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Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il; Choi, Pilsun; Nam, Kiseok; Vahid, Farshid - In: Pacific-Basin finance journal 20 (2012) 2, pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
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Profitability of nonlinear dynamics under technical trading rules : evidence from Pacific Basin stock markets
Krausz, Joshua; Lee, Sa-young; Nam, Kiseok - In: Emerging markets finance & trade : a journal of the … 45 (2009) 4, pp. 13-35
Persistent link: https://www.econbiz.de/10003872962
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The intertemporal risk-return relation, investor behavior, and technical trading profits : evidence from the G-7 countries
Kang, Moonsoo; Krausz, Joshua; Nam, Kiseok - In: The European journal of finance 25 (2019) 8, pp. 780-798
Persistent link: https://www.econbiz.de/10012207029
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Common nonlinearities in long-horizon stock returns : evidence from the G-7 stock markets
Kim, Sei-Wan; Mollick, André Varella; Nam, Kiseok - In: Global finance journal 19 (2008) 1, pp. 19-31
Persistent link: https://www.econbiz.de/10003742503
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Mean reversion of short-horizon stock returns : asymmetry property
Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine Chuck - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-163
Persistent link: https://www.econbiz.de/10003277970
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Asymmetric and leptokurtic distribution for heteroscedastic asset returns : the S[U]-normal distribution
Choi, Pilsun; Nam, Kiseok - In: Journal of empirical finance 15 (2008) 1, pp. 41-63
Persistent link: https://www.econbiz.de/10003692974
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Informed trade and idiosyncratic return variation
Kang, Moonsoo; Nam, Kiseok - In: Review of quantitative finance and accounting 44 (2015) 3, pp. 551-572
Persistent link: https://www.econbiz.de/10011327591
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Asymmetric return dynamics and technical trading strategies
Nam, Kiseok; Washer, Kenneth M.; Chu, Quentin C. - In: Journal of banking & finance 29 (2005) 2, pp. 391-418
Persistent link: https://www.econbiz.de/10002485312
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Intertemporal risk-return tradeoff in the short-run
Marks, Joseph M.; Nam, Kiseok - In: Economics letters 172 (2018), pp. 81-84
Persistent link: https://www.econbiz.de/10012022059
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Trend in aggregate idiosyncratic volatility
Nam, Kiseok; Khaksari, Shahriar; Kang, Moonsoo - In: Review of financial economics : RFE 35 (2017), pp. 11-28
Persistent link: https://www.econbiz.de/10011959395