Keywords: Behavioral Finance
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2023) 31 (4): 309–327.
Published: 12 September 2023
... and create derivative works of this article (for both commercial and non-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode Left-tail risk Behavioral finance...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2019) 27 (1): 49–83.
Published: 28 February 2019
... of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode Investor Attention Expected Return Noise Investors Institutional Investors Behavioral Finance ...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2019) 27 (1): 85–111.
Published: 28 February 2019
...Doojin Ryu; Karam Kim; Heejin Yang The behavioral finance literature focuses on the effect of investor sentiment on the fundamental values of individual stocks. This study constructs a firm-level investor sentiment indicator based on transaction and price data for individual firms and shows...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2017) 25 (4): 591–622.
Published: 30 November 2017
... bursts due to their disposition effect. Bubble Bubble Riding Institutional Investor Behavioral Finance Disposition Effect © 2017 Emerald Publishing Limited 2017 This article is published under the Creative Commons Attribution (CC BY 4.0) licence. Anyone may reproduce, distribute, translate...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2017) 25 (2): 255–278.
Published: 31 May 2017
... cover have a statistically significant positive effect on the short-sale volume. This means that as the weather worsens, short-selling traders submit more orders, indicating the presence of behavioral bias. Short Selling Behavioral Finance Behavioral Weather Bias Informed Trader Dynamic Panel...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2015) 23 (4): 517–541.
Published: 30 November 2015
...), subject to full attribution to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode Implied Volatility Behavioral Finance Volatility Smile Term Structure of Volatility Moneyness Pattern Crash Phobia Hike...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (4): 611–635.
Published: 30 November 2014
... to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode Investor Sentiment Mood Effect Consumer Expectation Index Market Index Behavioral Finance ...

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