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Emotional trading in the cryptocurrency market

Ahn, Yongkil; Kim, Dongyeon - In: Finance research letters 42 (2021), pp. 1-7

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Visceral emotions and Bitcoin trading

Ahn, Yongkil; Kim, Dongyeon - In: Finance research letters 51 (2023), pp. 1-7

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What factors are associated with stock price jumps in high frequency?

Ahn, Yongkil; Tsai, Shih-Chuan - In: Pacific-Basin finance journal 68 (2021), pp. 1-13

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Capital Heterogeneity, Volatility Shock, and the Value Premium

Ahn, Yongkil - 2016

I propose an investment-based asset pricing model augmented with intangible capital and transient volatility shock. Already-acquired intangible capital and new R&D investment are complementary inputs in knowledge production. The distinctive evolutionary dynamics of intangible capital as opposed...

Persistent link: https://www.econbiz.de/10012990837

Price volatility and futures margins

Hardouvelis, Gikas A.; Kim, Dongcheol - 1995

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Exchange rates, price levels, and inflation targeting : evidence from Asian countries

Prasertnukul, Weera; Kim, Donghun; Kakinaka, Makato - In: Japan and the world economy : international journal of … 22 (2010) 3, pp. 173-182

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Investor sentiment from internet message postings and the predictability of stock returns

Kim, Soon-Ho; Kim, Dongcheol - In: Journal of economic behavior & organization : JEBO 107 (2014) 2, pp. 708-729

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Structural change and time dependence in models of stock returns

Kim, Dongcheol; Kon, Stanley Jay - In: Journal of empirical finance 6 (1999) 3, pp. 283-308

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Price volatility and futures margins

Hardouvelis, Gikas A. - In: The journal of futures markets 16 (1996) 1, pp. 81-111

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Liquidity risk and exchange-traded fund returns, variances, and tracking errors

Bae, Kyounghun; Kim, Daejin - In: Journal of financial economics 138 (2020) 1, pp. 222-253

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