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Dynamic relations between stock returns and exchange rate changes

Inci, Ahmet Can; Lee, Bong-soo - In: European financial management : the journal of the … 20 (2014) 1, pp. 71-106

Persistent link: https://www.econbiz.de/10010248858

Term structure of sentiment effect on investor trading behavior

Kim, Karam; Ryu, Doojin - In: Finance research letters 43 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10014633474

Stock returns, asymmetric volatility, risk aversion, and business cycle : some new evidence

Kim, Sei-Wan; Lee, Bong-soo - In: Economic inquiry : journal of the Western Economic … 46 (2008) 2, pp. 131-148

Persistent link: https://www.econbiz.de/10003713348

Stock returns, dividend yield, and book-to-market ratio

Jiang, Xiaoquan; Lee, Bong-soo - In: Journal of banking & finance 31 (2007) 2, pp. 455-475

Persistent link: https://www.econbiz.de/10003421288

Stock returns and inflation revisited : an evaluation of the inflation illusion hypothesis

Lee, Bong-soo - In: Journal of banking & finance 34 (2010) 6, pp. 1257-1273

Persistent link: https://www.econbiz.de/10003978376

Which trades move asset prices? : an analysis of futures trading data

Kang, Jangkoo; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 46 (2010), pp. 7-22

Persistent link: https://www.econbiz.de/10008903656

Do decomposed financial ratios predict stock returns and fundamentals better?

Jiang, Xiaoquan; Lee, Bong-soo - In: The financial review : the official publication of the … 47 (2012) 3, pp. 531-564

Persistent link: https://www.econbiz.de/10009577034

Effects of the US stock market return and volatility on the VKOSPI

Han, Heejoon; Kutan, Ali Mustafa; Ryu, Doojin - 2015

The KOSPI (Korea Composite Stock Price Index) 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) the...

Persistent link: https://www.econbiz.de/10011376746

The dynamics of market volatility, market return, and equity fund flow : international evidence

Lee, Bong-soo; Paek, Miyoun; Ha, Yeonjeong; Ko, Kwangsoo - In: International review of economics & finance : IREF 35 (2015), pp. 214-227

Persistent link: https://www.econbiz.de/10011333680

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