The role of arbitrage risk in the MAX effect : evidence from the Korean stock market
Year of publication: |
2024
|
---|---|
Authors: | Goh, Jihoon ; Kim, Donghoon |
Published in: |
Journal of derivatives and quantitative studies. - Bingley, United Kingdom : Emerald Publishing Services, ISSN 2713-6647, ZDB-ID 3064233-4. - Vol. 32.2024, 2, p. 159-180
|
Subject: | Abnormal trading volume | Arbitrage risk | Individual investor | Lottery preference | MAX effect | South Korea | Südkorea | Arbitrage | Handelsvolumen der Börse | Trading volume | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Glücksspiel | Gambling | Risiko | Risk | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1108/JDQS-09-2023-0031 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Does a search attention index explain portfolio returns in India?
Dharani, M., (2022)
-
Do the Rich Gamble in the Stock Market? Low Risk Anomalies and Wealthy Households
Bali, Turan G., (2021)
-
Shi, Huai-Long, (2021)
- More ...
-
Salience Theory and Stock Returns : The Role of Reference-Dependent Preferences
Kim, Donghoon, (2022)
-
The Role of Arbitrage Risk in the Max Effect : Evidence from the Korean Stock Market
Kim, Donghoon, (2022)
-
Overnight Returns, Daytime Reversals, and Anchoring Bias
Kim, Donghoon, (2023)
- More ...