Zobrazeno 1 - 10
of 48
pro vyhledávání: '"Cheoljun Eom"'
Publikováno v:
Korean Journal of Financial Studies. 51:693-728
This study examines the relationship between left-tail risk and stock return in the Korean stock markets and ascertains whether there is a left-tail momentum phenomenon in which stocks with high left-tail risk have lower investment performance than t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::39a41ce96527687498c64899b69d8f39
https://doi.org/10.26845/kjfs.2022.12.51.6.693
https://doi.org/10.26845/kjfs.2022.12.51.6.693
Autor:
Cheoljun Eom
Publikováno v:
Asia-Pacific Journal of Business & Commerce. 14:191-201
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fa902fc16a928a71ff92b2f0a2ba570a
https://doi.org/10.35183/ajbc.2022.11.14.3.191
https://doi.org/10.35183/ajbc.2022.11.14.3.191
Publikováno v:
Journal of Risk and Financial Management; Volume 15; Issue 11; Pages: 523
Evidence on Market Intraday Momentum (MIM) has been documented in the United states and in some, but not all, major economies. The main results on MIM are broadly robust against transaction costs, which are measured by either quoted spread or effecti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::47a7cb9ae3c441a70f66ff493b8ba792
Publikováno v:
Korean Journal of Financial Studies. 50:439-472
While most previous studies have analyzed the performance of the Option Strategy Benchmark Index (SBI) in a specific market such as S&P500 and KOSPI200, this study comprehensively investigates the performance of the option SBIs in nine global options
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::194e1758389f9ab8d5b4f0c6777590e1
https://doi.org/10.26845/kjfs.2021.08.50.4.439
https://doi.org/10.26845/kjfs.2021.08.50.4.439
Publikováno v:
International Review of Financial Analysis. 87:102570
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d5c61e3d0c0f5f23998f777b66730825
https://doi.org/10.1016/j.irfa.2023.102570
https://doi.org/10.1016/j.irfa.2023.102570
Autor:
Cheoljun Eom, Jong Won Park
Publikováno v:
Research in International Business and Finance. 65:101908
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::26dffbab5a94380384029f34557af5f0
https://doi.org/10.1016/j.ribaf.2023.101908
https://doi.org/10.1016/j.ribaf.2023.101908
Autor:
Cheoljun Eom
Publikováno v:
The Institute of Management and Economy Research. 11:37-48
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b8386b63fbe6a7e09381a591115530a7
https://doi.org/10.32599/apjb.11.4.202012.37
https://doi.org/10.32599/apjb.11.4.202012.37