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Portfolio selection using new factors based on firm characteristics

Suh, Sangwon - In: Journal of economic development 43 (2018) 1, pp. 77-99

Persistent link: https://www.econbiz.de/10011844740

Unexploited currency carry trade profit opportunity

Suh, Sangwon - In: Journal of international financial markets, … 58 (2019), pp. 236-254

Persistent link: https://www.econbiz.de/10012127852

Control of luck in measuring investment fund performance

Suh, Sangwon; Hong, Kyttack - In: Asia-Pacific journal of financial studies 40 (2011) 3, pp. 467-493

Persistent link: https://www.econbiz.de/10009388574

Sentiment-based momentum strategy

Kim, Byungoh; Suh, Sangwon - In: International review of financial analysis 58 (2018), pp. 52-68

Persistent link: https://www.econbiz.de/10012006392

Overnight stock returns, intraday returns, and firm-specific investor sentiment

Kim, Byungoh; Suh, Sangwon - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012667359

A filtered currency carry trade

Choi, Jin-ho; Suh, Sangwon - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013186490

Conditionally-hedged currency carry trades

Choi, Jin-ho; Suh, Sangwon - In: Journal of international financial markets, … 79 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013358798

Investor Sentiment and Shorted-Stock Returns

Park, Yumi; Suh, Sangwon - 2022

This study examines the role of firm-specific sentiment in the returns on shorted stocks in the Korean stock market. We find evidence that a low or high firm-specific sentiment predicts relatively lower shorted stock returns, whereas a mild sentiment does not. This evidence supports the...

Persistent link: https://www.econbiz.de/10013405335