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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

Cointegration, dynamic structure, and the validity of purchasing power parity in African countries

Arize, Augustine C.; Malindretos, John; Nam, Kiseok - In: International Review of Economics & Finance 19 (2010) 4, pp. 755-768

The purpose of this paper is to test the validity of the purchasing power parity (PPP) in Africa in the context of a multivariate error-correction model. This approach allows for the consideration of long-run elasticities as well as the dynamics of the short-run adjustment of exchange rates to...

Persistent link: https://www.econbiz.de/10008866236

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/10001815452

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/10007104982

Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns

Chelikani, Surya; Nam, Kiseok; Wang, Xuewu - In: Review of financial economics : RFE 41 (2023) 2, pp. 109-135

Persistent link: https://www.econbiz.de/10014278645