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Byoung Uk Kang · Study

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Byoung Uk Kang

3 works· latest 2017· 1 institutionscluster: provisionalORCID 0000-0001-9147-863X

h-index3

i103

Citations92

Works here3

10

16

17

Most cited in this library

Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion?2016 · 45 citations
A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market2010 · 30 citations
Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors2017 · 17 citations

Works

3 shown

Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors

Journal of Empirical Finance·2017·3 authors·Open access

17citations

Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion?

Review of Financial Studies·2016·1 author

45citations

A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market

Journal of Financial and Quantitative Analysis·2010·4 authors·Open access

30citations