Heejin Yang

Soongsil University

511, Sangdo-dong, Dongjak-gu

Seoul

Korea, Republic of (South Korea)

Sungkyunkwan University

53 Myeongnyun-dong 3-ga Jongno-ju

Guro-gu

Seoul, 110-745

Korea, Republic of (South Korea)

  • Soongsil University

  • Sungkyunkwan University

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Investor Sentiment, Stock Returns, and Analyst Recommendation Changes

Number of pages: 14 Posted: 04 Feb 2019
Karam Kim, Doojin Ryu, Heejin Yang and Heejin Yang
Sungkyunkwan University - College of Economics, Sungkyunkwan University and Sungkyunkwan UniversitySoongsil University
Downloads 183 (232,249)

Abstract:

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Analyst Recommendation Changes, Event Study, Investor Sentiment, Stock Returns

2.

Noise Traders, Mispricing, and Price Adjustments in Derivatives Markets

Downloads 36 (454,204)

Noise Traders, Mispricing, and Price Adjustments in Derivatives Markets

Number of pages: 32 Posted: 19 Jan 2019
Doojin Ryu, Heejin Yang and Heejin Yang
Sungkyunkwan University and Sungkyunkwan UniversitySoongsil University
Downloads 36 (617,936)

Abstract:

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cost-of-carry; domestic investor; market efficiency; noise trading; price adjustment; price disagreement; put-call parity