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Myounghwa Sim
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Journal Articles

The effect of short-term return reversals on momentum profits

Open Access
Myounghwa Sim, Hee-Eun Kim
Journal: Journal of Derivatives and Quantitative Studies: 선물연구
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2021) 29 (3): 174–189.
https://doi.org/10.1108/JDQS-02-2021-0005
Published: 29 June 2021
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Journal Articles

Realized Skewness and the Return Predictability

Open Access
Myounghwa Sim
Journal: Journal of Derivatives and Quantitative Studies: 선물연구
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2016) 24 (1): 119–152.
https://doi.org/10.1108/JDQS-01-2016-B0005
Published: 29 February 2016
View article titled, Realized Skewness and the Return Predictability
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