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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/10001567569
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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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Asymmetric mean-reversion and contrarian profits : ANST-GARCH approach
Nam, Kiseok; Pyun, Chong-soo; Arize, Augustine Chuck - In: Journal of empirical finance 9 (2002) 5, pp. 563-588
Persistent link: https://www.econbiz.de/10001712022
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The opening price behavior : foreign exchange futures market versus equity market
Chu, Quentin C. - In: International review of financial analysis 6 (1997) 1, pp. 21-35
Persistent link: https://www.econbiz.de/10001236075
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Unit root and cointegration tests for foreign exchange futures : evidence from the Singapore International Monetary Exchange
Pyun, Chong-soo - 1994
Persistent link: https://www.econbiz.de/10001340255
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Unit root and cointegration tests on the efficiency and biasedness of forward exchange rates
Pyun, Chong-soo - In: Journal of economics and finance 17 (1993) 2, pp. 139-150
Persistent link: https://www.econbiz.de/10001155298
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The effects of risk, inflation and dividend yield on common stock returns : the case of Korea
Chung, Kee H. - In: International economic journal 3 (1989) 4, pp. 69-78
Persistent link: https://www.econbiz.de/10001077830
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An application of variance ratio test to the Korean securities market
Ayadi, Olusegun Felix; Pyun, Chong-soo - In: Journal of banking & finance 18 (1994) 4, pp. 643-658
Persistent link: https://www.econbiz.de/10001170352
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Stock prices and inflation : new evidence from the pacific-basin countries
Al-Khazali, Osamah M.; Pyun, Chong-soo - In: Review of quantitative finance and accounting 22 (2004) 2, pp. 123-140
Persistent link: https://www.econbiz.de/10002006164
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Risk-adjusted long-term contrarian profits : evidence from non-S&P 500 high-volume stocks
Wongchoti, Udomsak; Pyun, Chong-soo - In: The financial review : the official publication of the … 40 (2005) 3, pp. 335-359
Persistent link: https://www.econbiz.de/10003105046