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Cho, Sungjun's
Scholarly Papers
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Aggregate Statistics |
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Downloads
399 |
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Citations
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1.
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Cho, Sungjun
Manchester Business School
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12 Feb 09
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Last Revised:
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11 May 12
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190
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New-Keynesian ICAPM, Return Anomalies, Capital Market Imperfections, Misspecification-Robust Inference
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2.
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What Drives Stochastic Risk Aversion
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Cho, Sungjun
Manchester Business School
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Posted:
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13 Feb 09
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Last Revised:
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23 Apr 11
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115
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Cho, Sungjun
Manchester Business School
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25
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Time-varying Relative Risk Aversion, Hedging Components, Return Predictability, the Value Premium; Nonlinear State-Space Model with GARCH
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Cho, Sungjun
Manchester Business School
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13 Feb 09
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Last Revised:
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23 Apr 11
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90
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Time-varying Relative Risk Aversion; ICAPM; Nonlinear State-Space Model with GARCH
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3.
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Cho, Sungjun
Manchester Business School
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16 Jan 12
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Last Revised:
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13 May 12
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48
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Monetary Policy, Capital Market Imperfections, the Size and Value Premium, Momentum Premium, Misspecification-Robust Inference
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4.
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Cho, Sungjun
Manchester Business School
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08 Dec 11
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Last Revised:
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04 Jul 12
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24
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Time-varying Risk-Return Tradeoff and Hedging Coefficient, ICAPM
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5.
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Cho, Sungjun
Manchester Business School
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08 Dec 11
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Last Revised:
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30 Jun 12
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22
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The Size Premium, Volatility Regime Switching, Capital Market Imperfections
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