Zobrazeno 1 - 10
of 63
pro vyhledávání: '"Chong Soo Pyun"'
Autor:
Sung Myun Kang, Chong Soo Pyun
Publikováno v:
Global Business and Finance Review, Vol 19, Iss 1, Pp 59-78 (2014)
We investigate evidence of investor herding in individual component stocks of the Dow Jones Industrial Index. In the correlation analysis, all stocks show positive correlations between their price and trading volume changes. In the dummy regression,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doajarticles::f16a5ed728aaa38525ce58d8585081cc
http://www.gbfrjournal.org/pds/journal/thesis/20150727095707-75CMH.pdf
http://www.gbfrjournal.org/pds/journal/thesis/20150727095707-75CMH.pdf
Publikováno v:
International Review of Economics & Finance. 27:529-541
Past studies have largely focused on the positive role of banks and stock markets on economic growth. This paper adds bond markets as a third key component of the financial system. Using a panel data set of 38 countries, and applying the generalized
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4c5990540bba2c4e1e052891da0e1619
https://doi.org/10.1016/j.iref.2013.01.008
https://doi.org/10.1016/j.iref.2013.01.008
Autor:
Wongchoti, Udomsak1, Chong Soo Pyun2 cspyun@memphis.edu
Publikováno v:
Financial Review. Aug2005, Vol. 40 Issue 3, p335-359. 25p. 8 Charts, 3 Graphs.
Autor:
Al-Khazali, Osamah M.1 Kazali@aus.ac.ae, Chong Soo Pyun2 cspyun@memphis.edu
Publikováno v:
Review of Quantitative Finance & Accounting. Mar2004, Vol. 22 Issue 2, p123-140. 18p.
Publikováno v:
International Review of Economics & Finance. 21:221-231
This study investigates the random walk (RW) and the martingale difference sequence (MDS) processes for the Australian dollar and seven Asian currencies relative to three benchmark currencies between 1993 and 2008. We use Kim's (2009) Automatic Varia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::18fa3506ada90b18118b2ebe325a5649
https://doi.org/10.1016/j.iref.2011.07.002
https://doi.org/10.1016/j.iref.2011.07.002
Publikováno v:
Global Finance Journal. 22:154-168
This paper examines the random walk hypothesis (RWH) and the martingale difference hypothesis (MDH) for the Australian dollar and five Asian emerging currencies relative to three benchmark currencies. We use Wright's (2000) non-parametric procedure t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::80090af364d6dac2d2825a9acd5d8e99
https://doi.org/10.1016/j.gfj.2011.10.005
https://doi.org/10.1016/j.gfj.2011.10.005
Autor:
Chong Soo Pyun1,2
Publikováno v:
American Journal of Economics & Sociology. Jul69, Vol. 28 Issue 3, p271-284. 14p.
Publikováno v:
Multinational Business Review. 17:1-20
This study reveals how a Korean monetary transmission mechanism evolves in the tumultuous decade of the 1990s. We show that (i) contractionary monetary policy shocks have more explanatory power for the post‐crisis periods than for the pre‐crisis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::75a1ad70d2b29c0a84b2d609f053bd2b
https://doi.org/10.1108/1525383x200900025
https://doi.org/10.1108/1525383x200900025
Publikováno v:
International Review of Financial Analysis. 17:461-474
Using stochastic dominance (SD) analysis, this paper examines calendar anomalies in the Athens Stock Exchange (ASE), an emerging market thrust into a path of rapid transition by the economic integration of Greece with the European Union. SD offers tw
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a17fc4125b5df9c5ce87474aad18834b
https://doi.org/10.1016/j.irfa.2007.02.001
https://doi.org/10.1016/j.irfa.2007.02.001