Heterogeneous macroeconomic factors’ effects on stocks across sizes, styles, and sectors in the South Korean market

• Chulyoung Cho ,

  Contributed equally to this work with: Chulyoung Cho, Jinseok Yang

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Resources, Software, Validation, Visualization, Writing – original draft, Writing – review & editing

  Affiliation Graduate School of Information, Yonsei University, Seoul, South Korea

  https://orcid.org/0009-0000-8160-1649

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• Jinseok Yang ,

  Contributed equally to this work with: Chulyoung Cho, Jinseok Yang

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Resources, Software, Validation, Visualization, Writing – original draft, Writing – review & editing

  Affiliation Graduate School of Information, Yonsei University, Seoul, South Korea

  https://orcid.org/0009-0008-3092-6935

  ⨯
• Beakcheol Jang

  Roles Funding acquisition, Project administration, Supervision, Validation, Writing – review & editing

  * E-mail: bjang@yonsei.ac.kr

  Affiliation Graduate School of Information, Yonsei University, Seoul, South Korea

  https://orcid.org/0000-0002-3911-5935

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