Seongman Moon

Universidad Carlos III de Madrid - Department of Economics

Assistant Professor

Calle Madrid 126

Getafe, 28903

Spain

SCHOLARLY PAPERS

7

DOWNLOADS

370

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

Refundability and Price: Empirical Analysis on the Airline Industry

Number of pages: 33 Posted: 24 Sep 2010 Last Revised: 15 Mar 2011
Makoto Watanabe and Seongman Moon
VU University Amsterdam, Tinbergen Institute and Universidad Carlos III de Madrid - Department of Economics
Downloads 146 (209,916)
Citation 1

Abstract:

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Price discrimination, Refundability, Competition, Airline industry

2.

The Forward Discount Puzzle: Identification of Economic Assumptions

Number of pages: 50 Posted: 23 Jan 2011
Seongman Moon and Carlos Velasco
Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid - Department of Economics
Downloads 83 (312,936)
Citation 4

Abstract:

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3.

On the Properties of Regression Tests of Asset Return Predictability

Number of pages: 33 Posted: 24 Sep 2010 Last Revised: 15 Mar 2011
Carlos Velasco and Seongman Moon
Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid - Department of Economics
Downloads 62 (367,815)

Abstract:

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t-test, conditional test, Q-test, predictive regression, regressor persistence, contemporaneous correlation

4.

Predictability Tests for the Expectations Hypothesis in the Presence of MA Disturbances

Number of pages: 44 Posted: 07 Nov 2009 Last Revised: 16 Mar 2011
Seongman Moon and Carlos Velasco
Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid - Department of Economics
Downloads 27 (505,485)
Citation 1

Abstract:

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Expectations hypothesis, excess returns, MA disturbances, variance ratio test, Box-Pierce test, Fama-French test, pooled method, minimum/maximum method

5.

Are Foreign Excess Returns Always Predictable? Expectations Errors Revisited

Number of pages: 40 Posted: 13 Mar 2010
Carlos Velasco and Seongman Moon
Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid - Department of Economics
Downloads 23 (528,477)

Abstract:

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6.

Profits in (Partial) Equilibrium and (General) Disequilibrium

Number of pages: 22 Posted: 06 Sep 2012 Last Revised: 19 Oct 2013
Seong-Hoon Kim and Seongman Moon
Yonsei University at Wonju and Universidad Carlos III de Madrid - Department of Economics
Downloads 19 (552,920)

Abstract:

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Walras' Law, Input-Output, Sectoral Disequilibria, Profits

7.

Risk Channels of Pricing and Production: A Model of Inertial Prices and Cyclical Markups

Number of pages: 35 Posted: 21 Oct 2012
Seong-Hoon Kim and Seongman Moon
Yonsei University at Wonju and Universidad Carlos III de Madrid - Department of Economics
Downloads 10 (610,794)

Abstract:

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newsvendor, risk channels, cost channel, hedging channel, offer curve, hedge curve, price inertia, markups, cyclicality