Browse "School of Management Engineering(경영공학부)" by Subject CROSS-SECTION
Showing results 1 to 37 of 37
| An analyst by any other surname: Surname favorability and market reaction to analyst forecasts Jung, Jay Heon; Kumar, Alok; Lim, Sonya S.; Yoo, Choong-Yuel, JOURNAL OF ACCOUNTING & ECONOMICS, v.67, no.2-3, pp.306 - 335, 2019-04 |
| An intertemporal CAPM with higher-order moments Fang, Jeewon; Kang, Jangkoo, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.314 - 337, 2017-11 |
| Arbitrage Portfolios Kim, Soohun; Korajczyk, Robert A; Neuhierl, Andreas, REVIEW OF FINANCIAL STUDIES, v.34, no.6, pp.2813 - 2856, 2021-06 |
| Are good-news firms riskier than bad-news firms? Min, Byoung-Kyu; Kim, Tong Suk, JOURNAL OF BANKING & FINANCE, v.36, no.5, pp.1528 - 1535, 2012-05 |
| Asset pricing implications of firms' profit sharing Bae, Jaewan; Kang, Jangkoo, PACIFIC-BASIN FINANCE JOURNAL, v.84, 2024-04 |
| Asymmetric information in the equity market and information flow from the equity market to the CDS market* Park, Heewoo; Kim, Tong Suk; Park, Yuen Jung, JOURNAL OF FINANCIAL MARKETS, v.55, 2021-09 |
| Betting against analyst target price Han, Chulwoo; Kang, Jangkoo; Kim, Sun Yung, JOURNAL OF FINANCIAL MARKETS, v.59, 2022-06 |
| Can a machine learn from behavioral biases? Evidence from stock return predictability of deep learning models Byun, Suk-Joon; Cho, Sangheum; Kim, Da-Hea, JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE, v.41, 2024-03 |
| Characteristic-based Returns: Alpha or Smart Beta? Kim, Soohun; Korajczyk, Robert; Neuhierl, Andreas, JOURNAL OF INVESTMENT MANAGEMENT, v.20, no.1, pp.70 - 89, 2022-01 |
| Continuing Overreaction and Stock Return Predictability Byun, Suk Joon; Lim, Sonya S.; Yun, Sang Hyun, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.51, no.6, pp.2015 - 2046, 2016-12 |
| Discovering the drivers of stock market volatility in a data-rich world Chun, Dohyun; Cho, Hoon; Ryu, Doojin, JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, v.82, 2023-01 |
| Dispersion in Analysts' Earnings Forecasts and Market Efficiency Kim, Tong Suk; Kim, Ki-Deok; Min, Byoung-Kyu, INTERNATIONAL REVIEW OF FINANCE, v.20, no.1, pp.247 - 260, 2020-03 |
| Do hedge funds time market tail risk? Evidence from option-implied tail risk Shin, Jung-Soon; Kim, Minki; Oh, Dongjun; Kim, Tong Suk, JOURNAL OF FUTURES MARKETS, v.39, no.2, pp.205 - 237, 2019-02 |
| Do long-term institutional investors promote corporate social responsibility activities? Kim, Hyun-Dong; Kim, Taeyeon; Kim, Yura; Park, Kwangwoo, JOURNAL OF BANKING & FINANCE, v.101, pp.256 - 269, 2019-04 |
| Equity Fund Performance Persistence with Investment Style: Evidence from Korea Kang, Jangkoo; Lee, Changjun; Lee, Doowon, EMERGING MARKETS FINANCE AND TRADE, v.47, no.3, pp.111 - 135, 2011 |
| Firm-specific investor sentiment and daily stock returns Seok, Sang Ik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.50, 2019-11 |
| Gambling preference and individual equity option returns Byun, Suk Joon; Kim, Da-Hea, JOURNAL OF FINANCIAL ECONOMICS, v.122, no.1, pp.155 - 174, 2016-10 |
| Human capital quality and stock returns Bae, Jaewan; Kang, Jangkoo, JOURNAL OF BANKING & FINANCE, v.152, 2023-07 |
| Informed Trading in the Options Market and Stock Return Predictability Han, JoongHo; Kim, Da-Hea; 변석준, JOURNAL OF FUTURES MARKETS, v.37, no.11, pp.1053 - 1093, 2017-11 |
