Korean J Financ Stud Search

CLOSE


Search

  • HOME
  • Search
Empirical Investigation of the Relationship between Continuing Overreaction and Stock Returns
Somyung Kim, Kiyool Ohk
Korean J Financ Stud. 2021;50(1):33-71.   Published online February 28, 2021
Full text    PubReader    ePub    PDF    
Return Distributions of KOSPI200 Index ETFs and Investors' Limited Attention
Kyong Shik Eom, Jongho Park
Korean J Financ Stud. 2014;43(3):633-656.   Published online June 30, 2014
PDF    
How Are Stock Prices Affected by the Cheap Talk?
Wonn Ho Choi, Jin Young Jung
Korean J Financ Stud. 2012;41(3):497-520.   Published online June 30, 2012
PDF    
The Effects of Individual Investor Trading on Post-Earnings Announcement Drift
Hyo Jeong Lee, Hyuk Choe
Korean J Financ Stud. 2012;41(3):393-436.   Published online June 30, 2012
PDF    
Explaining the Cross-section of Stock Returns: Characteristics or Risk Factors
Sang Whan Kim
Korean J Financ Stud. 2009;38(3):289-323.   Published online September 30, 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    
Interaction of Momentum Returns in Stock and Bond Markets in Korea
Kho Bong Chan
Korean J Financ Stud. 2006;35(1):103-133.   Published online February 28, 2006
PDF    
An Empirical Study of the Disposition Effect in the Behavioral Finance
Woon Youl Choi, Kun Kyong Lee, Seong Hoon Jeong
Korean J Financ Stud. 2004;33(2):83-105.   Published online May 31, 2004
PDF    
  • SCImago Journal & Country Rank


ABOUT
BROWSE ARTICLES
EDITORIAL POLICY
FOR CONTRIBUTORS
Editorial Office
6F, Korea Financial Investment Association Building
143, Uisadangdaero, Yeongdeungpo-gu, Seoul 07332, Korea
Tel: +82-2-783-2615    Fax: +82-2-783-6539    E-mail: office@e-kjfs.org                

Copyright © 2024 by Korean Securities Association.

Developed in M2PI

Close layer
prev next