Journal of Derivatives and Quantitative Studies: 선물연구 , Open Access
Issue(s) available: 76 – From Volume: 10 Issue: 1, to Volume: 32 Issue: 2
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Informational role of investment and liquidation values
Hyun Soo Doh, Yiyao WangWe develop a credit-risk model to study the informational role of investment in an economy susceptible to large liquidity shocks. Firms' investment decisions carry information…
Word-of-mouth effects in individual investors’ trading: evidence from Korea
Sujung ChoiThis paper examines the hypothesis of local herding (i.e. own-area effects) by individual investors on a particular stock-month. Using a unique dataset on online and offline…
Renegotiable debt, liquidity injections and financial instability
Hyun Soo Doh, Guanhao FengThis paper develops a debt-run model to study the effects of liquidity injections on debt markets in the presence of a renegotiation option. In the model, creditors decide when to…