53 Myeongnyun-dong 3-ga Jongno-ju
Guro-gu
Seoul, 110-745
Korea, Republic of (South Korea)
Sungkyunkwan University
SSRN RANKINGS
in Total Papers Downloads
Options, institutional investors, retail investors, trading styles, volatility
China, Commodity, Futures, Momentum, Time-Series
Analyst Recommendation Changes, Event Study, Investor Sentiment, Stock Returns
implied volatility; mutual fund; optionable stock; predictability; performance
cost-of-carry; domestic investor; market efficiency; noise trading; price adjustment; price disagreement; put-call parity
Event study; Intraday volatility; KOSPI 200 options; Macroeconomic news announcement
Default, Hazard model, Loan-level dataset, Mortgage; Prepayment
Analyst coverage; Cyclicality; Firm performance; Firm-specific information; Stock price synchronicity
Account-level trade and quote data, Index options, Lottery stocks, Options multiplier, Retail investor
asset returns, behavioral finance, GJR-GARCH, intraday analyses, weather effect, volatility
Bounded rationality, Endogenous cycles, Extrapolative expectation, Housing bubbles, Housing prices
Hedonic model, Machine learning, Mass appraisal, Locational effect, K-means clustering
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classification; consumer credit recovery; credit risk; machine learning; nonperforming loans
Default; Hazard Model; Loan-Level Dataset; Mortgage; Prepayment
