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Publications

by alumni of

Department of Finance
Leeds School of Business
University of Colorado
Boulder, Colorado (United States)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Journal articles | Chapters |

Journal articles

2024

  1. Moonsoo Kang, 2024. "The effect of corporate investment on market frictions: implication for the stock price delay premium," Applied Economics Letters, Taylor & Francis Journals, vol. 31(10), pages 940-947, June.

2023

  1. Moonsoo Kang, 2023. "ETFs and information asymmetry of underlying securities: evidence on the volume-conditioned return autocorrelation," Applied Economics, Taylor & Francis Journals, vol. 55(46), pages 5434-5450, October.

2021

  1. Moonsoo Kang & K. G. Viswanathan & Nancy A. White & Edward J. Zychowicz, 2021. "Sustainability efforts, index recognition, and stock performance," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 120-132, March.
  2. Moonsoo Kang & K. G. Viswanathan & Nancy A. White & Edward J. Zychowicz, 2021. "Correction to: Sustainability efforts, index recognition, and stock performance," Journal of Asset Management, Palgrave Macmillan, vol. 22(2), pages 151-151, March.

2019

  1. Moonsoo Kang & Joshua Krausz & Kiseok Nam, 2019. "The intertemporal risk-Return relation, investor behavior, and technical trading profits: evidence from the G-7 countries," The European Journal of Finance, Taylor & Francis Journals, vol. 25(8), pages 780-798, May.

2018

  1. Kang, Moonsoo & Khaksari, S. & Nam, Kiseok, 2018. "Corporate investment, short-term return reversal, and stock liquidity," Journal of Financial Markets, Elsevier, vol. 39(C), pages 68-83.
  2. Moonsoo Kang & Wei Wang & Ying Xiao, 2018. "Market Imperfections, Macroeconomic Conditions, and Capital Structure Dynamics: A Cross-Country Study," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(1), pages 234-254, January.

2017

  1. Kang, Moonsoo & Wang, Wei & Eom, Chanyoung, 2017. "Corporate investment and stock liquidity: Evidence on the price impact of trade," Review of Financial Economics, Elsevier, vol. 33(C), pages 1-11.
  2. Nam, Kiseok & Khaksari, Shahriar & Kang, Moonsoo, 2017. "Trend in aggregate idiosyncratic volatility," Review of Financial Economics, Elsevier, vol. 35(C), pages 11-28.

2015

  1. Moonsoo Kang & Kiseok Nam, 2015. "Informed trade and idiosyncratic return variation," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 551-572, April.

2014

  1. Moonsoo Kang & Bong-Soo Lee, 2014. "Order Flows and Stock Returns: Compensation for Market Makers with Inventory Concerns," The Financial Review, Eastern Finance Association, vol. 49(3), pages 511-538, August.

2010

  1. Kang, Moonsoo, 2010. "Probability of information-based trading and the January effect," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2985-2994, December.

Chapters

2022

  1. Moonsoo Kang & K. G. Viswanathan & Nancy A. White & Edward J. Zychowicz, 2022. "Sustainability Efforts, Index Recognition, and Stock Performance," Springer Books, in: Marielle de Jong & Dan diBartolomeo (ed.), Risks Related to Environmental, Social and Governmental Issues (ESG), pages 45-57, Springer.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.