{"id":"https://openalex.org/W2976136016","doi":null,"title":"A Study on the Relationship between Idiosyncratic Volatility and Stock Returns in the Korean Stock Markets","display_name":"A Study on the Relationship between Idiosyncratic Volatility and Stock Returns in the Korean Stock Markets","publication_year":2014,"publication_date":"2014-09-30","ids":{"openalex":"https://openalex.org/W2976136016","mag":"2976136016"},"language":"en","primary_location":{"id":"mag:2976136016","doi":null,"is_oa":false,"landing_page_url":"https://www.e-kjfs.org/journal/view.php?number=691","pdf_url":null,"source":{"id":"https://openalex.org/S4210206116","display_name":"Korean Journal of Financial Studies","issn_l":"2005-8187","issn":["2005-8187","2713-5543"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["kci-registered","poland-20","russia-white-list-4"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Korean Journal of Financial Studies","raw_type":null},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5015794039","display_name":"Cheoljun Eom","orcid":"https://orcid.org/0000-0001-6362-9947","observed_orcids":["https://orcid.org/0000-0001-6362-9947"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Cheoljun Eom","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0001-6362-9947","affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5019967567","display_name":"Woo\u2010Baik Lee","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Woo\u2010Baik Lee","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5032476371","display_name":"Rae Soo Park","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Rae Soo Park","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5010908190","display_name":"Chang Uk","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Chang Uk","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5065933030","display_name":"Park Jong Won","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Park Jong Won","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.0849,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.82177614,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":96},"biblio":{"volume":"43","issue":"4","first_page":"753","last_page":"784"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/idiosyncratic-volatility","display_name":"idiosyncratic volatility","score":1.0},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.9919999837875366},{"id":"https://openalex.org/keywords/korean-stock-market","display_name":"Korean stock market","score":0.8040000200271606},{"id":"https://openalex.org/keywords/volatility-spillovers","display_name":"volatility spillovers","score":0.5899999737739563},{"id":"https://openalex.org/keywords/stock-return-predictability","display_name":"stock return predictability","score":0.44600000977516174}],"concepts":[{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.7296076416969299},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5591920018196106},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5321300029754639},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.47215911746025085},{"id":"https://openalex.org/C12747933","wikidata":"https://www.wikidata.org/wiki/Q13405082","display_name":"Stock market bubble","level":4,"score":0.4509522318840027},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.42913171648979187},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4032292366027832},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.3606746196746826},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3268767297267914},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.09355780482292175},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.06100037693977356},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:2976136016","doi":null,"is_oa":false,"landing_page_url":"https://www.e-kjfs.org/journal/view.php?number=691","pdf_url":null,"source":{"id":"https://openalex.org/S4210206116","display_name":"Korean Journal of Financial Studies","issn_l":"2005-8187","issn":["2005-8187","2713-5543"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["kci-registered","poland-20","russia-white-list-4"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Korean Journal of Financial Studies","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W3140223231","https://openalex.org/W2799831727","https://openalex.org/W2994696706","https://openalex.org/W2959141531","https://openalex.org/W4404419579","https://openalex.org/W3159528342","https://openalex.org/W3097935173","https://openalex.org/W2754248187","https://openalex.org/W3216672882","https://openalex.org/W7033509714"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":3},{"year":2017,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2019-10-03T00:00:00"}
