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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

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

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

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

Is asymmetric mean-reverting pattern in stock returns systematic? : Evidence from Pacific-basin markets in the short-horizon

Nam, Kiseok; Pyun, Chong-soo; Kim, Sei-Wan - In: Journal of international financial markets, … 13 (2003) 5, pp. 481-502

Persistent link: https://www.econbiz.de/10001815452

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

Kim, Sei-Wan; Mollick, André V.; Nam, Kiseok - In: Global Finance Journal 19 (2008) 1, pp. 19-31

Employing annual returns generated from overlapping monthly price indexes for the G-7 stock markets, this paper examines asymmetry and common nonlinearities in long-horizon stock returns. Identifying widespread nonlinearities based on LSTAR or ESTAR models, we find that the asymmetric nonlinear...

Persistent link: https://www.econbiz.de/10005235015

Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon

Nam, Kiseok; Pyun, Chong Soo; Kim, Sei-Wan - In: Journal of international financial markets, … 13 (2003) 5, pp. 481-502

Persistent link: https://www.econbiz.de/10007104982

Mean Reversion of Short-Horizon Stock Returns: Asymmetry Property

Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine C. - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-164

Persistent link: https://www.econbiz.de/10007146001

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

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

Persistent link: https://www.econbiz.de/10008071285

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

Kim, Sei-Wan; Mollick, André V.; Nam, Kiseok - In: Global finance journal 19 (2008) 1, pp. 19-32

Persistent link: https://www.econbiz.de/10008883724