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Revisiting asset pricing under habit formation in an overlapping-generations economy

Kim, Sei-Wan; Krausz, Joshua; Nam, Kiseok - In: Journal of banking & finance 37 (2013) 1, pp. 132-138

Persistent link: https://www.econbiz.de/10009675550

Revisiting asset pricing under habit formation in an overlapping-generations economy

Kim, Sei-Wan; Krausz, Joshua; Nam, Kiseok - In: Journal of banking & finance 37 (2013) 1, pp. 132-138

Persistent link: https://www.econbiz.de/10010053702

Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets

Choe, Kwang-il; Krausz, Joshua; Nam, Kiseok - In: Review of quantitative finance and accounting 36 (2011) 3, pp. 323-353

Persistent link: https://www.econbiz.de/10009272482

Profitability of nonlinear dynamics under technical trading rules : evidence from Pacific Basin stock markets

Krausz, Joshua; Lee, Sa-young; Nam, Kiseok - In: Emerging markets finance & trade : a journal of the … 45 (2009) 4, pp. 13-35

Persistent link: https://www.econbiz.de/10003872962

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

The relationship between CO2 emissions and economic growth : the case of Korea with nonlinear evidence

Kim, Sei-Wan; Lee, Kihoon; Nam, Kiseok - In: Energy policy 38 (2010) 10, pp. 5938-5946

Persistent link: https://www.econbiz.de/10009009858

Mean reversion of short-horizon stock returns : asymmetry property

Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine Chuck - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-163

Persistent link: https://www.econbiz.de/10003277970

Common nonlinearities in long-horizon stock returns : evidence from the G-7 stock markets

Kim, Sei-Wan; Mollick, André Varella; Nam, Kiseok - In: Global finance journal 19 (2008) 1, pp. 19-31

Persistent link: https://www.econbiz.de/10003742503

Revisiting the intertemporal risk-return relation: asymmetrical effect of unexpected volatility shocks

Nam, Kiseok; Krausz, Joshua; Arize, Augustine C. - In: Quantitative Finance 14 (2014) 12, pp. 2193-2203

We suggest that an unexpected volatility shock is an important risk factor to induce the intertemporal relation, and the conflicting findings on the relation could be attributable to an omitting variable bias resulting from ignoring the effect of an unexpected volatility shock on the relation....

Persistent link: https://www.econbiz.de/10011104812

Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets

Choe, Kwang-il; Krausz, Joshua; Nam, Kiseok - In: Review of Quantitative Finance and Accounting 36 (2011) 3, pp. 323-353

Persistent link: https://www.econbiz.de/10008925898