Jungshik Hur

Louisiana Tech University

Assistant Professor of Finance

P.O. Box 3178

Ruston, LA 71272

United States

SCHOLARLY PAPERS

4

DOWNLOADS

468

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

High Idiosyncratic Volatility and Low Returns: A Prospect Theory Explanation

Financial Management, Forthcoming.
Number of pages: 44 Posted: 15 May 2011 Last Revised: 03 Apr 2014
Ajay Bhootra and Jungshik Hur
California State University, Fullerton and Louisiana Tech University
Downloads 287 (105,850)
Citation 1

Abstract:

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2.

The Relation between Market Value, Past Performance and Extreme Returns of Common Stocks in the United States, 1926-2017

Number of pages: 33 Posted: 10 May 2017 Last Revised: 29 Jun 2018
DePaul University - Driehaus Center for Behavioral Finance, Louisiana Tech University, Grand Valley State University and University of Michigan at Dearborn - College of Business
Downloads 132 (216,885)
Citation 1

Abstract:

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Empirical Asset Pricing, Anomalies, Size, Overreaction, Risk, Behavioral Finance

3.

Aggregate Idiosyncratic Volatility, Dynamic Aspects of Loss Aversion, and Narrow Framing

Number of pages: 39 Posted: 16 Sep 2015
Jungshik Hur and Cedric Mbanga
Louisiana Tech University and Missouri State University
Downloads 49 (391,850)

Abstract:

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Loss Aversion; Narrow Framing

4.

The Intricate Relation between Return, Market Value and Past Performance of Common Stocks in the United States 1926-2006

Midwest Finance Association 2012 Annual Meetings Paper
Posted: 19 Sep 2011
Grand Valley State University, DePaul University - Driehaus Center for Behavioral Finance, Louisiana Tech University and University of Michigan at Dearborn - College of Business

Abstract:

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Empirical asset pricing, risk premia, anomalies, size, seasonality, overreaction, behavioral finance