Chan Shik Jung

Dong-A University Business School

Assistant Professor of Finance

2-Ga Bumin-Dong

Busan

Korea, Republic of (South Korea)

Korea University

1 Anam-dong 5 ka

Seoul, 136-701

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

3

DOWNLOADS

141

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Can Investor Heterogeneity be Used to Explain the Cross-Section of Average Stock Returns in Emerging Markets?

Number of pages: 48 Posted: 04 Feb 2010
Chan Shik Jung, Dong Wook Lee and Kyung Suh Park
Dong-A University Business School, Korea University and Korea University - Department of Finance
Downloads 141 (213,800)
Citation 2

Abstract:

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investor heterogeneity, emerging market, multivariate proxies for tangency portfolio, factor model

2.

Short Selling by Individual Investors: Destabilizing or Price Discovering?

Pacific-Basin Finance Journal, Vol. 21, No. 1, 2013
Posted: 08 Apr 2013
Chan Shik Jung, Woojin Kim and Dong Wook Lee
Dong-A University Business School, Seoul National University - Business School and Korea University

Abstract:

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Short sale, Individual investors, Korean stock market, Pricing efficiency, Destabilizing

3.

Can Investor Heterogeneity Be Used to Explain the Cross-Section of Average Stock Returns in Emerging Markets

Journal of International Money and Finance, Vol. 28, No. 4, 2009
Posted: 05 Feb 2010
Chan Shik Jung, Dong Wook Lee and Kyung Suh Park
Dong-A University Business School, Korea University and Korea University - Department of Finance

Abstract:

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Investor heterogeneity, Emerging market, Multivariate proxies for tangency portfolio, Factor model