Suivre
Bumjean Sohn
Bumjean Sohn
Associate Professor of Finance, Korea University
Adresse e-mail validée de korea.ac.kr - Page d'accueil
Titre
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Année
Stock market volatility and macroeconomic fundamentals
RF Engle, E Ghysels, B Sohn
Review of Economics and Statistics 95 (3), 776-797, 2013
10902013
On the economic sources of stock market volatility
RF Engle, E Ghysels, B Sohn
AFA 2008 New Orleans Meetings Paper, 2008
2222008
Which power variation predicts volatility well?
E Ghysels, B Sohn
Journal of Empirical Finance 16 (4), 686-700, 2009
282009
Cross-section of equity returns: Stock market volatility and priced factors
B Sohn
The University of North Carolina at Chapel Hill, 2009
182009
Early warning indicators of banking crisis and bank related stock returns
B Sohn, H Park
Finance Research Letters 18, 193-198, 2016
122016
Foreign investment in emerging markets: International diversification or familiarity bias?
Y Liu, JL Park, B Sohn
Emerging Markets Finance and Trade 54 (10), 2169-2191, 2018
112018
Stock market volatility and trading strategy based factors
B Sohn
unpublished paper, Georgetown University, 2010
102010
Aggregate volatility risk and empirical factors: An international study
W Lee, JL Park, B Sohn
Emerging Markets Finance and Trade 57 (5), 1489-1513, 2021
42021
Long-term perspective on the stock market matters in asset pricing
H Park, B Sohn
Finance Research Letters 16, 162-170, 2016
22016
Do empirical pricing factors proxy for innovations to state variables in the ICAPM? A direct time-series test
B Sohn, H Park
Presented at Financial Management Association Meeting, 2016
22016
Bank Lending Cycle and Expected Stock Returns
H Park, B Sohn
Working Paper, 2019
12019
The ICAPM and empirical pricing factors: A simulation study
JH Kwon, B Sohn
Finance Research Letters 60, 104836, 2024
2024
On the Time-Series and Cross-Sectional Consistency of the State Variables and Factors: With Discussion of Maio and Santa-Clara (2012) and Boons (2016)
JH Kwon, B Sohn
Intertemporal Capital Asset Pricing Model without State Variables
JH Kwon, B Sohn
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