Search Results - subject:"Korean stock market"

Estimating spillover effect from international oil market to stock market : evidence from Korean portfolio-level analysis

Choi, Sunghee - In: Economies : open access journal 12 (2024) 4, pp. 1-14

Korean stock market. Empirical results suggest that shocks and volatility in Dubai oil prices are significantly transmitted … into twenty portfolios of the Korean stock market. Also, it was found that these spillover effects dramatically rose during …

Persistent link: https://www.econbiz.de/10014635909

Stock lending and short-selling : evidence from national pension service in Korea

Lee, Kuan-hui; Wang, Shu Feng - In: Journal of derivatives and quantitative studies 30 (2022) 3, pp. 146-171

The National Pension Service (NPS) of Korea suddenly announced that they would suspend their stock lending business from October 22, 2018. Using this ideal setting, the authors investigate the effects of this suspension on market quality and short-selling activities. The authors find that stock...

Persistent link: https://www.econbiz.de/10013411549

Korean music awards and abnormal stock returns

Chofifah, Hafida Nur; Ani Wilujeng Suryani - In: Copernican Journal of Finance & Accounting : CJF&A 11 (2022) 4, pp. 27-43

Persistent link: https://www.econbiz.de/10014328632

Is the Korean green premium in equilibrium?

Eom, Yunsung; Kang, Young Dae; Sohn, Wook - In: International review of economics & finance : IREF 92 (2024), pp. 245-260

Persistent link: https://www.econbiz.de/10014534893

Does investor sentiment create value for asset pricing? : an empirical investigation of the KOSPI-listed firms

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3487-3509

Persistent link: https://www.econbiz.de/10014635407

The short-term mean reversion of stock price and the change in trading volume

Jung, Woosung; Kang, Mhin - In: Journal of derivatives and quantitative studies 29 (2021) 3, pp. 190-214

in the Korean stock market. Through the variance ratio test, this paper finds that the market shows the mean reversion …

Persistent link: https://www.econbiz.de/10012658724

Monetary shocks on the Korean stock index : structural VAR analysis

Han, Yongseung; Kim, Myeong Hwan - In: Eurasian economic review : a journal in applied … 13 (2023) 1, pp. 85-102

Persistent link: https://www.econbiz.de/10014252783

Pension fund trading behavior and the index inclusion : evidence from the Korean stock market

Hwang, Junho; Cho, Eunyoung - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 3, pp. 605-622

Persistent link: https://www.econbiz.de/10013548080

V-shaped disposition effect, stock prices, and post-earnings-announcement drift : evidence from Korea

Kim, Minki; Kim, Toyoung; Kim, Tong Suk - In: The journal of behavioral finance : a publication of … 24 (2023) 3, pp. 345-364

Persistent link: https://www.econbiz.de/10014330980

Elucidating directed statistical dependencies : investigating global financial market indices' influence on korean short selling activities

Choi, Insu; Lee, Myounggu; Kim, Hyejin; Kim, Woo Chang - In: Pacific-Basin finance journal 79 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014463192