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Beum Jo Park

Personal Details

First Name:Beum Jo
Middle Name:
Last Name:Park
Suffix:
RePEc Short-ID:ppa753

Affiliation

Department of Economics
College of Business and Economics
Dankook University

Yongin, South Korea
https://www.dankook.ac.kr/web/kor/-171
RePEc:edi:dedankr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Park, Beum-Jo & Kim, Myung-Joong, 2017. "A Dynamic Measure of Intentional Herd Behavior in Financial Markets," MPRA Paper 82025, University Library of Munich, Germany.

Articles

  1. Park, Beum-Jo, 2022. "The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market," Research in International Business and Finance, Elsevier, vol. 59(C).
  2. Beum-Jo Park, 2016. "Investors' Herd Behavior and its Relation with Volatility in the Korean Stock Market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 22(3), pages 70-93, September.
  3. Olivier Damette & Beum-Jo Park, 2015. "Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework," Review of International Economics, Wiley Blackwell, vol. 23(5), pages 996-1022, November.
  4. Beum-Jo Park, 2015. "Risk Preferences in Decision Making and Cognitive Ability: An Experimental Analysis (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 21(2), pages 63-89, June.
  5. Park, Beum-Jo, 2014. "Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 150-159.
  6. Beum-Jo Park, 2014. "The Short-Term Risk Premium Puzzle: Revisited by Dynamic Herd Behavior (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 20(2), pages 1-26, June.
  7. Beum-Jo Park, 2013. "Volatility Regimes and the Relationship between Volatility, Trading Volume, and Spreads in the FX market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 19(2), pages 1-23, June.
  8. Beum-Jo Park, 2012. "Dynamics of Asset Prices Based on Time-varying Risk Aversion and Adaptive Beliefs System (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 18(3), pages 157-187, September.
  9. Beum-Jo Park, 2011. "Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 37-58, September.
  10. Beum-Jo Park, 2011. "The extension of a continuous beliefs system and analyzing herd behavior in stock markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 17(2), pages 27-55, June.
  11. Park, Beum-Jo, 2011. "Asymmetric herding as a source of asymmetric return volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2657-2665, October.
  12. Park, Beum-Jo, 2010. "Surprising information, the MDH, and the relationship between volatility and trading volume," Journal of Financial Markets, Elsevier, vol. 13(3), pages 344-366, August.
  13. Beum-Jo Park, 2009. "Risk-return relationship in equity markets: using a robust GMM estimator for GARCH-M models," Quantitative Finance, Taylor & Francis Journals, vol. 9(1), pages 93-104.
  14. Beum-Jo Park, 2008. "A Study on the Relationship between Volatility and Trading Volumes Using a Surprising-Information-Stochastic-Volatility(SISV) Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 14(4), pages 47-85, December.
  15. Beum‐Jo Park, 2007. "Trading Volume, Volatility, And Garch Effects In The South Korean Won/Us Dollar Exchange Market: Evidence From Conditional Quantile Estimation," The Japanese Economic Review, Japanese Economic Association, vol. 58(3), pages 382-399, September.
  16. Beum-Jo Park, 2007. "The Impact of Surprise Information on the Relation between Volatility and Trading Volume in Exchange Rate Markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 13(1), pages 56-87, March.
  17. Park, Beum-Jo, 2002. "An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(5), pages 381-393, August.
  18. Beum-Jo Park, 2002. "Asymmetric Volatility of Exchange Rate Returns Under The EMS: Some Evidence From Quantile Regression Approach for Tgarch Models," International Economic Journal, Taylor & Francis Journals, vol. 16(1), pages 105-125.
  19. Koenker, Roger & Park, Beum J., 1996. "An interior point algorithm for nonlinear quantile regression," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 265-283.

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Korean Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (1) 2017-11-05
  2. NEP-MST: Market Microstructure (1) 2017-11-05
  3. NEP-RMG: Risk Management (1) 2017-11-05

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