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Asymmetric mean-reversion and contrarian profits : ANST-GARCH approach
Nam, Kiseok; Pyun, Chong-soo; Arize, Augustine Chuck - In: Journal of empirical finance 9 (2002) 5, pp. 563-588
Persistent link: https://www.econbiz.de/10001712022
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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
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The intertemporal risk-return relation, investor behavior, and technical trading profits : evidence from the G-7 countries
Kang, Moonsoo; Krausz, Joshua; Nam, Kiseok - In: The European journal of finance 25 (2019) 8, pp. 780-798
Persistent link: https://www.econbiz.de/10012207029
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Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman; Marks, Joseph M.; Nam, Kiseok - In: Review of quantitative finance and accounting 59 (2022) 2, pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
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Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Chelikani, Surya; Nam, Kiseok; Wang, Xuewu - In: Review of financial economics : RFE 41 (2023) 2, pp. 109-135
Persistent link: https://www.econbiz.de/10014278645