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CrossRef Text and Data Mining |
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Investor Attention, Market Dynamics, and Momentum in the Korean Stock Market |
Cheoljun Eom, Uk Chang, Byung Jin Kang, Woo Baik Lee, Jong Won Park |
Korean J Financ Stud. 2020;49(4):589-641. Published online August 28, 2020 DOI: https://doi.org/10.26845/KJFS.2020.08.49.4.589 |
Investor Attention, Market Dynamics, and Momentum in the Korean Stock Market Investor attention, firm-specific characteristic, and momentum: A case of the Korean stock market Investor Attention and Global Stock Market Volatility: Evidence from COVID-19 Investor attention and stock market activity: Evidence from France Market Liquidity and Momentum Profits : Evidence from the Korean Stock Market Multifractals of investor behavior in stock market The impact of internet articles on investor trading decisions by investor types: Evidence from Korean stock market Investor attention and stock market under‐reaction to earnings announcements: Evidence from the options market Investor attention and the COVID-19 concept stocks in China's stock market Market dynamics and momentum in the Taiwan stock market |