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A test of the representativeness bias effect on stock prices : a study of Super Bowl commercial likeability

Chang, Charles; Jiang, Jing; Kim, Kenneth A. - In: Economics letters 103 (2009) 1, pp. 49-51

Persistent link: https://www.econbiz.de/10003839008

A tale of two regimes : theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications

Chang, Charles; Fuh, Cheng-der; Lin, Shih-kuei - In: Journal of banking & finance 37 (2013) 8, pp. 3204-3217

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Trading imbalances, predictable reversals, and cross-stock price pressure

Andrade, Sandro C.; Chang, Charles; Seasholes, Mark S. - In: Journal of financial economics 88 (2008) 2, pp. 406-423

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Bank stock returns, interest rate changes, and the regulatory environment: new insights from Japan

Broussard, John Paul; Kim, Kenneth A.; Limpaphayom, Piman - In: The Japanese finance : corporate finance and capital …, (pp. 279-302). 2003

Persistent link: https://www.econbiz.de/10002949492

Institutional herding, business groups, and economic regimes : evidence from Japan

Kim, Kenneth A.; Nofsinger, John R. - In: The journal of business : B 78 (2005) 1, pp. 213-242

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The effects of corporate bailout on firm performance : international evidence

Jiang, Zhan; Kim, Kenneth A.; Zhang, Hao - In: Journal of banking & finance 43 (2014), pp. 78-96

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On the predictability of Chinese stock returns

Chen, Xuanjuan; Kim, Kenneth A.; Yao, Tong; Yu, Tong - In: Pacific-Basin finance journal 18 (2010) 4, pp. 403-425

Persistent link: https://www.econbiz.de/10008728784

BANK STOCK RETURNS, INTEREST RATE CHANGES, AND THE REGULATORY ENVIRONMENT: NEW INSIGHTS FROM JAPAN

Paul Broussard, John; Kim, Kenneth A.; Limpaphayom, Piman - In: The Japanese finance : corporate finance and capital …, (pp. 279-302). 2003

This paper re-examines the relationship between interest rate changes and bank stock returns using the Japanese experience. Specifically, we test the relationship under two different regulatory regimes. During the first regime (1975–1983), there was strict regulation of the financial system...

Persistent link: https://www.econbiz.de/10015388386