Zobrazeno 1 - 10
of 147
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:
In Journal of Banking and Finance June 2021 127
Publikováno v:
In Journal of Empirical Finance January 2018 45:283-299
Publikováno v:
SSRN Electronic Journal.
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
Publikováno v:
In Journal of Banking and Finance May 2012 36(5):1492-1502
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
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
Publikováno v:
Pacific-Basin Finance Journal. 77:101924
Publikováno v:
Managerial Finance, 2007, Vol. 33, Issue 8, pp. 534-552.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/03074350710760287