Zobrazeno 1 - 10 of 38 pro vyhledávání: '"Bong-Chan Kho"'
1
Current Regulations on Corporate Valuation and the Need for Introduction of Discounted Cash Flow Method
Autor: Bong-Chan Kho, Jin-Woo Kim
Publikováno v: Korean Journal of Financial Studies. 52:301-329
This study highlights inconsistency problems of domestic regulations on corporate valuation, where publicly listed stocks are evaluated by market values and unlisted stocks by the weighted average of asset and earning values. We analyze what changes
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::fa6dab0c432f752853ff8dcab3ad095d
https://doi.org/10.26845/kjfs.2023.4.52.2.301
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3
Akademický článek
Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea.
Autor: Hyuk Choe1, Bong-Chan Kho1, Stulz, René M.2 stulz@cob.osu.edu
Publikováno v: Review of Financial Studies. Fall2005, Vol. 18 Issue 3, p795-829. 35p.
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5
Who Drive the Rise and Fall of the Bubbles in Korean Stock Market?
Autor: Jin-Woo Kim, Bong-Chan Kho
Publikováno v: Journal of Derivatives and Quantitative Studies. 25:591-622
In this paper, we analyze the trading patterns of investors around the bubble events selected for stocks traded in Korean Stock Market from 1999 to 2013, whose holding period returns exceed 200% for 250 trading days prior to the event and then drop s
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a4616df82057a65001404fae8dba5dd5
https://doi.org/10.1108/jdqs-04-2017-b0004
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8
Price and Volume Effects Associated with ELW Issuance in Korea
Autor: Bong-Chan Kho, Jin-Woo Kim
Publikováno v: Journal of Derivatives and Quantitative Studies. 24:1-30
The option pricing model of Black and Scholes (1973) shows that an option contract is redundant in a complete market as it can be completely replicated by its underlying assets and risk free assets. However, in a real world of incomplete markets, man
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::fc5597c76a2772d2066cb275840c1f57
https://doi.org/10.1108/jdqs-01-2016-b0001
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9
What Factors Drive Global Stock Returns?
Autor: Bong-Chan Kho, George Andrew Karolyi, Kewei Hou
Publikováno v: Review of Financial Studies. 24:2527-2574
Using monthly returns for over 27,000 stocks from 49 countries over a three-decade period, we show that a multifactor model that includes factor-mimicking portfolios based on momentum and cash flow-to-price captures significant time-series variation
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b21d15971c835d16930d1ae63ad313a7
https://doi.org/10.1093/rfs/hhr013
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10
Style Analysis and Its Application of Domestic Mutual Funds
Autor: Bong Chan Kho, Uk Chang, Youngsoo Choi
Publikováno v: Journal of Derivatives and Quantitative Studies. 19:91-120
We illustrate empirically the use of return-based style analysis for domestic stock funds. We search the optimal style model according to the tracking errors, investigate the consistency of the fund style for the optimally selected model, and finally
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6625f0c8e36dcf66abab66460a6b8e72
https://doi.org/10.1108/jdqs-01-2011-b0004
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