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The stabilizing effects of pension funds vs. mutual funds on country-specific market risk

Xue, Wenjun; He, Zhongzhi; Hu, Yu - In: Journal of multinational financial management 60 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012794684

The destabilizing effect of mutual fund herding : evidence from China

Xue, Wenjun; He, Zhongzhi; Hu, Yu - In: International review of financial analysis 88 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014460648

An empirical evaluation of behavioral models based on decompositions of stock prices

Lee, Bong-soo - In: The journal of business : B 79 (2006) 1, pp. 393-428

Persistent link: https://www.econbiz.de/10003302043

The trading behavior and price impact of foreign, institutional, individual investors and government : evidence from Korean equity market

Hong, Gwangheon; Lee, Bong-soo - In: Japan and the world economy : international journal of … 23 (2011) 4, pp. 273-287

Persistent link: https://www.econbiz.de/10009506716

US and domestic market gains and Asian investors' overconfident trading behavior

Chuang, Wen-I; Lee, Bong-soo; Wang, Kai-Li - In: Financial management 43 (2014) 1, pp. 113-148

Persistent link: https://www.econbiz.de/10011337813

Who mimics whom in the equity fund market? : evidence from the Korean equity fund market

Kim, Sei-Wan; Lee, Bong-soo; Kim, Youngmin - In: Pacific-Basin finance journal 29 (2014), pp. 199-218

Persistent link: https://www.econbiz.de/10010495714

Investor perceptions of earnings processes and post-announcement drifts

Lee, Bong-soo; Rui, Oliver Meng - In: Asia-Pacific journal of financial studies 40 (2011) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10009388598

An empirical evaluation of the overconfidence hypothesis

Chuang, Wen-I; Lee, Bong-soo - In: Journal of banking & finance 30 (2006) 9, pp. 2489-2515

Persistent link: https://www.econbiz.de/10003368347

The Dynamic Relation Between Options Trading, Short Selling, and Aggregate Stock Returns

DeLisle, Jared - 2015

We examine the information contained in option trading and short selling using a dynamic VAR model. First, we address whether options and shorts are complements or substitutes. Contrary to existing event studies around option listing introductions, we show short selling and options trading are...

Persistent link: https://www.econbiz.de/10013036556

The dynamic relation between options trading, short selling, and aggregate stock returns

DeLisle, R. Jared; Lee, Bong-soo; Mauck, Nathan - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 645-671

Persistent link: https://www.econbiz.de/10011595696