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Soohun Kim
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Cited by
Year
Analyzing active fund managers’ commitment to ESG: Evidence from the United Nations Principles for Responsible Investment
S Kim, A Yoon
Management science 69 (2), 741-758, 2023
2432023
Tail risk in momentum strategy returns
K Daniel, R Jagannathan, S Kim
National Bureau of Economic Research, 2012
1192012
Arbitrage portfolios
S Kim, RA Korajczyk, A Neuhierl
The Review of Financial Studies 34 (6), 2813-2856, 2021
912021
Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach
S Kim, G Skoulakis
Journal of econometrics 204 (2), 159-188, 2018
372018
The impact of high-frequency trading on stock market liquidity measures
S Kim, D Murphy
Available at SSRN 2278428, 2013
332013
A hidden Markov model of momentum
K Daniel, R Jagannathan, S Kim
Technical Report, 2019
122019
Revealed heuristics: Evidence from investment consultants’ search behavior
S Chava, S Kim, D Weagley
The Review of Asset Pricing Studies 12 (2), 543-592, 2022
112022
Capital allocation and the market for mutual funds: Inspecting the mechanism
JH Van Binsbergen, JHJ Kim, S Kim
Available at SSRN 3462749, 2021
102021
Ex-post risk premia tests using individual stocks: The IV-GMM solution to the EIV problem
S Kim, G Skoulakis
Unpublished Manuscript). Georgia Institute of Technology, 2016
102016
Large sample estimators of the stochastic discount factor
S Kim, RA Korajczyk
Journal of Financial Econometrics, nbae012, 2024
92024
Estimating and testing linear factor models using large cross sections: The regression-calibration approach
S Kim, G Skoulakis
Unpublished working paper. University of Maryland, College Park, 2014
92014
Asset prices in turbulent markets with rare disasters
S Kim
Available at SSRN 2381011, 2013
62013
Ex-post Risk Premia: Estimation and Inference using Large Cross Sections
S Kim, G Skoulakis
Unpublished working paper, University of British Columbia, Vancouver, BC, 2015
42015
Does the pressure to fill journal quotas bias evaluation?: Evidence from publication delays and rejection rates
B Park, E Sohn, S Kim
Plos one 15 (8), e0236927, 2020
32020
Testing ex-post implications of asset pricing models using individual stocks
S Kim, G Skoulakis
Working paper, 2017
32017
Self-fulfilling arbitrages necessitate crash risk
DH Ahn, S Kim, K Seo
Journal of Financial Markets 51, 100547, 2020
2020
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Articles 1–16