Browse "School of Management Engineering(경영공학부)" by Author In, Francis

Showing results 1 to 10 of 10

1
A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market

Kang, Byoung Uk; In, Francis; Kim, Gunky; Kim, Tong Suk, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.45, no.3, pp.763 - 789, 2010-06

2
Competition of socially responsible and conventional mutual funds and its impact on fund performance

In, Francis; Kim, Martin; Park, Raphael Jonghyeon; Kim, Sangbae; Kim, Tong Suk, JOURNAL OF BANKING & FINANCE, v.44, pp.160 - 176, 2014-07

3
Contagion Effects of the US Subprime Crisis on International Stock Markets

Hwang, Inchang; In, Francis; Kim, Tong Suk, Financial Management Association Annual Meeting, 2010

4
Horizon Effects on Dependence Structure between Hedge Funds and the Equity Market

Kim, Tong Suk; In, Francis; Kang, Byoung Uk; Kim, Gunky, The 2nd International Conference on Asia-Pacific Financial Markets, 2007

5
Horizon Effects on Dependence Structure between Hedge Funds and the Equity Market

Kim, Tong Suk; In, Francis; Kang, Byung Wook; Kim, Gunky, 5개 학회 공동학술연구발표회, Korean Association of Futures and Options, 2007-05-26

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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