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The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Egginton, Jared; Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 759-780
Persistent link: https://www.econbiz.de/10012171725
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Cross-sectional regression of returns on betas and portfolio grouping procedures
Hur, Jungshik; Kumar, Raman; Vivek Singh - In: International journal of business and systems research 8 (2014) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10010423288
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On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum
Bhootra, Ajay; Hur, Jungshik - In: Journal of banking & finance 36 (2012) 5, pp. 1266-1275
Persistent link: https://www.econbiz.de/10009614548
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Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing
Hur, Jungshik; Mbanga, Cedric - In: Review of quantitative finance and accounting 49 (2017) 2, pp. 407-433
Persistent link: https://www.econbiz.de/10011797092
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How do disposition effect and anchoring bias interact to impact momentum in stock returns?
Hur, Jungshik; Vivek Singh - In: Journal of empirical finance 53 (2019), pp. 238-256
Persistent link: https://www.econbiz.de/10012171673