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Byoung‐Kyu Min · Study

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Byoung‐Kyu Min

7 works· latest 2019· 3 institutionscluster: provisional

h-index7

i107

Citations198

Works here7

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Most cited in this library

Macroeconomic risk and the cross-section of stock returns2011 · 54 citations
Momentum and downside risk2016 · 28 citations
Future labor income growth and the cross-section of equity returns2010 · 28 citations
Why Has the Size Effect Disappeared?2015 · 26 citations
Time-varying expected momentum profits2014 · 22 citations

Works

7 shown

Dispersion of beliefs, ambiguity, and the cross-section of stock returns

Journal of Empirical Finance·2019·3 authors

21citations

Momentum and downside risk

Journal of Banking & Finance·2016·2 authors

28citations

The Financial Performance of Socially Responsible Investments: Insights from the Intertemporal CAPM

Journal of Business Ethics·2015·4 authors·Open access

19citations

Why Has the Size Effect Disappeared?

Journal of Banking & Finance·2015·1 author·Open access

26citations

Time-varying expected momentum profits

Journal of Banking & Finance·2014·4 authors·Open access

22citations

Macroeconomic risk and the cross-section of stock returns

Journal of Banking & Finance·2011·4 authors

54citations

Future labor income growth and the cross-section of equity returns

Journal of Banking & Finance·2010·3 authors

28citations