Acknowledgements: We are grateful to the associate editor, three anonymous reviewers, and the seminar participants at the Business School of Seoul National University for their comments and suggestions. We also thank the Institute of Management Research of Seoul National University for the research support.
Stock Price Reactions to News and the Momentum Effect in the Korean Stock Market†
Version of Record online: 25 AUG 2014
© 2014 Korean Securities Association
Asia-Pacific Journal of Financial Studies
Volume 43, Issue 4, pages 556–588, August 2014
How to Cite
Lee, D. and Cho, J. (2014), Stock Price Reactions to News and the Momentum Effect in the Korean Stock Market. Asia-Pacific Journal of Financial Studies, 43: 556–588. doi: 10.1111/ajfs.12058
- Issue online: 25 AUG 2014
- Version of Record online: 25 AUG 2014
- Manuscript Accepted: 12 FEB 2014
- Manuscript Received: 3 JUN 2013
- Institute of Management Research of Seoul National University
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