In this analysis, we provide a back testing analysis of the end of mandatory lock-up periods monthly data in Korea in the past six months. This data continues to provide some alpha generating results.
What is covered in the Full Insight:
Back Testing Analysis Methodology
Relative Performance: Top Five Stocks vs KOSPI
Monthly Breakdown of Share Price Changes after Lock-Up Period
One-Week Share Price Comparisons for Top Five Stocks
Conclusion
SUMMARY
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