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Relationship between trading volume and asymmetric volatility in the Korean stock market

Choi, Ki-hong; Jiang, Zhu-hua; Kang, Sang Hoon; Moon, … - In: Modern economy 3 (2012) 5, pp. 584-589

Persistent link: https://www.econbiz.de/10009720531

The effect of money supply on the volatility of Korean stock market

Choi, Ki-hong; Yoon, Seong-min - In: Modern economy 6 (2015) 5, pp. 535-543

Persistent link: https://www.econbiz.de/10011384465

Investor sentiment and herding behavior in the Korean stock market

Choi, Ki-hong; Yoon, Seong-min - In: International Journal of Financial Studies : open … 8 (2020) 2/34, pp. 1-14

This paper investigates herding behavior and the connection between herding behavior and investor sentiment. We apply a Cross-Sectional Absolute Deviation (CSAD) approach and the quantile regression method to capture herding behavior in the KOSPI and KOSDAQ stock markets. The analysis results...

Persistent link: https://www.econbiz.de/10012239465

Upside/downside spillovers between oil and Chinese stock sectors : from the global financial crisis to global pandemic

Mensi, Walid; Hanif, Waqas; Vo Xuan Vinh; Choi, Ki-hong; … - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-30

Persistent link: https://www.econbiz.de/10014484004

A time-frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets

Ur Rehman, Mobeen; Kang, Sang Hoon - In: Global finance journal 49 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012887193

Quantile dependencies and connectedness between stock and precious metals markets

Jain, Prachi; Maitra, Debasish; McIver, Ron; Kang, Sang Hoon - In: Journal of commodity markets 30 (2023), pp. 1-29

Persistent link: https://www.econbiz.de/10014426833

Spillovers and portfolio management between the uncertainty indices of oil and gold and G7 stock markets

Mensi, Walid; Ziadat, Salem Adel; Vo Xuan Vinh; Kang, … - In: Computational economics 64 (2024) 4, pp. 2233-2262

Persistent link: https://www.econbiz.de/10015144010

Upward and downward multifractality and efficiency of Chinese and Hong Kong stock markets

Mensi, Walid; Vo Xuan Vinh; Kang, Sang Hoon - In: Computational economics 64 (2024) 6, pp. 3207-3242

Persistent link: https://www.econbiz.de/10015144197

Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries

Mensi, Walid; Hammoudeh, Shawkat; Vo Xuan Vinh; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012820834

Sudden changes and persistence in volatility of Korean equity sector returns

Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 26 (2010) 2, pp. 431-451

Persistent link: https://www.econbiz.de/10009152033