Stock Market Indices: Can They Be Explained?" 52 : 2129-2144, 1997
6 "Why is There a Home Bias? An Analysis of Foreign Portfolio Equity Ownership in Japan" 46 : 3-28, 1997
7 "Were Japanese Stock Prices Too High? Journal of Financial Economics" 337-363, 1991b
8 "University of California" Unpublished Ph.D. dissertation 1980
9 "U.S. Equity Investment in Emerging Stock Markets" 9 (9): 109-130, 1995b
10 "U.S. Eequity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing" 86 (86): 76-81, 1996
11 "Trying to Explain Home Bias in Equities and Consumption" 37 : 571-608, 1999
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23 "Smart Foreign Traders in Emerging Markets" 2000
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30 "Permanent and Temporary Components of Stock Prices Journal of Political Economy" 246-273, 1988
31 "Mutual Fund Herding and The Impact on Stock Prices" 54 : 581-622, 1999
32 "Money Chasing Deals? : The Impact of Fund Inflows on the Valuation of Private Equity Investments" Havard Business School 1997
33 "Momentum Strategies" 51 (51): 1681-1713, 1996
34 "Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior" 85 (85): 1088-1105, 1995
35 "Mean Reversion in Stock Prices Journal of Financial Economics" 27-59, 1988
36 "Journal of International Economics" 476-493, 1990
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45 Clark, J, "Foreign Investment Fluctuations and Emerging Market Stock Returns: The Case of Mexico" 1996
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47 "Evidence from a Simple Specification Test Review of Financial Studies" 41-66, 1988
48 "Domestic versus International portfolio selection: A statistical examination of the home bias" Kellog Graduate School of Management, Northwestern University 1996
49 "Do Markets Overreact: International Evidence" 23 : 1121-1144, 1999
50 "Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors?" 2000
51 "Comovements in National Stock Market Returns: Evidence of Predictability, but Not Cointegration" 36 : 631-654, 1995
52 "Comment on International Equity Transactions and US Portfolio Choice The Internationalization of Equity Markets University of Chicago Press" 221-227, 1994
53 "Analyst Following and Institutional Ownership Journal of Accounting Research 28" 55-76, 1990
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55 "Aggregate Mutual Fund Flows and Security Returns" 39 : 209-236, 1995