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Heejin Yang

18 works· latest 2023· 5 institutionscluster: provisionalORCID 0000-0003-2479-459X

h-index18

i1018

Citations854

Works here18

Most cited in this library

Investor sentiment, trading behavior and stock returns2016 · 122 citations
Information uncertainty, investor sentiment, and analyst reports2021 · 84 citations
Investor sentiment, asset returns and firm characteristics: Evidence from the Korean Stock Market2017 · 80 citations
Option Market Characteristics and Price Monotonicity Violations2016 · 54 citations
Investor sentiment, stock returns, and analyst recommendation changes: The KOSPI stock market2019 · 54 citations

Works

18 shown

Investor sentiment and futures market mispricing

Finance research letters·2023·3 authors·Open access

24citations

Whose sentiment explains implied volatility change and smile?

Finance research letters·2023·3 authors·Open access

26citations

Insider trading and information asymmetry: Evidence from the Korea Exchange

Emerging Markets Review·2021·3 authors

30citations

Information uncertainty, investor sentiment, and analyst reports

International Review of Financial Analysis·2021·3 authors

84citations

Does vega-neutral options trading contain information?

Journal of Empirical Finance·2021·3 authors

41citations

The impact of net buying pressure on index options prices

Journal of Futures Markets·2020·3 authors

38citations

Investor Sentiment, Market Competition, and Financial Crisis: Evidence from the Korean Stock Market

Emerging Markets Finance and Trade·2019·3 authors

45citations

Noise traders, mispricing, and price adjustments in derivatives markets

European Journal of Finance·2019·2 authors

38citations

Volatility information trading in the index options market: An intraday analysis

International Review of Economics & Finance·2019·3 authors

27citations

Investor sentiment, stock returns, and analyst recommendation changes: The KOSPI stock market

Investment Analysts Journal·2019·3 authors

54citations

The directional information content of options volumes

Journal of Futures Markets·2018·2 authors

42citations

Who has volatility information in the index options market?

Finance research letters·2018·2 authors

32citations

Information asymmetry and investor trading behavior around bond rating change announcements

Emerging Markets Review·2017·4 authors

49citations

Investor sentiment, asset returns and firm characteristics: Evidence from the Korean Stock Market

Investment Analysts Journal·2017·3 authors

80citations

Price disagreements and adjustments in index derivatives markets

Economics Letters·2016·2 authors

26citations

Investor sentiment, trading behavior and stock returns

Applied Economics Letters·2016·3 authors

122citations

Option Market Characteristics and Price Monotonicity Violations

Journal of Futures Markets·2016·3 authors

54citations

Tests on the Monotonicity Properties of KOSPI 200 Options Prices

Journal of Futures Markets·2015·3 authors

42citations