Analysis of the Korean Stock Market

Behavioral Finance Approaches

Business & Finance, Finance & Investing, Investments & Securities
Cover of the book Analysis of the Korean Stock Market by Keunsoo Kim, Jinho Byun, World Scientific Publishing Company
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Author: Keunsoo Kim, Jinho Byun ISBN: 9789813236776
Publisher: World Scientific Publishing Company Publication: May 18, 2018
Imprint: WSPC Language: English
Author: Keunsoo Kim, Jinho Byun
ISBN: 9789813236776
Publisher: World Scientific Publishing Company
Publication: May 18, 2018
Imprint: WSPC
Language: English

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.

Contents:

  • Korean Capital Market
  • Behavioral Approaches
  • Seasonal Anomalies
  • Cross-Sectional Anomalies
  • Corporate Event
  • Industry Analysis

Readership: Professional investors and academicians who are interested in the Korean stock market, Korean and foreign institutional investors, graduate scholars studying the Korean stock market.
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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.

Contents:

Readership: Professional investors and academicians who are interested in the Korean stock market, Korean and foreign institutional investors, graduate scholars studying the Korean stock market.
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