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Can fat-tail create the momentum and reversal?
Bae, Kwangil; Kang, Hankil; Kang, Jangkoo - In: Applied economics 52 (2020) 44, pp. 4850-4863
Persistent link: https://www.econbiz.de/10012306509
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Market overreaction and investment strategies
Han, Chulwoo; Hwang, Soosung; Ryu, Doojin - In: Applied economics 47 (2015) 52/54, pp. 5868-5885
Persistent link: https://www.econbiz.de/10011348836
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Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu; Ryu, Doojin - In: Applied economics 53 (2021) 57, pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
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Testing the relative purchasing power parity hypothesis : the case of Korea
Shim, Hyein; Kim, Hyeyoen; Kim, Sŏng-hyŏn; Ryu, Doojin - In: Applied economics 48 (2016) 25/27, pp. 2383-2395
Persistent link: https://www.econbiz.de/10011591024
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Macroeconomic shocks and stock market returns : the case of Korea
Yang, Eunsun; Kim, Sŏng-hyŏn; Kim, Maria H.; Ryu, Doojin - In: Applied economics 50 (2018) 7, pp. 757-773
Persistent link: https://www.econbiz.de/10011847162
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Life-cycle decisions and general equilibrium in the heterogeneous-agent OLG economy
Lee, Hangsuck; Ryu, Doojin; Son, Jihoon - In: Applied economics 56 (2024) 17, pp. 2089-2108
Persistent link: https://www.econbiz.de/10014475268