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Is the diversification benefit of frontier markets realizable by mean-variance investors? : the evidence of investable funds

Berger, Dave; Pukthuanthong, Kuntara; Yang, J. Jimmy - In: The journal of portfolio management : a publication of … 39 (2013) 4, pp. 36-48

Persistent link: https://www.econbiz.de/10009786071

Aggregate 52-week high, limited attention, and time-varying momentum profits

Hung, Weifeng; Lin, Ching-Ting; Yang, J. Jimmy - In: Journal of banking & finance 141 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013473060

Does the tail risk index matter in forecasting downside risk?

Hung, Jui-Cheng; Liu, Hung-Chun; Yang, J. Jimmy - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3451-3466

Persistent link: https://www.econbiz.de/10014327761

Return spillover across China's financial markets

Chen, Yu-Lun; Moh, Wan Shin; Qin, Rong-Ling; Yang, J. Jimmy - In: Pacific-Basin finance journal 80 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014463333

Bank stock returns, interest rate changes, and the regulatory environment: new insights from Japan

Broussard, John Paul; Kim, Kenneth A.; Limpaphayom, Piman - In: The Japanese finance : corporate finance and capital …, (pp. 279-302). 2003

Persistent link: https://www.econbiz.de/10002949492

A test of the representativeness bias effect on stock prices : a study of Super Bowl commercial likeability

Chang, Charles; Jiang, Jing; Kim, Kenneth A. - In: Economics letters 103 (2009) 1, pp. 49-51

Persistent link: https://www.econbiz.de/10003839008

Institutional herding, business groups, and economic regimes : evidence from Japan

Kim, Kenneth A.; Nofsinger, John R. - In: The journal of business : B 78 (2005) 1, pp. 213-242

Persistent link: https://www.econbiz.de/10002828274

On the predictability of Chinese stock returns

Chen, Xuanjuan; Kim, Kenneth A.; Yao, Tong; Yu, Tong - In: Pacific-Basin finance journal 18 (2010) 4, pp. 403-425

Persistent link: https://www.econbiz.de/10008728784

The effects of corporate bailout on firm performance : international evidence

Jiang, Zhan; Kim, Kenneth A.; Zhang, Hao - In: Journal of banking & finance 43 (2014), pp. 78-96

Persistent link: https://www.econbiz.de/10010409118

The Economic Value of Bitcoin : A Volatility Timing Perspective with Portfolio Rebalancing

Hung, Jui-Cheng; Liu, Hung-Chun; Yang, J. Jimmy - 2022

Based on the volatility timing framework, this study uses intraday futures contracts (Bitcoin, gold, E-mini S&P 500, and 10-year T-Note) to investigate the economic value of adding Bitcoin instead of gold to a traditional financial portfolio. More important, we analyze the role of rebalancing...

Persistent link: https://www.econbiz.de/10014244920