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The increasing volatility of the stock market?
Washer, Kenneth M.; Jorgensen, Randy D.; Johnson, Robert R. - In: The journal of wealth management 19 (2016/2017) 1, pp. 71-82
Persistent link: https://www.econbiz.de/10011496607
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Intertemporal risk-return tradeoff in the short-run
Marks, Joseph M.; Nam, Kiseok - In: Economics letters 172 (2018), pp. 81-84
Persistent link: https://www.econbiz.de/10012022059
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The asymmetric reverting property of stock returns
Nam, Kiseok (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 4
Persistent link: https://www.econbiz.de/10001790050
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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
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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
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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
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Volatility feedback effect and risk-return tradeoff
Chelikani, Surya; Marks, Joseph M.; Nam, Kiseok - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
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The opening price behavior : foreign exchange futures market versus equity market
Chu, Quentin C. - In: International review of financial analysis 6 (1997) 1, pp. 21-35
Persistent link: https://www.econbiz.de/10001236075
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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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Asymmetric reverting behavior of short-horizon stock returns : an evidence of stock market overreaction
Nam, Kiseok; Pyun, Chong-soo; Avard, Stephen L. - In: Journal of banking & finance 25 (2001) 4, pp. 807-824
Persistent link: https://www.econbiz.de/10001567569