Analysis of the Korean stock market: behavioral finance approaches
"The Korean stock market, ranked 11th in the world in terms of market capitalization of stocks in 2017, is a globalized market. Foreign investors hold close to one-third of stocks listed on the Korea Exchange (KRX) as of May 2017 (in terms of market capitalization). The US and the UK alone acco...
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Singapore
World Scientific Publishing Company Pte Limited
2018
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Schlagworte: | |
Online-Zugang: | UBY01 Volltext |
Zusammenfassung: | "The Korean stock market, ranked 11th in the world in terms of market capitalization of stocks in 2017, is a globalized market. Foreign investors hold close to one-third of stocks listed on the Korea Exchange (KRX) as of May 2017 (in terms of market capitalization). The US and the UK alone account for almost 50% of foreign ownership in the KRX. Research or information on the Korean stock market, however, is not well known to the domestic or the global investment communities. There are minimal investment studies that deal with practical issues from the perspective of investment analysts. This volume bridges the academic and investment communities by providing analyses of the Korean stock market that contain practical values. This book comprehensively analyzes anomalies in the Korean stock market, including time series anomalies such as the January effect, cross-sectional anomalies such as the size effect and book-to-market effect, and anomalies related to corporate events. The authors also investigate sales revenue, profitability, valuation (M/B ratio), and the financial risk of listed companies in the Korean stock market at both the sectoral level and industrial level. As the study uses a comprehensive data set and long-term sample period, readers can benefit from consistent and comparable empirical results."--Publisher's website |
Beschreibung: | "This work was supported by the National Research Foundation of Korea Grant funded by the Korean Government (NRF-2012S1A6A4021437).". - Includes bibliographical references and index Korean stock markets -- Behavioral approaches -- Seasonal effect -- Cross-sectional anomalies -- Corporate events -- Industry analysis |
Beschreibung: | 1 online resource (293 pages) illustrations (some color) |
ISBN: | 9789813236769 9789813236776 |
Internformat
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520 | |a "The Korean stock market, ranked 11th in the world in terms of market capitalization of stocks in 2017, is a globalized market. Foreign investors hold close to one-third of stocks listed on the Korea Exchange (KRX) as of May 2017 (in terms of market capitalization). The US and the UK alone account for almost 50% of foreign ownership in the KRX. Research or information on the Korean stock market, however, is not well known to the domestic or the global investment communities. There are minimal investment studies that deal with practical issues from the perspective of investment analysts. This volume bridges the academic and investment communities by providing analyses of the Korean stock market that contain practical values. This book comprehensively analyzes anomalies in the Korean stock market, including time series anomalies such as the January effect, cross-sectional anomalies such as the size effect and book-to-market effect, and anomalies related to corporate events. The authors also investigate sales revenue, profitability, valuation (M/B ratio), and the financial risk of listed companies in the Korean stock market at both the sectoral level and industrial level. As the study uses a comprehensive data set and long-term sample period, readers can benefit from consistent and comparable empirical results."--Publisher's website | ||
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Datensatz im Suchindex
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adam_txt | |
any_adam_object | |
any_adam_object_boolean | |
author | Kim, Keunsoo |
author_facet | Kim, Keunsoo |
author_role | aut |
author_sort | Kim, Keunsoo |
author_variant | k k kk |
building | Verbundindex |
bvnumber | BV046810231 |
collection | ZDB-124-WOP |
ctrlnum | (ZDB-124-WOP)00010896 (OCoLC)1045420905 (DE-599)BVBBV046810231 |
dewey-full | 332.64/25195 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.64/25195 |
dewey-search | 332.64/25195 |
dewey-sort | 3332.64 525195 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
