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The return to value in Asian stock markets
Brown, Stephen J.; Rhee, S. Ghon; Zhang, Liang - In: Emerging markets review 9 (2008) 3, pp. 194-205
Persistent link: https://www.econbiz.de/10003766755
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Abnormal returns with momentum/contrarian strategies using exchange-traded funds
De Jong, Jack C.; Rhee, S. Ghon - In: The journal of asset management 9 (2008/09) 4, pp. 289-299
Persistent link: https://www.econbiz.de/10003772013
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Return reversals, idiosyncratic risk, and expected returns
Huang, Wei; Liu, Qianqiu; Rhee, S. Ghon; Zhang, Liang - In: The review of financial studies 23 (2010) 1, pp. 147-168
Persistent link: https://www.econbiz.de/10003941602
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Another look at idiosyncratic volatility and expected returns
Huang, Wei; Liu, Qianqiu; Rhee, S. Ghon; Zhang, Liang - In: Journal of investment management : JOIM 9 (2011) 4, pp. 26-51
Persistent link: https://www.econbiz.de/10009532394
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Extreme downside risk and expected stock returns
Huang, Wei; Liu, Qianqiu; Rhee, S. Ghon; Wu, Feng - In: Journal of banking & finance 36 (2012) 5, pp. 1492-1502
Persistent link: https://www.econbiz.de/10009615797
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An analysis of return behavior of Indonesian stocks
Chang, Rosita P. - In: Advances in Pacific Basin financial markets 4 (1998), pp. 171-184
Persistent link: https://www.econbiz.de/10001250668
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Momentum life cycle, revisited
Chen, Tsung-Yu; Chou, Pin-huang; Hsieh, Chia-Hsun; … - In: Journal of banking & finance 127 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012820592
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Non-parametric momentum based on ranks and signs
Chen, Tsung-Yu; Chou, Pin-huang; Ko, Kuan-Cheng; Rhee, … - In: Journal of empirical finance 60 (2021), pp. 94-109
Persistent link: https://www.econbiz.de/10012692984
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Residual momentum in Japan
Chang, Rosita P.; Ko, Kuan-Cheng; Nakano, Shinji; Rhee, … - In: Journal of empirical finance 45 (2018), pp. 283-299
Persistent link: https://www.econbiz.de/10012102451
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Do investors value shareholder perks? : evidence from Japan
Huang, Wei; Rhee, S. Ghon; Suzuki, Katsushi; Yasutake, Taeko - In: Journal of banking & finance 143 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013533438