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1
A comparative study between the Fama and French three-factor model and the Fama and French five-factor model : evidence from the Egyptian stock market
Ragab, Nada S.
;
Abdou, Rabab K.
;
Sakr, Ahmed M.
- In:
International journal of economics and finance
12
(
2020
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10012201907
Saved in:
2
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
Saved in:
3
Stock price reactions to news and the momentum effect in the Korean stock market
Lee, Dongweon
;
Cho, Jaeho
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
4
,
pp. 556-588
Persistent link: https://www.econbiz.de/10010407429
Saved in:
4
Mispricing of US shocks in the Korean stock market
Park, Chul W.
;
Yi, Andrew Chunwon
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
3
,
pp. 347-376
Persistent link: https://www.econbiz.de/10009388579
Saved in:
5
Trading behavior, performance, and stock preference of foreigners, local institutions, and individual investors : evidence from the Korean stock market
Bae, Sung-chul
;
Min, Jae Hoon
;
Jung, Sunbong
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
2
,
pp. 199-239
Persistent link: https://www.econbiz.de/10009231414
Saved in:
6
Impact of investor sentiment on stock returns
Kim, Youngkwang
;
Lee, Kaun Y.
- In:
Asia-Pacific journal of financial studies
51
(
2022
)
1
,
pp. 132-162
Persistent link: https://www.econbiz.de/10013161909
Saved in:
7
Changes in market uncertainty and profitability of idiosyncratic volatility anomaly in Korea
Kim, Jung-Mu
;
Park, Yuen Jung
;
Ok, Young-Kyung
- In:
Journal of international trade & commerce
15
(
2019
)
6
,
pp. 69-78
Persistent link: https://www.econbiz.de/10012591064
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8
The role of reference-dependent preferences in the idiosyncratic volatility puzzle : evidence from Korea
Le Thi Minh Hang
;
Hoang Van Hai
;
Nguyen Truong Son
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-15
, and
liquidity
. …
Persistent link: https://www.econbiz.de/10013179662
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9
Investor sentiment, trading behavior and stock returns
Ryu, Doojin
;
Kim, Hyeyoen
;
Yang, Heejin
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 826-830
Persistent link: https://www.econbiz.de/10011714297
Saved in:
10
Individual investor sentiment and IPO stock returns : evidence from the Korean Stock Market
Chung, Chune Young
;
Kim, Joohwan
;
Park, Jinwoo
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
6
,
pp. 876-902
Persistent link: https://www.econbiz.de/10011865908
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