Showing results 41 to 87 of 87
Firm-specific investor sentiment and the stock market response to earnings news Seok, Sang Ik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.48, pp.221 - 240, 2019-04 |
Focusing on the worst state for robust investing Kim, Woo Chang; Kim, Jang Ho; Mulvey, John M.; Fabozzi, Frank J., International Review of Financial Analysis, v.39, pp.19 - 31, 2015-05 |
Foreign investors and the delay of information dissemination in the Korean stock market Kang, Jangkoo; Kwon, Kyung Yoon; Park, Hyoung-jin, PACIFIC-BASIN FINANCE JOURNAL, v.38, pp.1 - 16, 2016-06 |
How about selling commodity futures losers? Kang, Jangkoo; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.39, no.12, pp.1489 - 1514, 2019-12 |
How Informed Investors Take Advantage of Negative Information in Options and Stock Markets Kang, Jangkoo; Park, Hyoung-Jin, JOURNAL OF FUTURES MARKETS, v.34, no.6, pp.516 - 547, 2014-06 |
Increasing market efficiency in the stock markets Yang, Jae Suk; Kwak, Woo Seop; Kaizoji, Taisei; Kim, In Mook, EUROPEAN PHYSICAL JOURNAL B, v.61, no.2, pp.241 - 246, 2008-01 |
Information Asymmetry and the Accrual Anomaly Park, Sang Hyun; Han, Ingoo; Lee, Jaywon; Kim, Boyoung, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.47, no.4, pp.571 - 597, 2018-09 |
Information flow between stock indices Kwon, Okyu; Yang, Jae Suk, EPL, v.82, no.6, 2008-06 |
Informed Traders: Linking Legal Insider Trading and Share Repurchases Chan, Konan; Ikenberry, David L.; Lee, Inmoo; Wang, YZ, FINANCIAL ANALYSTS JOURNAL, v.68, no.1, pp.60 - 73, 2012 |
Investors' Interacting Demand and Supply Curves for Common Stocks Dierker, Martin J; Kim, Jung-Wook; Lee, Jason; Morck, Randall, REVIEW OF FINANCE, v.20, no.4, pp.1517 - 1547, 2016-07 |
Jump variation estimation with noisy high frequency financial data via wavelets Zhang, Xin; Kim, Donggyu; Wang, Yazhen, ECONOMETRICS, v.4, no.3, 2016-09 |
Large Volatility Matrix Estimation with Factor-Based Diffusion Model for High-Frequency Financial data Kim, Donggyu; Liu, Yi; Wang, Yazhen, BERNOULLI, v.24, no.4B, pp.3657 - 3682, 2018-11 |
Limited Participation and the Closed-end Fund Discount, youngsoo kim; Lee, Bong Soo, JOURNAL OF BANKING & FINANCE, v.31, no.2, pp.381 - 399, 2007-02 |
Liquidity skewness premium Jeong, Giho; Kang, Jangkoo; Kwon, Kyung Yoon, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.46, pp.130 - 150, 2018-11 |
Market microstructure effects on volatility at the TAIFEX Webb, Robert I; Muthuswamy, Jayaram; Segara, Reuben, JOURNAL OF FUTURES MARKETS, v.27, no.12, pp.1219 - 1243, 2007-12 |
Momentum and Foreign Investors: Evidence from the Korean Stock Market Kang, Jang-Koo; Kwon, Kyung Yoon; Park, Hyoung-jin, EMERGING MARKETS FINANCE AND TRADE, v.50, pp.131 - 147, 2014-09 |
Momentum Crashes and the 52-Week High Byun, Suk-Joon; Jeon, Byounghyun, FINANCIAL ANALYSTS JOURNAL, v.79, no.2, pp.120 - 139, 2023-04 |
Momentum in International Commodity Futures Markets Kang, Jangkoo; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.37, no.8, pp.803 - 835, 2017-08 |
Next generation models for portfolio risk management: An approach using financial big data Jung, Kwangmin; Kim, Donggyu; Yu, Seunghyeon, JOURNAL OF RISK AND INSURANCE, v.89, no.3, pp.765 - 787, 2022-09 |
Nonlinear dynamics in arbitrage of the S&P 500 index and futures: A threshold error-correction model Kim, Bong-Han; Chun, Sun-Eae; Min, Hong Ghi, ECONOMIC MODELLING, v.27, pp.566 - 573, 2010-03 |
Option-Implied Preference with Model Uncertainty Kang, Byung Jin; Kim, Tong Suk; Lee, Hyo Seob, JOURNAL OF FUTURES MARKETS, v.34, no.6, pp.498 - 515, 2014-06 |
PCAOB international inspections and Merger and Acquisition outcomes Kim, Yongtae; Su, Lixin; Zhou, Gaoguang; Zhu, Xindong, JOURNAL OF ACCOUNTING & ECONOMICS, v.70, no.1, pp.101318, 2020-08 |
Penalizing variances for higher dependency on factors Kim, Jang Ho; Kim, Woo Chang; Fabozzi, Frank J., QUANTITATIVE FINANCE, v.17, no.4, pp.479 - 489, 2017-04 |
Predicting Firm Market Performance Using the Social Media Promoter Score Chung, Sunghun; Shin, Donghyuk; Park, Jooyoung, Marketing Letters, v.33, no.4, pp.545 - 561, 2022-02 |
PRICING BASKET AND ASIAN OPTIONS UNDER THE JUMP-DIFFUSION PROCESS Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.31, no.9, pp.830 - 854, 2011-09 |
