Search Results - "Kim, Soohun"

Does the pressure to fill journal quotas bias evaluation?: Evidence from publication delays and rejection rates by Park, Brian, Sohn, Eunhee, Kim, Soohun, Useche, Sergio A

“…Although the peer review system of academic journals is seen as fundamental to scientific achievement, a major threat to the validity of the system is a…”
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Analyzing Active Fund Managers’ Commitment to ESG: Evidence from the United Nations Principles for Responsible Investment by Kim, Soohun, Yoon, Aaron

“…The United Nations Principles for Responsible Investment (PRI) is the largest global environmental, social, and governance (ESG) initiative in the…”
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Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach by Kim, Soohun, Skoulakis, Georgios

“…We propose a modification of the two-pass cross-sectional regression approach for estimating ex-post risk premia in linear asset pricing models, suitable for…”
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Arbitrage Portfolios by Kim, Soohun, Korajczyk, Robert A, Neuhierl, Andreas

“…Abstract We propose a new methodology for forming arbitrage portfolios that utilizes the information contained in firm characteristics for both abnormal…”
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Large Sample Estimators of the Stochastic Discount Factor by Kim, Soohun, Korajczyk, Robert A

“…Abstract We propose estimators of the stochastic discount factor using large cross-sections of individual stocks. We introduce a short time-block structure on…”
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Revealed Heuristics: Evidence from Investment Consultants’ Search Behavior by Chava, Sudheer, Kim, Soohun, Weagley, Daniel

“…Abstract Using proprietary data from a major fund data provider, we analyze the screening activity of investment consultants (ICs). We find that ICs frequently…”
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Self-fulfilling arbitrages necessitate crash risk by Ahn, Dong-Hyun, Kim, Soohun, Seo, Kyoungwon

“…We propose a model in which hedge funds can initiate a sequence of arbitrage opportunities and a potential market crash without any exogenous shock. When hedge…”
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Characteristic-Based Returns: Alpha or Smart Beta? by Kim, Soohun, Korajczyk, Robert A, Neuhierl, Andreas

“…We propose new methodology to construct arbitrage portfolios by utilizing information contained in firm characteristics for both abnormal returns and betas…”
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Essays in Financial Economics by Kim, Soohun

“…In Chapter 1, I propose a parsimonious econometric model for the stochastic process governing the evolution of per capita consumption and stock market dividend…”
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Essays in Financial Economics by Kim, Soohun

“…In Chapter 1, I propose a parsimonious econometric model for the stochastic process governing the evolution of per capita consumption and stock market dividend…”
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