Purpose – This study focuses on the profitability of momentum trading in the Korean stock market. More specifically, an examination of the relationship between momentum returns and idiosyncratic volatility (IVol) is conducted to determine whether momentum profits can be explained by...

Purpose – This study aims to focus on the profitability of momentum trading in the Korean stock market. More specifically, it aims to conduct an examination of the relationship between momentum returns and idiosyncratic volatility (IVol) to determine whether momentum profits can be explained...

Purpose – This study aims to focus on the profitability of momentum trading in the Korean stock market. More specifically, it aims to conduct an examination of the relationship between momentum returns and idiosyncratic volatility (IVol) to determine whether momentum profits can be explained...