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Market states and the risk-based explanation of the size premium
Hur, Jungshik; Pettengill, Glenn N.; Vivek Singh - In: Journal of empirical finance 28 (2014), pp. 139-150
Persistent link: https://www.econbiz.de/10011285079
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The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”
Egginton, Jared; Hur, Jungshik - In: Journal of empirical finance 47 (2018), pp. 229-245
Persistent link: https://www.econbiz.de/10012103500
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How do disposition effect and anchoring bias interact to impact momentum in stock returns?
Hur, Jungshik; Vivek Singh - In: Journal of empirical finance 53 (2019), pp. 238-256
Persistent link: https://www.econbiz.de/10012171673