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~isPartOf:"Journal of econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~person:"Nam, Kiseok"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Kapitaleinkommen
Capital income
4
Börsenkurs
3
Share price
3
Securities trading
2
Wertpapierhandel
2
1962-2003
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Anlageverhalten
1
Asia-Pacific region
1
Asiatisch-pazifischer Raum
1
Asymmetric information
1
Asymmetric return dynamics
1
Asymmetric reverting property
1
Asymmetrische Information
1
Autocorrelation
1
Autokorrelation
1
Behavioural finance
1
CAPM
1
Economics of information
1
Estimation
1
Forecasting model
1
Handelsvolumen der Börse
1
Idiosyncratic return variation
1
Informationsökonomik
1
Informed trade
1
Intertemporal risk-return relation
1
Investor behavior
1
Mean Reversion
1
Mean reversion
1
Nichtlineare Dynamik
1
Nichtlineare Regression
1
Nonlinear autoregressive models
1
Nonlinear dynamics
1
Nonlinear regression
1
Pacific Basin stock markets
1
Price informativeness
1
Probability of information-based trading (PIN)
1
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Article
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Article in journal
Case study
Aufsatz in Zeitschrift
4
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English
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Nam, Kiseok
Todorov, Viktor
9
Bollerslev, Tim
8
Andersen, Torben
6
Xiu, Dacheng
6
Meddahi, Nour
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Vivek Singh
5
Demetrescu, Matei
4
Hur, Jungshik
4
Lee, Cheng F.
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
AĂŻt-Sahalia, Yacine
3
Bandi, Federico M.
3
Cai, Charlie X.
3
Chiang, Thomas C.
3
Diebold, Francis X.
3
Faff, Robert W.
3
Fletcher, Jonathan
3
Gangopadhyay, Partha
3
Li, Yingying
3
Lu, Chiuling
3
Renault, Eric
3
Timmermann, Allan
3
Zhang, Qi
3
Zhou, Zhong-guo
3
Almeida, Caio
2
Andriosopoulos, Dimitris
2
Asai, Manabu
2
Bekaert, Geert
2
Bielstein, Patrick
2
Brown, Robert M.
2
Cakici, Nusret
2
Chen, Carl R.
2
Chuang, Kai-Shi
2
Fung, Hung-gay
2
Garcia, René
2
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Journal of econometrics
Review of quantitative finance and accounting
Journal of empirical finance
2
Review of financial economics : RFE
2
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global finance journal
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
4
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1
Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
Saved in:
2
Informed trade and idiosyncratic return variation
Kang, Moonsoo
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 551-572
Persistent link: https://www.econbiz.de/10011327591
Saved in:
3
Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets
Choe, Kwang-il
;
Krausz, Joshua
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
36
(
2011
)
3
,
pp. 323-353
Persistent link: https://www.econbiz.de/10009272482
Saved in:
4
Mean reversion of short-horizon stock returns : asymmetry property
Nam, Kiseok
;
Kim, Sei-Wan
;
Arize, Augustine Chuck
- In:
Review of quantitative finance and accounting
26
(
2006
)
2
,
pp. 137-163
Persistent link: https://www.econbiz.de/10003277970
Saved in:
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