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Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach
Nam, Kiseok; Pyun, Chong Soo; Arize, Augustine C. - In: Journal of empirical finance 9 (2002) 5, pp. 563-588
Persistent link: https://www.econbiz.de/10007234571
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Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property
Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine C. - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-164
Persistent link: https://www.econbiz.de/10007146001
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Volatility and information flows in emerging equity market - A case of the Korean Stock Exchange
Pyun, Chong Soo; Lee, Sa Young; Nam, Kiseok - In: International review of financial analysis 9 (2000) 4, pp. 405-420
Persistent link: https://www.econbiz.de/10007175843
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Asymmetric return dynamics and technical trading strategies
Nam, Kiseok; Washer, Kenneth M.; Chu, Quentin C. - In: Journal of banking & finance 29 (2005) 2, pp. 391-418
Persistent link: https://www.econbiz.de/10005879172
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Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction
Nam, Kiseok; Pyun, Chong Soo; Avard, Stephen L. - In: Journal of banking & finance 25 (2001) 4, pp. 807-824
Persistent link: https://www.econbiz.de/10005893633
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Cointegration, dynamic structure, and the validity of purchasing power parity in African countries
Arize, Augustine C.; Malindretos, John; Nam, Kiseok - In: International review of economics & finance : IREF 19 (2010) 4, pp. 755-769
Persistent link: https://www.econbiz.de/10008640257
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Common nonlinearities in long-horizon stock returns: Evidence from the G-7 stock markets
Kim, Sei-Wan; Mollick, André V.; Nam, Kiseok - In: Global finance journal 19 (2008) 1, pp. 19-32
Persistent link: https://www.econbiz.de/10008883724
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Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman; Marks, Joseph M.; Nam, Kiseok - In: Review of quantitative finance and accounting 59 (2022) 2, pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
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Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Chelikani, Surya; Nam, Kiseok; Wang, Xuewu - In: Review of financial economics : RFE 41 (2023) 2, pp. 109-135
Persistent link: https://www.econbiz.de/10014278645
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Economic growth and interfactor-interfuel substitution in Korea
Cho, Won G.; Nam, Kiseok; Pagán, José A. - In: Energy economics 26 (2004) 1, pp. 31-50
Persistent link: https://www.econbiz.de/10007651713