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Relationship between Extreme Idiosyncratic Returns and Expected Returns in the Korean Stock Market
Wooduk Seo, Jinhwan Kim, Hoon Cho, Sangik Seok
Korean J Financ Stud.
2023;52(3):449-496.
Published online June 30, 2023
DOI:
https://doi.org/10.26845/KJFS.2023.6.52.3.449
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Mutual Fund Performance and Stock Market Anomalies
Changha Kim, Jaeram Lee, Changjun Lee
Korean J Financ Stud.
2020;49(1):41-72.
Published online February 29, 2020
DOI:
https://doi.org/10.26845/KJFS.2020.02.49.1.41
Cited By 1
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Robustness of Idiosyncratic Volatility Puzzle in the Korean Stock Market
Youngkyung Ok, Seungcheol An, Jungmu Kim
Korean J Financ Stud.
2018;47(4):635-671.
Published online August 31, 2018
DOI:
https://doi.org/10.26845/KJFS.2018.08.47.4.635
Cited By 2
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Cross-Sectional Mispricing and Idiosyncratic Volatility : A New Approach
Cheoljun Eom
Korean J Financ Stud.
2018;47(3):471-503.
Published online June 30, 2018
DOI:
https://doi.org/10.26845/KJFS.2018.06.47.3.471
Cited By 3
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An Empirical Study on the Accrual and Investment Anomalies and Return Dispersion in the Korean Stock Market
Kyung-Joon Lee, Hyunsik Kim, Hoon Cho
Korean J Financ Stud.
2017;46(5):1121-1155.
Published online December 31, 2017
DOI:
https://doi.org/10.26845/KJFS.2017.12.46.5.112
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Market Anomalies and Multifactor Models:Comparison between the FF Model and the CNZ Model
Minkyu Lee, Ki Yool Ohk
Korean J Financ Stud.
2015;44(5):855-885.
Published online December 31, 2015
PDF
Low Volatility Anomaly and Its Profitability in Korean Stock Markets
Bong Chan Kho, Jin Woo Kim
Korean J Financ Stud.
2014;43(3):573-603.
Published online June 30, 2014
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Analysis of Arbitrage Anomaly in the Won/Dollar Exchange Market: An Empirical Investigation and Policy Implications
Sang Dai Ryoo
Korean J Financ Stud.
2011;40(1):195-218.
Published online February 28, 2011
PDF
Day Traders` Performance Persistence and Market Efficiency
Kyung Suh Park, Young Hyun Cho
Korean J Financ Stud.
2010;39(3):367-395.
Published online September 30, 2010
PDF
Accrual Anomaly and Arbitrage Trading Opportunity
Bong Chan Kho, Jin Woo Kim
Korean J Financ Stud.
2009;38(1):77-105.
Published online March 31, 2009
PDF
Does the Accrual Anomaly Reflect a Risk Factor? The Case of the Korean Stock Market
Bong Chan Kho, Jin Woo Kim
Korean J Financ Stud.
2007;36(3):425-461.
Published online June 30, 2007
PDF
An Analysis on the Long-term Performance of Value Investment Strategy in Korea
Byoung Joon Kim, Phil Sang Lee
Korean J Financ Stud.
2006;35(3):1-39.
Published online June 30, 2006
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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?