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~subject:"Kapitaleinkommen"
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Asymmetric mean-reversion and...
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Kapitaleinkommen
Theorie
43
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Estimation
38
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38
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34
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34
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31
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31
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26
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Nam, Kiseok
21
Kang, Moonsoo
6
Arize, Augustine Chuck
4
Kim, Sei-Wan
4
Krausz, Joshua
4
Marks, Joseph M.
4
Chelikani, Surya
3
Khaksari, Shahriar
3
Pyun, Chong-soo
3
Choe, Kwang-il
2
Choi, Pilsun
2
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2
Awa, Kalu Idika
1
Chu, Quentin C.
1
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1
Eze, Chiamaka Goodness
1
Kalu, Ebere Ume
1
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1
Lee, Sa-young
1
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1
Malindretos, John
1
Mollick, André Varella
1
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1
Wang, Xuewu
1
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1
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Review of quantitative finance and accounting
4
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3
Journal of banking & finance
2
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
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1
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1
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1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of wealth management : JWM
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
World review of entrepreneurship, management and sustainable development
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ECONIS (ZBW)
26
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1
Mean reversion of short-horizon stock returns : asymmetry property
Nam, Kiseok
;
Kim, Sei-Wan
;
Arize, Augustine Chuck
- In:
Review of quantitative finance and accounting
26
(
2006
)
2
,
pp. 137-163
Persistent link: https://www.econbiz.de/10003277970
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2
US corporate bond returns : a study of market anomalies based on broad industry groups
Nippani, Srinivas
;
Arize, Augustine Chuck
- In:
Review of financial economics : RFE
17
(
2008
)
3
,
pp. 157-171
Persistent link: https://www.econbiz.de/10003759717
Saved in:
3
Does a change in the TED spread impact bank stock returns?
Nippani, Srinivas
;
Arize, Augustine Chuck
;
Malhotra, …
- In:
The journal of wealth management : JWM
24
(
2021
)
3
,
pp. 99-112
Persistent link: https://www.econbiz.de/10012698249
Saved in:
4
Linear and asymmetric analyses of macro-economic and bank-specific determinants of non-performing loans in West African Monetary Zone (WAMZ)
Kalu, Ebere Ume
;
Arize, Augustine Chuck
;
Malindretos, John
- In:
World review of entrepreneurship, management and …
17
(
2021
)
5
,
pp. 670-691
Persistent link: https://www.econbiz.de/10012614133
Saved in:
5
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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6
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
Saved in:
7
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
Saved in:
8
The asymmetric reverting property of stock returns
Nam, Kiseok
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
4
Persistent link: https://www.econbiz.de/10001790050
Saved in:
9
Asymmetric return dynamics and technical trading strategies
Nam, Kiseok
;
Washer, Kenneth M.
;
Chu, Quentin C.
- In:
Journal of banking & finance
29
(
2005
)
2
,
pp. 391-418
Persistent link: https://www.econbiz.de/10002485312
Saved in:
10
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il
;
Choi, Pilsun
;
Nam, Kiseok
;
Vahid, Farshid
- In:
Pacific-Basin finance journal
20
(
2012
)
2
,
pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
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