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Financialization and Commodity Markets Serial Dependence Journal article
Da, Zhi, Tang, Ke, Tao, Yubo, Yang, Liyan. Financialization and Commodity Markets Serial Dependence[J]. Management Science, 2024, 70(4), 2122-2143.
Authors:  Da, Zhi;  Tang, Ke;  Tao, Yubo;  Yang, Liyan
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:4.6/6.1 | Submit date:2022/08/24
Financialization  Return Autocorrelations  News Sentiment  Etf Arbitrage  Return Autocorrelations  Index Trading  
A New Value-to-Price Anomaly and the Idiosyncratic Risk Journal article
Lee-Seok Hwang, Byungcherl Charlie Sohn. A New Value-to-Price Anomaly and the Idiosyncratic Risk[J]. Korean Accounting Review, 2014, 39(2), 35-76.
Authors:  Lee-Seok Hwang;  Byungcherl Charlie Sohn
Favorite | TC[Scopus]:0 | Submit date:2019/09/04
Abandonment Option  Value-to-price Anomaly  Idiosyncratic Risk  Arbitrage  
Changes in Value Relevance, Timeliness, and Transparency of Reported Accounting Information: An Analysis of Korean Listed Firms Book
Sohn, B. C., Lee, W.-J., Kym, M. H., Hwang, L.-S.. Changes in Value Relevance, Timeliness, and Transparency of Reported Accounting Information: An Analysis of Korean Listed Firms[M]. Seoul, Korea:Institute of Management Research, Seoul National University, 2007.
Authors:  Sohn, B. C.;  Lee, W.-J.;  Kym, M. H.;  Hwang, L.-S.
Favorite |  | Submit date:2022/08/15
Mispricing  Abnormal accruals  Investor sophistication  Arbitrage risk  Performance-related bias