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Volatility and information flows in emerging equity market: A case of the Korean Stock Exchange
Pyun, Chong Soo; Lee, Sa Young; Nam, Kiseok - In: International Review of Financial Analysis 9 (2000) 4, pp. 405-420
Persistent link: https://www.econbiz.de/10005229104
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Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon
Nam, Kiseok; Pyun, Chong Soo; Kim, Sei-Wan - In: Journal of International Financial Markets, … 13 (2003) 5, pp. 481-502
Persistent link: https://www.econbiz.de/10005408614
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Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach
Nam, Kiseok; Pyun, Chong Soo; Arize, Augustine C. - In: Journal of Empirical Finance 9 (2002) 5, pp. 563-588
Persistent link: https://www.econbiz.de/10005186015
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Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction
Nam, Kiseok; Pyun, Chong Soo; Avard, Stephen L. - In: Journal of Banking & Finance 25 (2001) 4, pp. 807-824
Persistent link: https://www.econbiz.de/10005201891
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Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon
Nam, Kiseok; Pyun, Chong Soo; Kim, Sei-Wan - In: Journal of international financial markets, … 13 (2003) 5, pp. 481-502
Persistent link: https://www.econbiz.de/10007104982
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Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach
Nam, Kiseok; Pyun, Chong Soo; Arize, Augustine C. - In: Journal of empirical finance 9 (2002) 5, pp. 563-588
Persistent link: https://www.econbiz.de/10007234571
Cover Image
Volatility and information flows in emerging equity market - A case of the Korean Stock Exchange
Pyun, Chong Soo; Lee, Sa Young; Nam, Kiseok - In: International review of financial analysis 9 (2000) 4, pp. 405-420
Persistent link: https://www.econbiz.de/10007175843
Cover Image
Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction
Nam, Kiseok; Pyun, Chong Soo; Avard, Stephen L. - In: Journal of banking & finance 25 (2001) 4, pp. 807-824
Persistent link: https://www.econbiz.de/10005893633
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Is asymmetric mean-reverting pattern in stock returns systematic? : Evidence from Pacific-basin markets in the short-horizon
Nam, Kiseok; Pyun, Chong-soo; Kim, Sei-Wan - In: Journal of international financial markets, … 13 (2003) 5, pp. 481-502
Persistent link: https://www.econbiz.de/10001815452
Cover Image
Asymmetric mean-reversion and contrarian profits : ANST-GARCH approach
Nam, Kiseok; Pyun, Chong-soo; Arize, Augustine Chuck - In: Journal of empirical finance 9 (2002) 5, pp. 563-588
Persistent link: https://www.econbiz.de/10001712022