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2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.594-623
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The Relations between Financial Constraints and Dividend Smoothing
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.624-657
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2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.658-700
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2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.701-727
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.710-750
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2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.728-753
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.754-785
The Firm Characteristics of the Fundamental Value to Price Anomaly
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.786-841
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2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.842-875
Investment under Ambiguity and Regime-Switching Environment
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.876-906
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.907-937
KOSPI 200 Áö¼ö ¿É¼Ç½ÃÀå¿¡¼ º¯µ¿¼º À§Çè ÇÁ¸®¹Ì¾ö¿¡ °üÇÑ ¿¬±¸
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.938-958
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.959-983
How Fast Investors Close Positions? Liquidation Decisions under Prospect Theory
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.984-1013
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.1014-1032
Does information asymmetry really explain the extrapolative expectation of foreign investors?
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.1033-1061
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.1062-1085
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2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.1086-1111
Momentum Profits and Macroeconomic States : Is Winner Riskier than Loser?
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.1112-1141
Systematic Risks in the Options Market: Evidence from S&P 500 Index Options
2009³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2009) pp.1142-1184
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