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Modern portfolio theory : foundations, analysis, and new developments + website

Francis, Jack Clark; Kim, Dongcheol - 2013

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009719876

Investor sentiment from internet message postings and the predictability of stock returns

Kim, Soon-Ho; Kim, Dongcheol - In: Journal of economic behavior & organization : JEBO 107 (2014) 2, pp. 708-729

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011295891

Emotional trading in the cryptocurrency market

Ahn, Yongkil; Kim, Dongyeon - In: Finance research letters 42 (2021), pp. 1-7

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014581278

Investor Sentiment, Anomalies, and Macroeconomic Conditions

Kim, Dongcheol - 2019

We examine whether the results supporting the sentiment-related overpricing story by Stambaugh, Yu, and Yuan (J. Financial Economics, v.104, p.288-302) is still valid after controlling for macroeconomic conditions. We no longer find the results consistent with the sentiment-related overpricing...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012904186

Investor sentiment, anomalies, and macroeconomic conditions

Kim, Dongcheol; Na, Haejung - In: Asia-Pacific journal of financial studies 47 (2018) 6, pp. 751-804

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012009612

Sentiment disagreement and Bitcoin price fluctuations : a psycholinguistic approach

Ahn, Yongkil; Kim, Dongyeon - In: Applied economics letters 27 (2020) 5, pp. 412-416

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012205501

Can investors' collective decision-making evolve? : Evidence from peer-to-peer lending markets

Kim, Dongwoo - In: Electronic commerce research 23 (2023) 2, pp. 1323-1358

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014252255

Visceral emotions and Bitcoin trading

Ahn, Yongkil; Kim, Dongyeon - In: Finance research letters 51 (2023), pp. 1-7

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014289176

The role of arbitrage risk in the MAX effect : evidence from the Korean stock market

Goh, Jihoon; Kim, Donghoon - In: Journal of derivatives and quantitative studies : … 32 (2024) 2, pp. 159-180

In this study, we investigate what drives the MAX effect in the South Korean stock market. We find that the MAX effect is significant only for overpriced stocks categorized by the composite mispricing index. Our results suggest that investors' demand for the lottery and the arbitrage risk effect...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015055029

Investor sentiment and the MAX effect : evidence from Korea

Byun, Suk Joon; Jeon, Byounghyun; Kim, Donghoon - In: Applied economics 55 (2023) 3, pp. 319-331

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013494426