| Investor sentiment and the MAX effect: evidence from Korea Kim, Donghoon; Byun, Suk-Joon; Jeon, Byounghyun, APPLIED ECONOMICS, v.55, no.3, pp.319 - 331, 2023-01 |
| Is stock return predictability of option-implied skewness affected by the market state? Kim, Tong Suk; Park, Heewoo, JOURNAL OF FUTURES MARKETS, v.38, no.9, pp.1024 - 1042, 2018-09 |
| Is the Information on the Higher Moments of Underlying Returns Correctly Reflected in Option Prices? Kang, Jangkoo; Lee, Soonhee, JOURNAL OF FUTURES MARKETS, v.36, no.8, pp.722 - 744, 2016-08 |
| Momentum and downside risk Min, Byoung-Kyu; Kim, Tong Suk, JOURNAL OF BANKING & FINANCE, v.72, pp.S104 - S118, 2016-11 |
| Momentum and Earnings Information in the Korean Stock Market Ha, YuSung; Kang, Jangkoo; Kim, SunYung, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.50, no.3, pp.334 - 359, 2021-06 |
| Retail Investors and the Idiosyncratic Volatility Puzzle: Evidence from the Korean Stock Market Kang, Jangkoo; Lee, Eunmee; Sim, Myounghwa, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.43, no.2, pp.183 - 222, 2014-04 |
| Scheduled macroeconomic news announcements and intraday market sentiment Seok, Sangik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.62, 2022-11 |
| State-Dependent Illiquidity Premium in the Korean Stock Market Jang, Jeewon; Kang, Jang-Koo; Lee, Changjun, EMERGING MARKETS FINANCE AND TRADE, v.51, no.2, pp.400 - 417, 2015-03 |
| State-Dependent Variations in the Expected Illiquidity Premium Jang, Jeewon; Kang, Jangkoo; Lee, Changjun, REVIEW OF FINANCE, v.21, no.6, pp.2277 - 2314, 2017-10 |
| Stock Market's responses to intraday investor sentiment Seok, Sang Ik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.58, 2021-11 |
| The Momentum Strategies and Salience: Evidence from the Korean Stock Market Sim, Myounghwa; Kang, Jangkoo; Kim, Hee-Eun; Lee, Eunmee, EMERGING MARKETS FINANCE AND TRADE, v.58, no.11, pp.3177 - 3190, 2022-09 |
| The negative hiring rate premium on stock returns in the Korean stock market Bae, Jaewan; Kang, Jangkoo, PACIFIC-BASIN FINANCE JOURNAL, v.73, 2022-06 |
| The reference dependency of short-term reversal Goh, Jihoon; Jeong, Giho; Kang, Jangkoo, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.78, pp.195 - 211, 2022-03 |
| The relationship between carbon-intensive fuel and renewable energy stock prices under the emissions trading system Chun, Dohyun; Cho, Hoon; Kim, Jihun, ENERGY ECONOMICS, v.114, 2022-10 |
| Time-varying expected momentum profits Kim, Dongcheol; Roh, Tai-Yong; Min, Byoung-Kyu; Byun, Suk-Joon, JOURNAL OF BANKING & FINANCE, v.49, pp.191 - 215, 2014-12 |
| Ultimate consumption risk and investment-based stock returns Kang, Hankil; Kang, Jangkoo; Lee, Changjun, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.473 - 486, 2017-11 |
| US Economic Uncertainty and the Korean Stock Market Reaction Yun, Jaesun; Kang, Jangkoo; Kwon, Kyung Yoon, EMERGING MARKETS FINANCE AND TRADE, v.57, no.10, pp.2946 - 2976, 2021-08 |
| V-Shaped Disposition Effect, Stock Prices, and Post-Earnings-Announcement Drift: Evidence from Korea Kim, Minki; Kim, Toyoung; Kim, Tong-Suk, JOURNAL OF BEHAVIORAL FINANCE, v.24, no.3, pp.345 - 364, 2023-07 |
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- 620 Thesis(Master)
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Open Access
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- 648 2020 - 2024
- 1,614 2010 - 2019
- 1,349 2000 - 2009
- 1,082 1990 - 1999
- 192 1980 - 1989