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Long-term dynamic asset allocation under asymmetric risk preferences.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH.
312,
2
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In search of pairs using firm fundamentals: is pairs trading profitable?.
EUROPEAN JOURNAL OF FINANCE.
29,
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The Effects of Sentiment on Extreme Movements in Exchange Rates.
International Economic Journal.
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Bayesian Selection of Asset Pricing Factors Using Individual Stocks*.
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네트워크를 통해 분석한 국내 금융기관간 상호연계성 연구 - 외환위기와 글로벌금융위기를 중심으로-.
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An Analysis of Herding in the Korean Stock Market Using Network Theory.
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Loss aversion around the world: Empirical evidence from pension funds.
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Does illiquidity matter in residential properties?.
APPLIED ECONOMICS.
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Market overreaction and investment strategies.
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The disappearance of momentum.
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The Dynamics of Appraisal Smoothing.
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A behavioral explanation of the value anomaly based on time-varying return reversals.
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Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns.
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재무경제학.
피엔씨미디어.
주저자
수상/공훈
An Analysis of Herding in the Korean Stock Market Using Network Theory, 최우수 논문, 재무금융관련 5개학회 공동, 2016.
주택시장의 과신과 가격거품 (Overconfidence and Price Bubbles in the Housing Markets) with Jinho Shin, 2015, Journal of the Korea Real Estate Analysts Association 21(1), 5-29, 한국부동산분석학회 2015년 최우수논문
Excessive Arbitrage Trading by Overconfidence, the 9th International Conference on Asia-Pacific Financial Markets, 2014, Best paper award.
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