Jeeman Jung
Finance · 2005
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it
Whom Jeeman Jung trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Jeeman Jung's perspective
Ordered by how strongly the researchers Jeeman Jung trusts endorse each paper. Same corpus, a different order for every researcher.
- What Drives Firm-Level Stock Returns?
- Time-varying risk aversion and unexpected inflation ☆
- Stocks versus Bonds: Explaining the Equity Risk Premium
- Bad Beta, Good Beta
- Market Timing and Capital Structure
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- The Theory and Practice of Corporate Finance: Evidence from the Field
- When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms
- Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis
- Forecasting Profitability and Earnings
Their papers
- SAMUELSON'S DICTUM AND THE STOCK MARKET (2005) — 111 citations