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Effects of stock mispricing and regulatory capital on bank lending

Park, Sangkyun - In: Journal of economics & business 58 (2006) 2, pp. 137-152

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The P/E ratio, the business cycle, and timing the stock market

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Call auction design and closing price manipulation : evidence from the Hong Kong stock exchange

Park, Seongkyu; Suen, Wing-chuen; Wan, Kam-Ming - In: Journal of financial markets 58 (2022), pp. 1-19

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Information asymmetry and the accrual anomaly

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The Fu (2009) Positive Relation between Idiosyncratic Volatility and Expected Returns Is Due to Look-Ahead Bias

Park, Seongkyu; Wei, K. C. John; Zhang, Linti - 2020

Expected idiosyncratic volatility and its positive relation to expected returns of Fu (2009) can be closely replicated, but only when we include information up to time t to estimate the idiosyncratic volatility at time t. Since this involves look-ahead bias, we re-estimate expected idiosyncratic...

Persistent link: https://www.econbiz.de/10012846905