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A cross-sectional asset pricing test with more power : an instrumental variable approach

Hur, Jungshik - 2024

Persistent link: https://www.econbiz.de/10015050153

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

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

Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing

Hur, Jungshik; Mbanga, Cedric - In: Review of quantitative finance and accounting 49 (2017) 2, pp. 407-433

Persistent link: https://www.econbiz.de/10011797092

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

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

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

The role of dividends and investor sentiment in the relation between idiosyncratic risk and expected returns

Hur, Jungshik; Yang, Qing - In: Review of quantitative finance and accounting 63 (2024) 3, pp. 807-827

Persistent link: https://www.econbiz.de/10015178441

The timing of 52-week high price and momentum

Bhootra, Ajay; Hur, Jungshik - In: Journal of Banking & Finance 37 (2013) 10, pp. 3773-3782

We propose a new momentum strategy based on the timing of a stock’s 52-week high price. We find that the stocks that attained the 52-week high price in the recent past significantly outperform the stocks that attained the 52-week high price in the distant past. In particular, the top 10% of...

Persistent link: https://www.econbiz.de/10010738266