Similar Search Results

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 trading behavior and price impact of foreign, institutional, individual investors and government : evidence from Korean equity market

Hong, Gwangheon; Lee, Bong-soo - In: Japan and the world economy : international journal of … 23 (2011) 4, pp. 273-287

Persistent link: https://www.econbiz.de/10009506716

How do momentum strategies 'score' against individual investors in Taiwan, Hong Kong and Korea?

Hung, Chi-Hsiou D.; Banerjee, Anurag Narayan - In: Emerging markets review 21 (2014), pp. 67-81

Persistent link: https://www.econbiz.de/10011304337

What drives stock market underreaction to liquidity shocks? : evidence from Korea

Jang, Jeewon - In: Asia-Pacific journal of financial studies 51 (2022) 1, pp. 44-80

Persistent link: https://www.econbiz.de/10013161902

Do foreign investors destabilize stock markets? : a reexamination of Korea in 2008

Yang, Cheol-Won - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 734-759

Persistent link: https://www.econbiz.de/10011779401

The momentum strategies and salience : evidence from the Korean stock market

Sim, Myounghwa; Kang, Jangkoo; Kim, Hee-Eun; Lee, Eunmee - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 11, pp. 3177-3190

Persistent link: https://www.econbiz.de/10013355055

Individual investor trading and stock returns after the Covid-19 pandemic : evidence from Korea

Kwak, Jun Hee - In: Finance research letters 61 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014490861

Individual investor trading and stock liquidity

Wang, Qin; Zhang, Jun - In: Review of quantitative finance and accounting 45 (2015) 3, pp. 485-508

Persistent link: https://www.econbiz.de/10011531995

The turn-of-the-month effect and investor trading activities in the KOSDAQ stock market

Kim, Ryumi - In: Journal of derivatives and quantitative studies 30 (2022) 4, pp. 260-277

The turn-of-the-month (TOM) effect is observed as one of the seasonalities in many markets. The author examines the TOM effect in the KOSDAQ market and finds that the effect is significant. The TOM effect in the KOSDAQ market is not due to size, turn-of-the-year, turn-of-the-quarter or index...

Persistent link: https://www.econbiz.de/10014226752

Impact of short selling activity on market dynamics : evidence from an emerging market

Sobaci, Cihat; Sensoy, Ahmet; Erturk, Mutahhar - In: Journal of financial stability 15 (2014), pp. 53-62

Persistent link: https://www.econbiz.de/10011306483