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KIS-SMAT and KSRI-SD
Yoon, Pyung-Sig·Kim, Chul-Joong
This paper examines the reliability of two commonly-used stock return databases, KIS-SMAT and KSRI-SD, by directly comparing daily KOSPI returns (for 1981 through 1997) and monthly individual stock returns (for 1988 through 1997) that were extract
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