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Volatility and information flows in emerging equity market: A case of the Korean Stock Exchange
Pyun, Chong Soo
;
Lee, Sa Young
;
Nam, Kiseok
- In:
International Review of Financial Analysis
9
(
2000
)
4
,
pp. 405-420
Persistent link: https://www.econbiz.de/10005229104
Saved in:
2
Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon
Nam, Kiseok
;
Pyun, Chong Soo
;
Kim, Sei-Wan
- In:
Journal of International Financial Markets, …
13
(
2003
)
5
,
pp. 481-502
Persistent link: https://www.econbiz.de/10005408614
Saved in:
3
Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach
Nam, Kiseok
;
Pyun, Chong Soo
;
Arize, Augustine C.
- In:
Journal of Empirical Finance
9
(
2002
)
5
,
pp. 563-588
Persistent link: https://www.econbiz.de/10005186015
Saved in:
4
Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction
Nam, Kiseok
;
Pyun, Chong Soo
;
Avard, Stephen L.
- In:
Journal of Banking & Finance
25
(
2001
)
4
,
pp. 807-824
Persistent link: https://www.econbiz.de/10005201891
Saved in:
5
The asymmetric reverting property of stock returns
Nam, Kiseok
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
4
Persistent link: https://www.econbiz.de/10009949780
Saved in:
6
The asymmetric reverting property of stock returns
Nam, Kiseok
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
4
Persistent link: https://www.econbiz.de/10001790050
Saved in:
7
Corporate investment, short-term return reversal, and stock liquidity
Kang, Moonsoo
;
Khaksari, Shahriar
;
Nam, Kiseok
- In:
Journal of financial markets
39
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012001883
Saved in:
8
State-dependent intertemporal risk-return tradeoff : further evidence
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
Journal of economics and business
130
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015066062
Saved in:
9
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
Saved in:
10
Trend in aggregate idiosyncratic volatility
Nam, Kiseok
;
Khaksari, Shahriar
;
Kang, Moonsoo
- In:
Review of financial economics : RFE
35
(
2017
),
pp. 11-28
Persistent link: https://www.econbiz.de/10011959395
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