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Showing results 1 to 5 of 5

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
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

3
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

4
Multiscale Explanations of the Size and Value Premia

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

5
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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