Zobrazeno 1 - 10
of 638
pro vyhledávání: '"Ghon Rhee"'
Publikováno v:
Seonmul yeongu, Vol 31, Iss 4, Pp 278-308 (2023)
– National cultures significantly explain cross-country differences in the relation between asset growth and stock returns. Motivated by the notion that managers in individualistic and low uncertainty-avoiding cultures have a higher tendency to ove
Externí odkaz:
https://doaj.org/article/85283b96b8204664b6192e1e76e3be11
Publikováno v:
Journal of Financial Economics. 51:309-339
Many Japanese firms reduced dependence on banks following financial deregulation in the 1980s. The financial architecture of Japanese firms after liberalization provides an opportunity to investigate the choice of financing with public bonds versus m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c2d3caa74bbc1c072612feb837649323
https://doi.org/10.1016/s0304-405x(98)00054-3
https://doi.org/10.1016/s0304-405x(98)00054-3
Publikováno v:
In Journal of Empirical Finance January 2018 45:283-299
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::93240f79f8056b690936e3be4a614739
https://doi.org/10.2139/ssrn.4342026
https://doi.org/10.2139/ssrn.4342026
Publikováno v:
Journal of Financial Economics. 140:484-513
We examine how search frictions affect merger outcomes. Exploiting firm connections in common bank networks (CBNs) as a channel for reducing search costs, we show that like-buys-like mergers are more probable between firms connected through a CBN. Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::892d803f12722890e169151fcb610031
https://doi.org/10.1016/j.jfineco.2020.12.002
https://doi.org/10.1016/j.jfineco.2020.12.002
Publikováno v:
Journal of Empirical Finance. 60:94-109
This study proposes alternative momentum strategies built on the rank and sign of daily returns. Rank and sign momentum strategies are robust to the presence of extreme price movements. They generate significant profits for short-term holding periods
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::890ae2096f9c957d0722e24452824521
https://doi.org/10.1016/j.jempfin.2020.11.004
https://doi.org/10.1016/j.jempfin.2020.11.004
Autor:
S. Ghon Rhee, Feng Harry Wu
Publikováno v:
Journal of Empirical Finance. 58:412-435
Motivated by the asset pricing theory with safety-first preference, we introduce and operationalize a conditional extreme risk (CER) measure to describe expected stock performance conditional on a small-probability market downturn (black swan). We do
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eaf8ce7047b2099b0407112a6b1b7c1c
https://doi.org/10.1016/j.jempfin.2020.07.002
https://doi.org/10.1016/j.jempfin.2020.07.002
Publikováno v:
Pacific-Basin Finance Journal. 77:101924
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c066f42d254663570d077e8fdff33164
https://hdl.handle.net/20.500.14094/0100479374
https://hdl.handle.net/20.500.14094/0100479374
Publikováno v:
Managerial Finance, 2007, Vol. 33, Issue 8, pp. 534-552.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/03074350710760287
Publikováno v:
International Review of Finance. 21:404-429
Using order and trade information from the Jakarta Stock Exchange (JSX), we examine the intraday patterns of order placement and execution. We find that the probability of an order being executed is the lowest in the first trading hour even though mo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f0dc3191446459aedc2a78cfd5c3a0b3
https://doi.org/10.1111/irfi.12278
https://doi.org/10.1111/irfi.12278