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On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum

Bhootra, Ajay; Hur, Jungshik - In: Journal of banking & finance 36 (2012) 5, pp. 1266-1275

Persistent link: https://www.econbiz.de/10009614548

Labor union bargaining and firm organizational structure

Chongvilaivan, Aekapol; Hur, Jungshik; Riyanto, Yohanes Eko - In: Labour economics : official journal of the European … 24 (2013), pp. 116-124

Persistent link: https://www.econbiz.de/10010221748

The role of investor attention in idiosyncratic volatility puzzle and new results

Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 58 (2022) 1, pp. 409-434

Persistent link: https://www.econbiz.de/10012796173

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

The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”

Egginton, Jared; Hur, Jungshik - In: Journal of empirical finance 47 (2018), pp. 229-245

Persistent link: https://www.econbiz.de/10012103500

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

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

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

Diversification and idiosyncratic volatility puzzle : evidence from ETFs

Duanmu, Jun; Hur, Jungshik; Li, Yongjia - In: Research in international business and finance 71 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015062053

Target date funds, drawdown risk, and Central Bank intervention: Evidence during the COVID-19 pandemic

Iyer, Arjun K.; Hoelscher, Seth A.; Mbanga, Cedric - In: Journal of Risk and Financial Management 15 (2022) 9, pp. 1-18

Target Date Funds (TDFs) have become the default investment choice in retirement accounts for most households. Later-dated TDFs (e.g., further away from the present day) allocate a more significant percentage of each dollar invested into equities relative to fixed income. As the TDF moves closer...

Persistent link: https://www.econbiz.de/10014332607