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In, Francis Haeuck's
Scholarly Papers
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Total
Downloads
4,698 |
Total
Citations
20 |
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1.
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Kim, Sangbae
Kyungpook National University - School of Business Administartion In, Francis Haeuck
Monash University - Department of Accounting and Finance
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937
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2.
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Kang, Byoung Uk
The Hong Kong Polytechnic University - School of Accounting and Finance In, Francis Haeuck
Monash University - Department of Accounting and Finance Kim, Tong Suk
Korea Advanced Institute of Science and Technology (KAIST)
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629
(18,630)
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Credit default swap, Credit Spread, Emerging market, International linkages, Price discovery
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3.
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Hwang, Inchang
New York University Stern School of Business In, Francis Haeuck
Monash University - Department of Accounting and Finance Kim, Tong Suk
Korea Advanced Institute of Science and Technology (KAIST)
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586
(20,608)
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Financial contagion, U.S. subprime crisis, Dynamic conditional correlation generalized autoregressive conditionally heteroskedastic (DCC-GARCH) model,Sovereign ratings, International stock markets
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4.
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Kim, Sangbae
Kyungpook National University - School of Business Administartion In, Francis Haeuck
Monash University - Department of Accounting and Finance
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421
(31,832)
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Asset pricing, Fama-French Three-factor model, Multiscaling approach
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5.
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Kang, Byoung Uk
The Hong Kong Polytechnic University - School of Accounting and Finance In, Francis Haeuck
Monash University - Department of Accounting and Finance Kim, Gunky
Monash University - Faculty of Business and Economics Kim, Tong Suk
Korea Advanced Institute of Science and Technology (KAIST)
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01 Feb 08
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Last Revised:
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03 Nov 12
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337
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Hedge Funds, Investment Horizon Effect, Nonlinear Dependence, Tail Dependence, Copulas, Filtered Historical Simulation
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6.
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In, Francis Haeuck
Monash University - Department of Accounting and Finance Cui, Jin
Monash University - Department of Accounting and Finance Mahraj, Ann
Monash University - Department of Econometrics & Business Statistics
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24 Sep 08
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Last Revised:
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13 Oct 08
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303
(47,504)
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Subprime crisis, Term Auction Facility, LIBOR-OIS spread, Commercial paper spread, Jumbo spread
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7.
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Sadique, Shibley
Monash University - Department of Accounting and Finance In, Francis Haeuck
Monash University - Department of Accounting and Finance Veeraraghavan, Madhu
Monash University – Department of Accounting and Finance and Corporate Finance Cluster
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17 Apr 08
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Last Revised:
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18 May 08
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277
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Earnings press release, Spin in earnings information, Tone, Stock market reaction
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8.
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Brown, Stephen J.
New York University - Stern School of Business Kang, MaengSoo
Sogang Business School In, Francis Haeuck
Monash University - Department of Accounting and Finance Lee, Gunhee
Sogang Business School
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217
(68,699)
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3
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Performance Measure, Performance Manipulation, Return Smoothing, Doubt Ratio, Madoff
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9.
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In, Francis Haeuck
Monash University - Department of Accounting and Finance Kim, Sangbae
Kyungpook National University - School of Business Administartion Gencay, Ramazan
Simon Fraser University
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182
(82,205)
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Asset allocation, value stocks, growth stocks, investment horizon, wavelet analysis
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10.
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In, Francis Haeuck
Monash University - Department of Accounting and Finance Sadique, Shibley
Monash University - Department of Accounting and Finance Veeraraghavan, Madhu
Monash University – Department of Accounting and Finance and Corporate Finance Cluster
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172
(86,304)
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1
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Earnings press release, Media coverage of earnings information, Bias in earnings information, Stock market reaction
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11.
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Cui, Jin
Monash University In, Francis Haeuck
Monash University - Department of Accounting and Finance Maharaj, Elizabeth Ann
Monash University
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170
(87,276)
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subprime crisis, Libor-OIS spreads, Libor-OIS spreads determinants, credit risk, liquidity risk, banking system risk
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12.
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Ji, Philip
Monash University - Department of Accounting and Finance In, Francis Haeuck
Monash University - Department of Accounting and Finance
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27 Aug 09
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Last Revised:
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25 Apr 11
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119
(118,614)
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Subprime mortgage crisis, LIBOR-OIS spreads, Vector autoregressive model, Cointegration, Vector error correction
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13.
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Sadique, Shibely
Monash University In, Francis Haeuck
Monash University - Department of Accounting and Finance Veeraraghavan, Madhu
Monash University – Department of Accounting and Finance and Corporate Finance Cluster
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116
(121,038)
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Optimistic bias, firm characteristics, investor reaction
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14.
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Kang, Byoung Uk
The Hong Kong Polytechnic University - School of Accounting and Finance In, Francis Haeuck
Monash University - Department of Accounting and Finance Kim, Tong Suk
Korea Advanced Institute of Science and Technology (KAIST)
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| Posted: |
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05 Apr 12
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Last Revised:
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06 Feb 13
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88
(147,078)
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Asset pricing, Timescale betas, Cross section of stock returns, Fama-French factors, Wavelets
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15.
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Sadique, Shibley
Monash University - Department of Accounting and Finance In, Francis Haeuck
Monash University - Department of Accounting and Finance Veeraraghavan, Madhu
Monash University – Department of Accounting and Finance and Corporate Finance Cluster Wachtel, Paul
New York University - Stern School of Business
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48
(203,771)
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Beige Book, Tone
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16.
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In, Francis Haeuck
Monash University - Department of Accounting and Finance Fang, Victor
Monash University - Department of Accounting and Finance Brown, Rob L.
University of Melbourne - Department of Finance
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35
(230,461)
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17.
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Brown, Stephen J.
New York University - Stern School of Business Hwang, Inchang
New York University Stern School of Business In, Francis Haeuck
Monash University - Department of Accounting and Finance Kim, Tong Suk
Korea Advanced Institute of Science and Technology (KAIST)
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| Posted: |
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01 Apr 13
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Last Revised:
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06 May 13
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34
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1
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hedge fund, systemic risk, cross-section of expected returns
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18.
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Batten, Jonathan A.
Hong Kong University of Science & Technology (HKUST) - Department of Finance In, Francis Haeuck
Monash University - Department of Accounting and Finance Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
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25
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19.
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LU, XINSHENG
affiliation not provided to SSRN In, Francis Haeuck
Monash University - Department of Accounting and Finance KOU, MINGTING
affiliation not provided to SSRN
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2
(335,378)
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20.
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Batten, Jonathan A.
Hong Kong University of Science & Technology (HKUST) - Department of Finance In, Francis Haeuck
Monash University - Department of Accounting and Finance Kim, Sangbae
Kyungpook National University - School of Business Administartion
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Long-run relationship, Expectations Hypothesis, Japanese yen Eurobonds, Canonical Cointegrating Regression, GARCH
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