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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 2018 Jun 30 DOI: https://doi.org/10.26845/KJFS.2018.06.47.3.471
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Citations to this article as recorded by
 The role of arbitrage risk in the MAX effect: evidence from the Korean stock market
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Journal of Derivatives and Quantitative Studies: 선물연구.2024;[Epub] CrossRef Relationship between Extreme Idiosyncratic Returns and Expected Returns in the Korean Stock Market
Wooduk Seo, Jinhwan Kim, Hoon Cho, Sangik Seok
Korean Journal of Financial Studies.2023; 52(3): 449. CrossRef Investor attention, firm-specific characteristic, and momentum: A case of the Korean stock market
Cheoljun Eom, Jong Won Park
Research in International Business and Finance.2021; 57: 101404. CrossRef
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