Browse "School of Management Engineering(경영공학부)" by Subject EQUILIBRIUM

Showing results 1 to 18 of 18

1
A Large Creditor in Contagious Liquidity Crises

Park, Junghum; Oh, Frederick Dongchuhl, JOURNAL OF BANKING & FINANCE, v.146, no.C, 2023-01

2
An intertemporal CAPM with higher-order moments

Fang, Jeewon; Kang, Jangkoo, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.314 - 337, 2017-11

3
Contagion of a liquidity crisis between two firms

Oh, Frederick Dongchuhl, JOURNAL OF FINANCIAL ECONOMICS, v.107, no.2, pp.386 - 400, 2013-02

4
Controversial Industries, Regional Differences, and Risk: Role of CSR*

Jo, Hoje; Park, Kwangwoo, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.49, no.6, pp.911 - 947, 2020-12

5
Do hedge funds time market tail risk? Evidence from option-implied tail risk

Shin, Jung-Soon; Kim, Minki; Oh, Dongjun; Kim, Tong Suk, JOURNAL OF FUTURES MARKETS, v.39, no.2, pp.205 - 237, 2019-02

6
Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach

Kim, Soohun; Skoulakis, Georgios, JOURNAL OF ECONOMETRICS, v.204, no.2, pp.159 - 188, 2018-06

7
Gradual bargaining in decentralized asset markets

Rocheteau, Guillaume; Hu, Tai-Wei; Lebeau, Lucie; In, Younghwan, REVIEW OF ECONOMIC DYNAMICS, v.42, pp.72 - 109, 2021-10

8
Informed Trading in the Options Market and Stock Return Predictability

Han, JoongHo; Kim, Da-Hea; 변석준, JOURNAL OF FUTURES MARKETS, v.37, no.11, pp.1053 - 1093, 2017-11

9
Is stock return predictability of option-implied skewness affected by the market state?

Kim, Tong Suk; Park, Heewoo, JOURNAL OF FUTURES MARKETS, v.38, no.9, pp.1024 - 1042, 2018-09

10
Option-Implied Preference with Model Uncertainty

Kang, Byung Jin; Kim, Tong Suk; Lee, Hyo Seob, JOURNAL OF FUTURES MARKETS, v.34, no.6, pp.498 - 515, 2014-06

11
Payoff-dependent dynamics and coordination games

Hwang, Sung-Ha; Newton, Jonathan, ECONOMIC THEORY, v.64, no.3, pp.589 - 604, 2017-10

12
Platform investments and volatile exchange rates: Direct investment in the US by Japanese electronic companies

Kogut, B; Chang, SeaJin, REVIEW OF ECONOMICS AND STATISTICS, v.78, no.2, pp.221 - 231, 1996-05

13
Positive feedback in coordination games: Stochastic evolutionary dynamics and the logit choice rule

Hwang, Sung-Ha; Rey-Bellet, Luc, GAMES AND ECONOMIC BEHAVIOR, v.126, pp.355 - 373, 2021-03

14
Religion and Equity Home Bias

Lee, Junyong; Lee, Kyounghun; Oh, Frederick Dongchuhl, OPEN ECONOMIES REVIEW, v.34, no.5, pp.1015 - 1038, 2023-11

15
Risk, ambiguity, and equity premium: International evidence

Kim, Eung-Bin; Byun, Suk-Joon, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.76, pp.321 - 335, 2021-11

16
Self-fulfilling arbitrages necessitate crash risk

Ahn, DH; Kim, Soohun; Seo, K, JOURNAL OF FINANCIAL MARKETS, v.51, 2020-11

17
The Behavior of an Institutional Investor with Arbitrage Opportunities and Liquidity Risk

Sung, Sangwook; Cho, Hoon; Ryu, Doojin, EMERGING MARKETS FINANCE AND TRADE, v.55, no.1, pp.1 - 12, 2019

18
The Role of Large Players in Global Games with Strategic Complements and Substitutes

Lee, Kyounghun; Oh, Frederick Dongchuhl, ECONOMICS LETTERS, v.198, no.C, 2021-01

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