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An empirical evaluation of behavioral models based on decompositions of stock prices

Lee, Bong-soo - In: The journal of business : B 79 (2006) 1, pp. 393-428

Persistent link: https://www.econbiz.de/10003302043

Investor perceptions of earnings processes and post-announcement drifts

Lee, Bong-soo; Rui, Oliver Meng - In: Asia-Pacific journal of financial studies 40 (2011) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10009388598

The informational role of institutional investors and financial analysts in the market

Chuang, Wen-I; Lee, Bong-soo - In: Journal of financial markets 14 (2011) 3, pp. 465-493

Persistent link: https://www.econbiz.de/10009261757

The trading behavior and price impact of foreign, institutional, individual investors and government : evidence from Korean equity market

Hong, Gwangheon; Lee, Bong-soo - In: Japan and the world economy : international journal of … 23 (2011) 4, pp. 273-287

Persistent link: https://www.econbiz.de/10009506716

Who mimics whom in the equity fund market? : evidence from the Korean equity fund market

Kim, Sei-Wan; Lee, Bong-soo; Kim, Youngmin - In: Pacific-Basin finance journal 29 (2014), pp. 199-218

Persistent link: https://www.econbiz.de/10010495714

An empirical evaluation of the overconfidence hypothesis

Chuang, Wen-I; Lee, Bong-soo - In: Journal of banking & finance 30 (2006) 9, pp. 2489-2515

Persistent link: https://www.econbiz.de/10003368347

US and domestic market gains and Asian investors' overconfident trading behavior

Chuang, Wen-I; Lee, Bong-soo; Wang, Kai-Li - In: Financial management 43 (2014) 1, pp. 113-148

Persistent link: https://www.econbiz.de/10011337813

The dynamic relation between options trading, short selling, and aggregate stock returns

DeLisle, R. Jared; Lee, Bong-soo; Mauck, Nathan - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 645-671

Persistent link: https://www.econbiz.de/10011595696

Structural VAR approach to mutual fund cash flows : net flows, inflows, and outflows

Ha, Yeonjeong; Lee, Bong-soo; Paek, Miyoun; Ko, Kwangsoo - In: Asia-Pacific journal of financial studies 44 (2015) 1, pp. 59-87

Persistent link: https://www.econbiz.de/10011458876

Investor Perceptions of Earnings Processes and Post-Announcement Drifts

Rui, Oliver Meng - 2011

In this paper, we generalize Bernard and Thomas' (1990) "delayed response" hypothesis as an explanation of post-earnings-announcement drifts. By applying a modified version of Beveridge and Nelson's technique of decomposing a time-series process of earnings into permanent and temporary...

Persistent link: https://www.econbiz.de/10013127291