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The Effects of Investor Sentiment and Limits-to-Arbitrage on the Idiosyncratic Volatility Puzzle
Hoyoung Ryu, Taehyuk Kim, Daesung Jung
Korean J Financ Stud.
2020;49(6):871-911.
Published online December 31, 2020
DOI:
https://doi.org/10.26845/KJFS.2020.12.49.6.871
Cited By 1
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The Relationship between Idiosyncratic Volatility and Expected Returns in the Korea Stock Markets
Tae Hyuk Kim, Young Tae Byun
Korean J Financ Stud.
2011;40(3):525-550.
Published online June 30, 2011
PDF
Testing the Linear Asset Pricing Models in the Korean Stock Market
Sam Ho Son, Tae Hyuk Kim, Bo Hyun Yoon
Korean J Financ Stud.
2009;38(4):547-568.
Published online December 31, 2009
PDF
Unbiased Expectations Hypothesis and Price Discovery Performance in Korean Currency Futures Market
Seok Kyu Kang, Tae Hyuk Kim
Korean J Financ Stud.
2005;34(4):1-28.
Published online December 31, 2005
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The Influence of Nasdaq Stock Market on the Price Volatility in Korean Stock Market
Tae Hyuk Kim, Seok Kyu Kang
Korean J Financ Stud.
2002;30(1):363-390.
Published online February 28, 2002
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The Announcement and Signalling Effects of Stock Dividends
김태혁, 신용길
Korean J Financ Stud.
1993;15(1):79-110.
Published online September 30, 1993
PDF
복수기간(複數期間) 증권가격결정모형에 관한 실증적 연구
김태혁
Korean J Financ Stud.
1990;12(1):65-87.
Published online September 30, 1990
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1
ABOUT
Aims and scope
Abstracting and indexing
About the journal
Editorial board
Open access
Subscription information
Management team
Best practice
Contact us
BROWSE ARTICLES
Current issue
All issues
Ahead-of print
Most viewed
Most download
Most cited
Funded articles
Search
Author index
EDITORIAL POLICY
Research and publication ethics
Advertising policies
FOR CONTRIBUTORS
For Authors
Instructions to authors
Copyright transfer agreement
Article-processing charge
E-Submission
For Reviewers
Instructions for reviewers
How to become a reviewer?