Zobrazeno 1 - 10
of 50
pro vyhledávání: '"Hur, Jungshik"'
Autor:
Hur, Jungshik1 (AUTHOR) jhur@latech.edu, Yang, Qing2 (AUTHOR)
Publikováno v:
Review of Quantitative Finance & Accounting. Oct2024, Vol. 63 Issue 3, p807-827. 21p.
Autor:
Hur, Jungshik
This dissertation consists of two chapters. The first chapter shows that the measurement errors in betas for stocks induce corresponding measurement errors in alphas and a spurious negative covariance between the estimated betas and alphas across sto
Externí odkaz:
http://hdl.handle.net/10919/27458
http://scholar.lib.vt.edu/theses/available/etd-04302007-115831/
http://scholar.lib.vt.edu/theses/available/etd-04302007-115831/
Publikováno v:
In Research in International Business and Finance August 2024 71
Autor:
Hur, Jungshik.
Publikováno v:
This resource online.
Thesis (Ph. D.)--Virginia Polytechnic Institute and State University, 2007.
Title from electronic submission form. Abstract. Includes bibliographical references.
Title from electronic submission form. Abstract. Includes bibliographical references.
Autor:
Hur, Jungshik, Singh, Vivek
Publikováno v:
In Journal of Empirical Finance September 2019 53:238-256
The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”
Autor:
Egginton, Jared, Hur, Jungshik
Publikováno v:
In Journal of Empirical Finance June 2018 47:229-245
Autor:
Hur, Jungshik, Singh, Vivek
Publikováno v:
Financial Management, 2017 Jul 01. 46(2), 409-431.
Externí odkaz:
http://www.jstor.org/stable/26164515
Autor:
Hur, Jungshik1 (AUTHOR), Singh, Vivek2 (AUTHOR) vatsmala@umich.edu
Publikováno v:
Review of Quantitative Finance & Accounting. Jan2022, Vol. 58 Issue 1, p409-434. 26p.
Autor:
Bhootra, Ajay, Hur, Jungshik
Publikováno v:
Financial Management, 2015 Jul 01. 44(2), 295-322.
Externí odkaz:
http://www.jstor.org/stable/24736530
Publikováno v:
In Journal of Empirical Finance September 2014 28:139-150