Members Activity in 2013

  • Publication

Following is a list of recent publications by KAFA members. Only those provided to the KAFA office by the authors and the paper published or accepted in year 2013 are listed here.

 

  • Sahn-Wook Huh with Michael Brennan, and Avanidhar Subrahmanyam, “An Analysis of the Amihud Illiquidity Premium,” Review of Asset Pricing Studies, Forthcoming.

 

  • Sahn-Wook Huh, “Price Impact and Asset Pricing,” Journal of Financial Markets, Forthcoming.

 

  • Dongcheol Kim, 2013 "Modern Portfolio Theory - Foundations, Analysis, and New Development" By Wiley and Sons (New York) (co-authored with Jack Clark Francis). This book is an advanced investment analysis book and may be appropriate for the 1st year of graduate students in MS and PhD or for senior MBA concentrated on finance.

 

  • Woojin Kim, Woochan Kim and Hyung-Seok Kim, 2013, Death Spiral Issues in Emerging Market: A Control Related Perspective”, Pacific-Basin Finance Journal, Vol 22, p.14-36.

 

  • Woojin Kim, Chan-Shik Jung and Dong Wook Lee, 2013, “Short Selling by Individual Investors: Destabilizing or Price Discovering?” Pacific-Basin Finance Journal, Vol 21 Issue 1, p.1232-1248.

 

  • Woojin Kim, Jaiho Chung, Hyungseok Kim, and Yong Keun Yoo, Sep/Oct 2012, “Effects of Disclosure Quality on Market Mispricing: Evidence from Derivative Related Loss Announcement” Journal of Business Finance and Accounting, Vol 39 No. 7 & 8, p. 936-959.

 

  • Woojin Kim, 2013, “Differences in Ownership Structures Across Countries”, Chapter 27, In H. Kent Baker and Leigh A. Riddick, International Finance A Survey. Oxford University Press.
  • Hyuna Park, Onshore and Offshore Hedge Funds: Are They Twins?” with George Aragon and Bing Liang, Management Science, forthcoming.

 

  • Yang-Ho Park with Garland Durham, 2013, “Beyond Stochastic Volatility and Jumps in Returns and Volatility,” Journal of Business and Economic Statistics,Vol. 31, No. 1.

 

  • Unyong (Howard) Pyo with Yong Jae Shin, “Momentum Profits and Idiosyncratic Volatility: The Korean Evidence”, Review of Accounting and Finance, Forthcoming

 

  • Unyong (Howard) Pyo with Yong Jae Shin and Howard E. Thompson, “Reducing Agency Conflicts with Target Debt Ratios”, Journal of Economics and Finance, Forthcoming.

 

  • Chong Soo Pyun: An article, “Linking the Missing Market: The Effect of Bond Markets on Economic Growth,” coauthored with Patara Thumrongvit and Yoonbai Kim, has been accepted for publication by International Review of Economics and Finance.
  • New Position/ Promotion/ Awards
  • Professorship: Award & Recognition:
    • Prof. Woojin Kim has been promoted to Associate Professor at Seoul National University as of March 1.