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Profitability of nonlinear dynamics under technical trading rules : evidence from Pacific Basin stock markets

Krausz, Joshua; Lee, Sa-young; Nam, Kiseok - In: Emerging markets finance & trade : a journal of the … 45 (2009) 4, pp. 13-35

Persistent link: https://www.econbiz.de/10003872962

Intertemporal risk-return tradeoff in the short-run

Marks, Joseph M.; Nam, Kiseok - In: Economics letters 172 (2018), pp. 81-84

Persistent link: https://www.econbiz.de/10012022059

Common nonlinearities in long-horizon stock returns : evidence from the G-7 stock markets

Kim, Sei-Wan; Mollick, André Varella; Nam, Kiseok - In: Global finance journal 19 (2008) 1, pp. 19-31

Persistent link: https://www.econbiz.de/10003742503

Volatility feedback effect and risk-return tradeoff

Chelikani, Surya; Marks, Joseph M.; Nam, Kiseok - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 49-65

Persistent link: https://www.econbiz.de/10014490242

The asymmetric reverting property of stock returns

Nam, Kiseok (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 4

Persistent link: https://www.econbiz.de/10001790050

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

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/10001567569

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/10001545828

Trend in Aggregate Idiosyncratic Volatility

Nam, Kiseok - 2016

We suggest that price interaction among stocks is an important determinant of idiosyncratic volatility. We demonstrate that as more (less) stocks are listed in the markets, price interaction among stocks increases (decreases), and hence stocks, on average, become more (less) volatile. Our...

Persistent link: https://www.econbiz.de/10012980045