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Showing results 1 to 6 of 6

1
A geometric treatment of time-varying volatilities

Han, Chulwoo; Park, Frank C.; Kang, Jangkoo, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.49, no.4, pp.1121 - 1141, 2017-11

2
Corporate Cash Holdings and Tax-induced Debt Financing

Jung, Kooyul; Kim, Byungmo, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.37, pp.983 - 1023, 2008-12

3
Momentum Crashes and the 52-Week High

Byun, Suk-Joon; Jeon, Byounghyun, FINANCIAL ANALYSTS JOURNAL, v.79, no.2, pp.120 - 139, 2023-04

4
Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns

Jang, Jeewon; Kang, Jangkoo, JOURNAL OF FINANCIAL ECONOMICS, v.132, no.1, pp.222 - 247, 2019-04

5
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

6
The information content of risk-neutral skewness for volatility forecasting

Byun, Suk Joon; Kim, Jun Sik, JOURNAL OF EMPIRICAL FINANCE, v.23, pp.142 - 161, 2013-09

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