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Corporate governance through the proxy contest : evidence and implications

Ikenberry, David - In: The journal of business : B 66 (1993) 3, pp. 405-435

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Simple technical trading rules and the stochastic properties of stock returns

Brock, William A. - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 1731-1764

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Robust measurement of beta risk

Chan, Louis K. C. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 265-282

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Are seasonal anomalies real? : a ninety-year perspective

Lakonishok, Josef - In: The review of financial studies 1 (1988) 4, pp. 403-425

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Good news for value stocks : further evidence on market efficiency

La Porta, Rafael; Lakonishok, Josef; Shleifer, Andrei; … - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 859-874

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Momentum strategies

Chan, Louis K. C. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1681-1713

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Evaluating the performance of value versus glamour stocks : the impact of selection bias

Chan, Louis K. C. - In: Journal of financial economics 38 (1995) 3, pp. 269-296

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Market underreaction to open market share repurchases

Ikenberry, David - In: Journal of financial economics 39 (1995) 2, pp. 181-208

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The risk and return from factors

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Effects of the US stock market return and volatility on the VKOSPI

Han, Heejoon; Kutan, Ali Mustafa; Ryu, Doojin - 2015

The KOSPI (Korea Composite Stock Price Index) 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) the...

Persistent link: https://www.econbiz.de/10011376746