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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
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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
- Idiosyncratic Kurtosis and the Cross-Section of Stock Returns
- Jeewon Jang
- Korean J Financ Stud. 2016;45(5):1001-1034. Published online December 31, 2016
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- An Empirical Study on Predictability of Return Dispersion
- Hyunsik Kim, Hyeongjun Kim, Hoon Cho
- Korean J Financ Stud. 2016;45(2):285-316. Published online April 30, 2016
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- A Study on the Relationship between Idiosyncratic Volatility and Stock Returns in the Korean Stock Markets
- Cheol Jun Eom, Woo Baik Lee, Rae Soo Park, Uk Chang, Jong Won Park
- Korean J Financ Stud. 2014;43(4):753-784. Published online September 30, 2014
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- Trading Volume and Lead-Lag Effect in Korean Stock Market
- Park Yeong Gyu, Jang Sun Yeong
- Korean J Financ Stud. 2003;32(2):105-139. Published online May 31, 2003
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