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Effects of the fat-tail distribution on the relationship between prospect theory value and expected return

Eom, Cheoljun; Park, Jong Won - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012659131

Lottery mindset, mispricing and idiosyncratic volatility puzzle : evidence from the Chinese stock market

Hoang Van Hai; Park, Jong Won; Tsai, Ping-Chen; Eom, … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012665099

Effects of common factors on stock correlation networks and portfolio diversification

Eom, Cheoljun; Park, Jong Won - In: International review of financial analysis 49 (2017), pp. 1-11

Persistent link: https://www.econbiz.de/10011741216

Intermediate cross-sectional prospect theory value in stock markets : a novel method

Eom, Cheoljun; Eom, Yunsung; Park, Jong Won - In: International review of financial analysis 93 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014543412

Investor attention, firm-specific characteristic, and momentum : a case of the Korean stock market

Eom, Cheoljun; Park, Jong Won - In: Research in international business and finance 57 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10013332954

Left-tail momentum and tail properties of return distributions : a case of Korea

Eom, Cheoljun; Eom, Yunsung; Park, Jong Won - In: International review of financial analysis 87 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014457498

Price behavior of small-cap stocks and momentum : a study using principal component momentum

Eom, Cheoljun; Park, Jong Won - In: Research in international business and finance 65 (2023), pp. 1-28

Persistent link: https://www.econbiz.de/10014433669

Intermediate Cross-Sectional Prospect Theory Value in Stock Markets : A Novel Method

Eom, Cheoljun; Eom, Yunsung; Park, Jong Won - 2023

This study examined the predictive power of performance persistence from the perspective of prospect theory using 12 months of return distributions. Performance persistence stems from unique information that differs from momentum, disposition effect, and firm-specific variables related to the...

Persistent link: https://www.econbiz.de/10014354975

Time-varying risk and long-term reversals : a re-examination of the international evidence

Jordan, Steven J. - In: Journal of international business studies : JIBS ; an … 43 (2012) 2, pp. 123-142

Persistent link: https://www.econbiz.de/10009504441

Zero-investment strategies & the efficiency of markets

Jordan, Steven J. - 2006

Persistent link: https://www.econbiz.de/10009240354