discipline_str_mv | Wirtschaftswissenschaften |
format | Electronic eBook |
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id | DE-604.BV046810231 |
illustrated | Illustrated |
index_date | 2024-07-03T14:58:45Z |
indexdate | 2024-07-10T08:54:28Z |
institution | BVB |
isbn | 9789813236769 9789813236776 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032218808 |
oclc_num | 1045420905 |
open_access_boolean | |
owner | DE-706 |
owner_facet | DE-706 |
physical | 1 online resource (293 pages) illustrations (some color) |
psigel | ZDB-124-WOP |
publishDate | 2018 |
publishDateSearch | 2018 |
publishDateSort | 2018 |
publisher | World Scientific Publishing Company Pte Limited |
record_format | marc |
spelling | Kim, Keunsoo aut Analysis of the Korean stock market behavioral finance approaches Keunsoo Kim, Jinho Byun Singapore World Scientific Publishing Company Pte Limited 2018 1 online resource (293 pages) illustrations (some color) txt rdacontent c rdamedia cr rdacarrier "This work was supported by the National Research Foundation of Korea Grant funded by the Korean Government (NRF-2012S1A6A4021437).". - Includes bibliographical references and index Korean stock markets -- Behavioral approaches -- Seasonal effect -- Cross-sectional anomalies -- Corporate events -- Industry analysis "The Korean stock market, ranked 11th in the world in terms of market capitalization of stocks in 2017, is a globalized market. Foreign investors hold close to one-third of stocks listed on the Korea Exchange (KRX) as of May 2017 (in terms of market capitalization). The US and the UK alone account for almost 50% of foreign ownership in the KRX. Research or information on the Korean stock market, however, is not well known to the domestic or the global investment communities. There are minimal investment studies that deal with practical issues from the perspective of investment analysts. This volume bridges the academic and investment communities by providing analyses of the Korean stock market that contain practical values. This book comprehensively analyzes anomalies in the Korean stock market, including time series anomalies such as the January effect, cross-sectional anomalies such as the size effect and book-to-market effect, and anomalies related to corporate events. The authors also investigate sales revenue, profitability, valuation (M/B ratio), and the financial risk of listed companies in the Korean stock market at both the sectoral level and industrial level. As the study uses a comprehensive data set and long-term sample period, readers can benefit from consistent and comparable empirical results."--Publisher's website Capital market / Korea (South) Corporate governance / Korea (South) Money market / Korea (South) Electronic books Byun, Jinho Sonstige oth Erscheint auch als Druck-Ausgabe 9789813236752 http://www.worldscientific.com/worldscibooks/10.1142/10896 Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Kim, Keunsoo Analysis of the Korean stock market behavioral finance approaches Capital market / Korea (South) Corporate governance / Korea (South) Money market / Korea (South) Electronic books |
title | Analysis of the Korean stock market behavioral finance approaches |
title_auth | Analysis of the Korean stock market behavioral finance approaches |
title_exact_search | Analysis of the Korean stock market behavioral finance approaches |
title_exact_search_txtP | Analysis of the Korean stock market behavioral finance approaches |
title_full | Analysis of the Korean stock market behavioral finance approaches Keunsoo Kim, Jinho Byun |
title_fullStr | Analysis of the Korean stock market behavioral finance approaches Keunsoo Kim, Jinho Byun |
title_full_unstemmed | Analysis of the Korean stock market behavioral finance approaches Keunsoo Kim, Jinho Byun |
title_short | Analysis of the Korean stock market |
title_sort | analysis of the korean stock market behavioral finance approaches |
title_sub | behavioral finance approaches |
topic | Capital market / Korea (South) Corporate governance / Korea (South) Money market / Korea (South) Electronic books |
topic_facet | Capital market / Korea (South) Corporate governance / Korea (South) Money market / Korea (South) Electronic books |
url | http://www.worldscientific.com/worldscibooks/10.1142/10896 |
work_keys_str_mv | AT kimkeunsoo analysisofthekoreanstockmarketbehavioralfinanceapproaches AT byunjinho analysisofthekoreanstockmarketbehavioralfinanceapproaches |