Browse "MT-Journal Papers(저널논문)" by Author Byun, Suk-Joon

Showing results 1 to 5 of 5

1
Conditional Volatility and the GARCH Option Pricing Model with Non-Normal Innovations

Byun, Suk-Joon; Min, Byung-Sun, JOURNAL OF FUTURES MARKETS, v.33, no.1, pp.1 - 28, 2013-01

2
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

3
Momentum Crashes and the 52-Week High

Byun, Suk-Joon; Jeon, Byounghyun, FINANCIAL ANALYSTS JOURNAL, v.79, no.2, pp.120 - 139, 2023-04

4
Risk, ambiguity, and equity premium: International evidence

Kim, Eung-Bin; Byun, Suk-Joon, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.76, pp.321 - 335, 2021-11

5
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

Discover

Type

Open Access

Date issued

. next

rss_1.0 rss_2.0 atom_1.0