1 |
Chan, S.H., J. D. Martin, and J. W. Kensinger, "corporate Research and Development Expenditures and Share Value", Journal of Financial Economics, pp. 255-276, 1990.
|
2 |
Doukas J. and L. N. Switzer, "The Stock Market's View of R&D Spending and Market Concentration", Journal of Economics and Business, pp. 95-114, 1992.
|
3 |
Mcueen, G. and V. V. Roly(1993), "Stock Prices, News and Business Conditions", The Review of Financial Studies, Vol. 6, No. 3, pp. 683-707.
DOI
ScienceOn
|
4 |
Morck, R. and B. Yeung, "Why Investors Value Multinationality", Journal of Business, pp. 121-158, 1991.
|
5 |
Officer, R. R., "The Variability of the Market Factor of New York Stock Exchange", Journal of Business, Vol. 46, 434-453, 1973.
DOI
|
6 |
Ross, S., "Information and Volatility: The Non-Arbitrage Martingale Approach to Timing and Resolution Irrelevency", Journal of Finance, Vol. 44, pp. 1-17, 1989.
DOI
|
7 |
Schwert, G. W., "Why does Stock Market Volatility Change over Time?", Journal of Finance, Vol. 44, pp. 1115-1153, 1989.
DOI
|
8 |
Lev, B. and T. Sougiannis, "The Capitalization, Amortization and Value-Relevance of R&D", Journal of Accounting Economics, Vol. 21, pp. 107-138, 1996.
DOI
|
9 |
Jose, M. L., L. M. Nichols, and J. L. Stevens, "Contributions of Diversification, Promotion, and R&D to the Value of Multiproduct Firms: A Tobin's q Approach", Financial Management, pp. 33-42, 1986.
|
10 |
Landsman W. R. and A. C. Shapiro, "Tobin's q and the Relation between Accounting ROI and Economic Return", Working paper 92-46, Department of Finance, University of Southern California, Los Angeles, 1992.
|
11 |
French, K. R. and R. Roll, "Stock Return Variances: The Arrival of Information and the Reaction of Traders", Journal of Financial Economics, Vol. 17, pp. 5-26, 1986.
DOI
|
12 |
Black, F., "Studies of Stock Market Volatility Changes", Proceedings of the American Statistical Association, Business and Economic Statistics Section, pp. 177-181, 1976.
|
13 |
Hang-Young Choi, "A Study on the Foreign Exchange Inpact on Operating Margin", Master Degree Paper at Hanyang University. 2000.
|
14 |
Ang, A. and J. Chen, "Asymmetric correlations of equity portfolios," Journal of Financial Economics, Vol. 63, No. 3, pp. 443-494, 2002.
DOI
|