Productivity Distribution and Economic Growth Cho, Jang Ok; Chu, Hyo-Youn; Kim, Hyung Seok E.; Lee, Jaywon, KOREAN ECONOMIC REVIEW, v.32, no.1, pp.23 - 40, 2016 |
Regime-Dependent Relationships Between the Implied Volatility Index and Stock Market Index Lee, Jae Ram; Ryu, Doojin, EMERGING MARKETS FINANCE AND TRADE, v.50, no.5, pp.5 - 17, 2014-09 |
Reliability-Based Design Optimization With Confidence Level for Non-Gaussian Distributions Using Bootstrap Method Noh, Yoojeong; Choi, Kyung K.; Lee, Ikjin; Gorsich, David; Lamb, David, JOURNAL OF MECHANICAL DESIGN, v.133, no.9, 2011-09 |
Religious differences and households' investment decisions Kim, Hohyun; Kim, Kyoung T.; Han, Seung Hun, JOURNAL OF FINANCIAL RESEARCH, v.44, no.4, pp.753 - 788, 2021-12 |
Repurchases after being well known as good news Lee, Inmoo; Park, Yuen Jung; Pearson, Neil D., JOURNAL OF CORPORATE FINANCE, v.62, 2020-06 |
Robust portfolios that do not tilt factor exposure Kim, Woo Chang; Kim, Min Jeong; Kim, Jang Ho; Fabozzi, Frank J., EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.234, no.2, pp.411 - 421, 2014-04 |
State-Dependent Illiquidity Premium in the Korean Stock Market Jang, Jeewon; Kang, Jang-Koo; Lee, Changjun, EMERGING MARKETS FINANCE AND TRADE, v.51, no.2, pp.400 - 417, 2015-03 |
Stock market uncertainty and economic fundamentals: an entropy-based approach Ahn, Kwangwon; Lee, D.; Yang, B.; Sohn, S., QUANTITATIVE FINANCE, v.19, no.7, pp.1151 - 1163, 2019-07 |
The Effects of Hosting Mega Sporting Events on Local Stock Markets and Sustainable Growth Ferris, Stephen P. P.; Koo, Sulgi; Park, Kwangwoo; Yi, David T. T., SUSTAINABILITY, v.15, no.1, 2023-01 |
The Flow-Performance Relationship of Chinese Equity Mutual Funds: Net Flows, Inflows, and Outflows Ko, Kwangsoo; Wang, Yaping; Paek, Miyoun; Ha, Yeonjeong, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.43, no.2, pp.273 - 296, 2014-04 |
The impact of life cycle stage on firm acquisitions Ames, Daniel; Coyne, Joshua; Kim, Kevin, INTERNATIONAL JOURNAL OF ACCOUNTING AND INFORMATION MANAGEMENT, v.28, no.2, pp.223 - 241, 2020-03 |
The impact of liquidity risk in the Chinese banking system on the global commodity markets Jo, Yonghwan; Kim, Jihee; Santos, Francisco, JOURNAL OF EMPIRICAL FINANCE, v.66, pp.23 - 50, 2022-03 |
The information content of funds from operations and net income in real estate investment trusts Seok, Sang Ik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.51, 2020-01 |
The information content of risk-neutral skewness for volatility forecasting Byun, Suk Joon; Kim, Jun Sik, JOURNAL OF EMPIRICAL FINANCE, v.23, pp.142 - 161, 2013-09 |
The Momentum Strategies and Salience: Evidence from the Korean Stock Market Sim, Myounghwa; Kang, Jangkoo; Kim, Hee-Eun; Lee, Eunmee, EMERGING MARKETS FINANCE AND TRADE, v.58, no.11, pp.3177 - 3190, 2022-09 |
Time-series momentum in China's commodity futures market Ham, Hyuna; Cho, Hoon; Kim, Hyeongjun; Ryu, Doojin, JOURNAL OF FUTURES MARKETS, v.39, no.12, pp.1515 - 1528, 2019-12 |
Underwriter choice and earnings management: evidence from seasoned equity offerings Jo, Hoje; Kim, Yongtae; Park, Myung Seok, REVIEW OF ACCOUNTING STUDIES, v.12, no.1, pp.23 - 59, 2007-03 |
US Economic Uncertainty and the Korean Stock Market Reaction Yun, Jaesun; Kang, Jangkoo; Kwon, Kyung Yoon, EMERGING MARKETS FINANCE AND TRADE, v.57, no.10, pp.2946 - 2976, 2021-08 |
Using the credit spread as an option-risk factor: Size and value effects in CAPM Hwang, Young-Soon; Min, Hong Ghi; McDonald, Judith A.; Kim, Hwagyun; Kim, Bong-Han, JOURNAL OF BANKING FINANCE, v.34, pp.2995 - 3009, 2010-12 |
V-Shaped Disposition Effect, Stock Prices, and Post-Earnings-Announcement Drift: Evidence from Korea Kim, Minki; Kim, Toyoung; Kim, Tong-Suk, JOURNAL OF BEHAVIORAL FINANCE, v.24, no.3, pp.345 - 364, 2023-07 |
Weekly momentum in the commodity futures market Kwon, Kyung Yoon; Kang, Jangkoo; Yun, Jaesun, FINANCE RESEARCH LETTERS, v.35, 2020-07 |
What do robust equity portfolio models really do? Kim, Woo Chang; Kim, Jang Ho; Ahn, So Hyoung; Fabozzi, Frank J., ANNALS OF OPERATIONS RESEARCH, v.205, no.1, pp.141 - 168, 2013-05 |
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