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The timing of 52-week high price and momentum

Bhootra, Ajay; Hur, Jungshik - In: Journal of banking & finance 37 (2013) 10, pp. 3773-3782

Persistent link: https://www.econbiz.de/10010126827

High idiosyncratic volatility and low returns : a prospect theory explanation

Bhootra, Ajay; Hur, Jungshik - In: Financial management 44 (2015) 2, pp. 295-322

Persistent link: https://www.econbiz.de/10011372617

High Idiosyncratic Volatility and Low Returns : A Prospect Theory Explanation

Bhootra, Ajay - 2014

The well-documented negative relationship between idiosyncratic volatility and stock returns is puzzling if investors are risk-averse. However, under prospect theory, while investors are risk-averse in the domain of gains, they exhibit risk-seeking behavior in the domain of losses. Consistent...

Persistent link: https://www.econbiz.de/10013068045

A cross-sectional asset pricing test with more power : an instrumental variable approach

Hur, Jungshik - 2024

Persistent link: https://www.econbiz.de/10015050153

Labor union bargaining and firm organizational structure

Chongvilaivan, Aekapol; Hur, Jungshik; Riyanto, Yohanes Eko - In: Labour economics : official journal of the European … 24 (2013), pp. 116-124

Persistent link: https://www.econbiz.de/10010221748

Does long-term disequilibrium in stock price predict future returns?

Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 753-767

Persistent link: https://www.econbiz.de/10010246376

Momentum and disposition effect : the impact of capital gains and temporal variation in price elasticity of demand of stocks

Hur, Jungshik; Vivek Singh - In: Journal of world economic review 7 (2012) 2, pp. 127-145

Persistent link: https://www.econbiz.de/10009697261

Cross-sectional regression of returns on betas and portfolio grouping procedures

Hur, Jungshik; Kumar, Raman; Vivek Singh - In: International journal of business and systems research 8 (2014) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10010423288

Momentum and the disposition effect : the role of individual investors

Hur, Jungshik; Pritamani, Mahesh; Sharma, Vivek - In: Financial management 39 (2010) 3, pp. 1155-1176

Persistent link: https://www.econbiz.de/10008729088

Market states and the risk-based explanation of the size premium

Hur, Jungshik; Pettengill, Glenn N.; Vivek Singh - In: Journal of empirical finance 28 (2014), pp. 139-150

Persistent link: https://www.econbiz.de/10011285079