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The robust “maximum daily retu...
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Hur, Jungshik
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The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Egginton, Jared
;
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 759-780
Persistent link: https://www.econbiz.de/10012171725
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2
High idiosyncratic volatility and low returns : a prospect theory explanation
Bhootra, Ajay
;
Hur, Jungshik
- In:
Financial management
44
(
2015
)
2
,
pp. 295-322
Persistent link: https://www.econbiz.de/10011372617
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3
Reexamining momentum profits : underreaction or overreaction to firm-specific information?
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
46
(
2016
)
2
,
pp. 261-289
Persistent link: https://www.econbiz.de/10011588318
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4
Cross-sectional regression of returns on betas and portfolio grouping procedures
Hur, Jungshik
;
Kumar, Raman
;
Vivek Singh
- In:
International journal of business and systems research
8
(
2014
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010423288
Saved in:
5
Market states and the risk-based explanation of the size premium
Hur, Jungshik
;
Pettengill, Glenn N.
;
Vivek Singh
- In:
Journal of empirical finance
28
(
2014
),
pp. 139-150
Persistent link: https://www.econbiz.de/10011285079
Saved in:
6
How do disposition effect and anchoring bias interact to impact momentum in stock returns?
Hur, Jungshik
;
Vivek Singh
- In:
Journal of empirical finance
53
(
2019
),
pp. 238-256
Persistent link: https://www.econbiz.de/10012171673
Saved in:
7
Cross-section of expected returns and extreme returns : the role of investor attention and risk preferences
Hur, Jungshik
;
Vivek Singh
- In:
Financial management
46
(
2017
)
2
,
pp. 409-431
Persistent link: https://www.econbiz.de/10011748417
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8
Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing
Hur, Jungshik
;
Mbanga, Cedric
- In:
Review of quantitative finance and accounting
49
(
2017
)
2
,
pp. 407-433
Persistent link: https://www.econbiz.de/10011797092
Saved in:
9
The timing of 52-week high price and momentum
Bhootra, Ajay
;
Hur, Jungshik
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3773-3782
Persistent link: https://www.econbiz.de/10010126827
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10
Momentum and disposition effect : the impact of capital gains and temporal variation in price elasticity of demand of stocks
Hur, Jungshik
;
Vivek Singh
- In:
Journal of world economic review
7
(
2012
)
2
,
pp. 127-145
Persistent link: https://www.econbiz.de/10009697261
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