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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
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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
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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
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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