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Showing results 1 to 12 of 12

1
An Empirical Evaluation of Behavioral Models Based on Decompositions of Stock Prices,

Lee, Bong Soo, JOURNAL OF BUSINESS, v.79, no.1, pp.393 - 428, 2006-01

2
An Empirical Evaluation of the Overconfidence Hypothesis,

alex chuang; Lee, Bong Soo, JOURNAL OF BANKING & FINANCE, v.30, no.9, pp.2489 - 2515, 2006-09

3
Are unsolicited ratings biased? Evidence from long-run stock performance

Byoun, Soku; Fulkerson, Jon A.; Han, SeungHun; Shin, Yoon S., JOURNAL OF BANKING & FINANCE, v.42, pp.326 - 338, 2014-05

4
CBOE VIX and Jump-GARCH option pricing models

Yoo, Eun Gyu; Yoon, Sun-Joong, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.69, pp.839 - 859, 2020-09

5
COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS

Park, Jong Jun; Lee, Kyungsub, PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, v.34, no.2, pp.258 - 278, 2020-04

6
Dynamics of analyst forecasts and emergence of complexity: Role of information disparity

Kim, Chansoo; Kim, Daniel S.; Ahn, Kwangwon; Choi, M. Y., Plos One, v.12, no.5, 2017-05

7
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

8
Information flow between stock indices

Kwon, Okyu; Yang, Jae Suk, EPL, v.82, no.6, 2008-06

9
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

10
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

11
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

12
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

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