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Asymmetric mean-reversion and...
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Arize, Augustine C.
31
Nam, Kiseok
18
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15
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10
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5
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International review of economics & finance : IREF
9
International review of financial analysis
5
Global finance journal
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Journal of banking & finance
3
Journal of business and economic perspectives
3
Review of quantitative finance and accounting
3
Southern economic journal
3
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2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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2
Journal of empirical finance
2
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2
The financial review : the official publication of the Eastern Finance Association
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African journal of accounting, economics, finance and banking research
1
American business review
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of international financial markets, institutions & money
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Multinational business review
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Pacific-Basin finance journal
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Review of business : a quarterly publication of the Business Research Institute, St.John's University
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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/10007234571
Saved in:
2
Inflation and Structural Change in 50 Developing Countries
Arize, Augustine C.
;
Malindretos, John
;
Nam, Kiseok
- In:
Atlantic economic journal : AEJ
33
(
2005
)
4
,
pp. 461-472
Persistent link: https://www.econbiz.de/10006544845
Saved in:
3
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 : IREF
19
(
2010
)
4
,
pp. 755-769
Persistent link: https://www.econbiz.de/10008640257
Saved in:
4
Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property
Nam, Kiseok
;
Kim, Sei-Wan
;
Arize, Augustine C.
- In:
Review of quantitative finance and accounting
26
(
2006
)
2
,
pp. 137-164
Persistent link: https://www.econbiz.de/10007146001
Saved in:
5
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/10005893633
Saved in:
6
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
Saved in:
7
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/10007175843
Saved in:
8
A statistical demand function for imports in South Korea
Arize, Augustine Chuck
;
Spalding, John B.
- In:
Journal of economic development
16
(
1991
)
1
,
pp. 147-164
Persistent link: https://www.econbiz.de/10009929173
Saved in:
9
Newly industrializing country's aggregate import demand : a case study for Korea using Johansen's cointegration analysis
Ukpolo, Victor
;
Kim, K. J.
;
Arize, Augustine Chuck
- In:
Journal of business and economic perspectives
22
(
1996
)
2
,
pp. 178-184
Persistent link: https://www.econbiz.de/10009880740
Saved in:
10
The black market exchange rate and demand for money in sixteen developing countries
Arize, Augustine Chuck
;
Shwiff, Steven S.
- In:
International advances in economic research : IAER ; an …
4
(
1998
)
2
,
pp. 128-143
Persistent link: https://www.econbiz.de/10009955157
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