53 Myeongnyun-dong 3-ga Jongno-ju
Korea, Republic of (South Korea)
China, Commodity, Futures, Momentum, Time-Series
Analyst Recommendation Changes, Event Study, Investor Sentiment, Stock Returns
implied volatility; mutual fund; optionable stock; predictability; performance
Default, Hazard model, Loan-level dataset, Mortgage; Prepayment
Event study; Intraday volatility; KOSPI 200 options; Macroeconomic news announcement
asset returns, behavioral finance, GJR-GARCH, intraday analyses, weather effect, volatility
cost-of-carry; domestic investor; market efficiency; noise trading; price adjustment; price disagreement; put-call parity
This is a Palgrave MacMillan paper. Palgrave MacMillan charges $30.00 .
File name: s41291.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Market competition, Corporate governance, Stock returns, Chaebol, Korean market
Default; Hazard Model; Loan-Level Dataset; Mortgage; Prepayment
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: AEPA.pdf
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