PublisherDOIYearVolumeIssuePageTitleAuthor(s)Link
Korean Journal of Financial Studies10.26845/kjfs.2020.08.49.4.5892020494589-641Investor Attention, Market Dynamics, and Momentum in the Korean Stock MarketCheoljun Eom, Uk Chang, Byung Jin Kang, Woo Baik Lee, Jong Won Parkhttp://e-kjfs.org/upload/pdf/KJFS-2020-08-49-4-589.pdf, http://e-kjfs.org/journal/view.php?doi=10.26845/KJFS.2020.08.49.4.589, http://e-kjfs.org/upload/pdf/KJFS-2020-08-49-4-589.pdf
Economic Modelling10.1016/j.econmod.2013.08.034201335674-681Investor attention and stock market activity: Evidence from FranceAmal Aouadi, Mohamed Arouri, Frédéric Teulonhttps://api.elsevier.com/content/article/PII:S0264999313003507?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S0264999313003507?httpAccept=text/plain
Journal of Futures Markets10.1002/fut.218902017384478-492Investor attention and stock market under-reaction to earnings announcements: Evidence from the options marketXuewu Wesley Wang, Zhipeng Yan, Qunzi Zhang, Xuechen Gaohttps://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1002%2Ffut.21890, https://onlinelibrary.wiley.com/doi/full/10.1002/fut.21890
Research in International Business and Finance10.1016/j.ribaf.2021.1014042021101404INVESTOR Attention, Firm-Specific Characteristic, and Momentum: A Case of the Korean Stock MarketCheoljun Eom, Jong Won Parkhttps://api.elsevier.com/content/article/PII:S0275531921000258?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S0275531921000258?httpAccept=text/plain
Journal of Derivatives and Quantitative Studies10.1108/jdqs-04-2018-b00042018264497-524Market Liquidity and Momentum Profits : Evidence from the Korean Stock MarketChangha Kim, Changjun Leehttps://www.emerald.com/insight/content/doi/10.1108/JDQS-04-2018-B0004/full/xml, https://www.emerald.com/insight/content/doi/10.1108/JDQS-04-2018-B0004/full/html
Pacific-Basin Finance Journal10.1016/j.pacfin.2016.03.00920163859-75Market dynamics and momentum in the Taiwan stock marketChaonan Lin, Kuan-Cheng Ko, Zhi-Xiang Feng, Nien-Tzu Yanghttps://api.elsevier.com/content/article/PII:S0927538X16300397?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S0927538X16300397?httpAccept=text/plain
Journal of the Korean Physical Society10.3938/jkps.71.19201771119-27Multifractals of investor behavior in stock marketGabjin Ohhttp://link.springer.com/content/pdf/10.3938/jkps.71.19.pdf, http://link.springer.com/article/10.3938/jkps.71.19/fulltext.html, http://link.springer.com/content/pdf/10.3938/jkps.71.19.pdf
Asia-Pacific Journal of Financial Studies10.1111/j.2041-6156.2012.01086.x2012415637-663Is Stock Split a Manipulation Tool? Evidence from the Korean Stock Market*Kyung Soon Kim, Jinwoo Park, Chune Young Chung, Jin Hwon Leehttps://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2Fj.2041-6156.2012.01086.x, http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.2041-6156.2012.01086.x/fullpdf
Journal of Emerging Market Finance10.1177/09726527177220832017163219-245Rational–Irrational Investor Sentiments and Emerging Stock Market Returns: A Comparison from TurkeySidika Gulfem Bayramhttp://journals.sagepub.com/doi/pdf/10.1177/0972652717722083, http://journals.sagepub.com/doi/full-xml/10.1177/0972652717722083, http://journals.sagepub.com/doi/pdf/10.1177/0972652717722083
Asia-Pacific Journal of Financial Studies10.1111/ajfs.120582014434556-588Stock Price Reactions to News and the Momentum Effect in the Korean Stock MarketDongweon Lee, Jaeho Chohttps://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2Fajfs.12058, http://onlinelibrary.wiley.com/wol1/doi/10.1111/ajfs.12058/fullpdf