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)

SCHOLARLY PAPERS

2

DOWNLOADS

219

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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

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