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The information content of option-implied information for volatility forecasting with investor sentiment
Seo, Sung Won; Kim, Jun Sik - In: Journal of banking & finance 50 (2015), pp. 106-120
Persistent link: https://www.econbiz.de/10010509134
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Investor sentiment and return predictability of disagreement
Kim, Jun Sik; Ryu, Doojin; Seo, Sung Won - In: Journal of banking & finance 42 (2014), pp. 166-178
Persistent link: https://www.econbiz.de/10010408405
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Individual mean-variance relation and stock-level investor sentiment
Kim, Jun Sik; Kim, Da-Hea; Seo, Sung Won - In: Journal of business economics and management 18 (2017) 1, pp. 20-34
Persistent link: https://www.econbiz.de/10011721640
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Investor sentiment and return predictability of the option to stock volume ratio
Kim, Jun Sik; Kim, Da-Hea; Seo, Sung Won - In: Financial management 46 (2017) 3, pp. 767-796
Persistent link: https://www.econbiz.de/10011751780
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ELW pricing kernel and empirical risk aversion
Kim, Jun Sik; Kim, Hyeyoen; Ryu, Doojin - In: Applied economics letters 21 (2014) 4/6, pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
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Investor sentiment, credit rating, and stock returns
Lee, Jong Hwa; Sung, Tae Yoon; Seo, Sung Won - In: International review of economics & finance : IREF 80 (2022), pp. 1076-1092
Persistent link: https://www.econbiz.de/10013342843
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Gambling preference and individual equity option returns
Byun, Suk Joon; Kim, Da-Hea - In: Journal of financial economics 122 (2016) 1, pp. 155-174
Persistent link: https://www.econbiz.de/10011590896
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Informed trading in the options market and stock return predictability
Han, Joongho; Kim, Da-Hea; Byun, Suk Joon - In: The journal of futures markets 37 (2017) 11, pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
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The role of psychological barriers in lottery-related anomalies
Byun, Suk Joon; Goh, Jihoon; Kim, Da-Hea - In: Journal of banking & finance 114 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012489142
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Investor sentiment and the MAX effect : evidence from Korea
Byun, Suk Joon; Jeon, Byounghyun; Kim, Donghoon - In: Applied economics 55 (2023) 3, pp. 319-331
Persistent link: https://www.econbiz.de/10013494426