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Showing results 6 to 10 of 10

6
Multiscale Explanations of the Size and Value Premia

Kim, Tong Suk; Kang, Byoung Uk; In, Francis, International Conference on Asia-Pacific Financial Markets:CAFM 2009, 2009

7
Multiscale Explanations of the Size and Value Premia

Kim, Tong Suk; Kang, Byoung Uk; In, Francis, FMA Annual Meeting, 2009

8
Sovereign Credit Default Swaps, Sovereign Debts and Volatility Transmission across Emergin Markets

In, Francis; Kang, Byung Wook; Kim, Tong Suk, The 3rd Conference of the Asia Pacific Association of Derivatives 2006, 2006-06-23

9
Systemic risk and cross-sectional hedge fund returns

Hwang, Inchang; Xu, Simon; In, Francis; Kim, Tong-Suk, JOURNAL OF EMPIRICAL FINANCE, v.42, pp.109 - 130, 2017-06

10
Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama-French factors

Kang, Byoung Uk; In, Francis; Kim, Tong-Suk, JOURNAL OF EMPIRICAL FINANCE, v.42, pp.15 - 39, 2017-06

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