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Changjun Lee

Changjun Lee

Hankuk University of Foreign Studies - Seoul / South Korea
Business & Management / Business Administration
AD Scientific Index ID: 4522768
한국외국어대학교
person_outline Changjun Lee's MOST POPULAR ARTICLES
1-) Macroeconomic risk and the cross-section of stock returns Journal of Banking & Finance 35 (12), 3158-3173, 2011
2-) The volatility index and style rotation: Evidence from the Korean stock market and VKOSPI Investment Analysts Journal 43 (79), 29-39, 2014
3-) Liquidity risk and expected stock returns in Korea: a new approach Asia‐Pacific Journal of Financial Studies 41 (6), 704-738, 2012
4-) Equity fund performance persistence with investment style: Evidence from Korea Emerging Markets Finance and Trade 47 (3), 111-135, 2011
5-) Do actively managed mutual funds exploit stock market mispricing? The North American Journal of Economics and Finance 53, 101189, 2020