Junseok Kim
Management Science and Operations Research · with Wang · 2018
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 5 citations into it
Whom Junseok Kim trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Junseok Kim's perspective
Ordered by how strongly the researchers Junseok Kim trusts endorse each paper. Same corpus, a different order for every researcher.
- Time Series Momentum
- Forecasting stock indices with back propagation neural network
- Maximum and minimum stock price forecasting of Brazilian power distribution companies based on artificial neural networks
- Forecasting stock index price based on M-factors fuzzy time series and particle swarm optimization
- Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
- Market Timing and Capital Structure
- Institutional Investors and Equity Prices
- Does Academic Research Destroy Stock Return Predictability
- Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects*
- The Role of Shorting, Firm Size, and Time on Market Anomalies
Their papers
- Predicting Stock Price Trend Using MACD Optimized by Historical Volatility (2018) — 57 citations