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An application of variance ratio test to the Korean securities market
Ayadi, Olusegun Felix; Pyun, Chong-soo - In: Journal of banking & finance 18 (1994) 4, pp. 643-658
Persistent link: https://www.econbiz.de/10001170352
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Does investor sentiment create value for asset pricing? : an empirical investigation of the KOSPI-listed firms
Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3487-3509
Persistent link: https://www.econbiz.de/10014635407
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Korean capital market development : major characteristics and policy implications
Yi, Yŏng-gi - 1992
Persistent link: https://www.econbiz.de/10000869410
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The development of secondary markets in securities in the SEACEN countries
Thanisorn, Dejthamrong - 1991
Persistent link: https://www.econbiz.de/10000597179
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Are individual investors less informed than institutional investors? : unique evidence from investor trading behaviours around bad mergers in Korean financial market
Han, Areum; Chung, Chune Young - In: Applied economics letters 20 (2013) 10/12, pp. 1145-1149
Persistent link: https://www.econbiz.de/10010197000
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Asset price movements and monetary policy in South Korea
Lim, Ho Yeol - In: Monetary policy in a changing environment : [Autumn …, (pp. 313-337). 2003
Persistent link: https://www.econbiz.de/10001828835
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Exchange rate and stock price interactions in emerging financial markets : evidence on India, Korea, Pakistan and the Philippines
Abdalla, Issam S. A. - In: Applied financial economics 7 (1997) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10001219245
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The development of secondary markets in securities in the SEACEN countries
Deithamrong, Thanisorn - 1991
Persistent link: https://www.econbiz.de/10000850188
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What drives stock market underreaction to liquidity shocks? : evidence from Korea
Jang, Jeewon - In: Asia-Pacific journal of financial studies 51 (2022) 1, pp. 44-80
Persistent link: https://www.econbiz.de/10013161902
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Can Big Data Help Predict Financial Market Dynamics? : Evidence from the Korean Stock Market
Pyo, Dong-Jin - 2017
This study quantifies the dynamic interrelationship between the KOSPI index return and search query data derived from the Naver DataLab. The empirical estimation using a bivariate GARCH model reveals that negative contemporaneous correlations between the stock return and the search frequency...
Persistent link: https://www.econbiz.de/10012952786