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Investor sentiment, trading behavior and stock returns

Ryu, Doojin; Kim, Hyeyoen; Yang, Heejin - In: Applied economics letters 24 (2017) 10/12, pp. 826-830

Persistent link: https://www.econbiz.de/10011714297

V-shaped disposition effect, stock prices, and post-earnings-announcement drift : evidence from Korea

Kim, Minki; Kim, Toyoung; Kim, Tong Suk - In: The journal of behavioral finance : a publication of … 24 (2023) 3, pp. 345-364

Persistent link: https://www.econbiz.de/10014330980

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

The pricing of idiosyncratic risk : evidence from the implied volatility distribution

Süss, Stephan - In: Financial markets and portfolio management 26 (2012) 2, pp. 247-267

Persistent link: https://www.econbiz.de/10009553644

The causes of I.C.T. use which increase time spent on the Internet by secondary school students and affect exposure to bullying from other students

Radetić-Paić, Mirjana; Boljunčić, Valter - In: Economic research 35 (2022) 1,3, pp. 2859-2867

Persistent link: https://www.econbiz.de/10014383318

The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation

Memmel, Christoph; Wehn, Carsten - 2005

The Value at Risk of a portfolio differs from the sum of the Values at Risk of the portfolio's components. In this paper, we analyze the problem of how a single economic risk figure for the Value at Risk of a hypothetical portfolio composed of different commercial banks might be obtained for a...

Persistent link: https://www.econbiz.de/10010295895