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We investigate the significance of extreme positive returns (MAX) in the cross-sectional pricing of stocks in South Korea. Our results provide important out-of-sample evidence of a strong negative MAX effect similar to that documented by Bali <italic>et al.</italic> (2011) in the US stock market. For...
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In this paper, a genetic approach combing multi-model framework for solar radiation time series prediction is proposed. The framework starts with the assumption that there exists several different patterns in the stochastic component of the solar radiation series. To uncover the underlying...
Persistent link: https://www.econbiz.de/10010806351
Recent studies suggest an increasing trend in return idiosyncratic volatility and a ‘puzzling’ negative relationship between idiosyncratic and total volatility and stock returns. We investigate in an emerging market, the time-series behaviour of total and idiosyncratic volatility and their...
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National Demands and Significance of Space Science, Applications and Technology in 2050 -- Trends of Space Science, Applications and Technology and Development Strategies for Space Powers -- Research Status, Advantages and Disadvantages of China in Space Science, Applications and Technology --...
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