PublisherDOIYearVolumeIssuePageTitleAuthor(s)Link
Korean Journal of Financial Studies10.26845/kjfs.2022.12.51.6.6932022516693-728Left-Tail Momentum of Korean Stock MarketsCheoljun Eom, Yunsung Eom, Jong Won Parkhttp://e-kjfs.org/upload/pdf/KJFS-2022-12-51-6-693.pdf, http://e-kjfs.org/journal/view.php?doi=10.26845/KJFS.2022.12.51.6.693, http://e-kjfs.org/upload/pdf/KJFS-2022-12-51-6-693.pdf
Capital Markets and Investment Decision Making10.1007/978-81-322-3748-8_5201983-107Stock Markets OverreactionRaj S. Dhankar, Supriya Maheshwarihttp://link.springer.com/content/pdf/10.1007/978-81-322-3748-8_5
Emerging Markets Review10.1016/j.ememar.2009.09.0012009104242-256The tail risk of emerging stock marketsXiao-Ming Li, Lawrence C. Rosehttps://api.elsevier.com/content/article/PII:S1566014109000399?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S1566014109000399?httpAccept=text/plain
Journal of Futures Markets10.1002/fut.22226202141101569-1596Stock market tail risk, tail risk premia, and return predictabilitySangwon Suh, Eungyu Yoo, Sun‐Joong Yoonhttps://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22226, https://onlinelibrary.wiley.com/doi/full-xml/10.1002/fut.22226, https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22226
Journal of Commodity Markets10.1016/j.jcomm.2023.100312202329100312Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity marketsSuhui Wanghttps://api.elsevier.com/content/article/PII:S2405851323000028?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S2405851323000028?httpAccept=text/plain
International Review of Financial Analysis10.1016/j.irfa.2023.102570202387102570Left-tail momentum and tail properties of return distributions: A case of KoreaCheoljun Eom, Yunsung Eom, Jong Won Parkhttps://api.elsevier.com/content/article/PII:S1057521923000868?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S1057521923000868?httpAccept=text/plain
Korean Journal of Financial Studies10.26845/kjfs.2020.06.49.3.3752020493375-413Air Pollution, Stock Return, and Volatility: Evidence from Korean Stock MarketsTaekyung Kim, Shiyong Yoohttp://e-kjfs.org/upload/pdf/KJFS-2020-06-49-3-375.pdf, http://e-kjfs.org/journal/view.php?doi=10.26845/KJFS.2020.06.49.3.375, http://e-kjfs.org/upload/pdf/KJFS-2020-06-49-3-375.pdf
Investment Management and Financial Innovations10.21511/imfi.19(3).2022.0120221931-12Modeling tail risk in Indian commodity markets using conditional EVT-VaR and their relation to the stock marketShalini Agnihotri, Kanishk Chauhanhttps://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/16746/IMFI_2022_03_Agnihotri.pdf, https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/16746/IMFI_2022_03_Agnihotri.pdf
Finance Research Letters10.1016/j.frl.2017.07.009201824129-136Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock marketsHuaigang Long, Yuexiang Jiang, Yanjian Zhuhttps://api.elsevier.com/content/article/PII:S1544612317302283?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S1544612317302283?httpAccept=text/plain
Journal of Financial Markets10.1016/j.finmar.2010.12.0022011143494-513Are momentum profits driven by the cross-sectional dispersion in expected stock returns?Ajay Bhootrahttps://api.elsevier.com/content/article/PII:S1386418110000625?httpAccept=text/xml, https://api.elsevier.com/content/article/PII:S1386418110000625?httpAccept=text/plain