Moonsoo Kang

CUNY Brooklyn College

Assistant Professor

2900 Bedford Avenue

Brooklyn, NY 11210

United States

SCHOLARLY PAPERS

14

DOWNLOADS

1,139

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (14)

1.

Corporate Investment and Stock Liquidity: Evidence on the Price Impact of Trade

Review of Financial Economics, Forthcoming
Number of pages: 42 Posted: 09 Feb 2017
Moonsoo Kang, Wei Wang and Chanyoung Eom
CUNY Brooklyn College, Cleveland State University and Hanyang University Business School - Department of Finance
Downloads 155 (336,355)
Citation 1

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Stock Liquidity, Corporate Investment, Financial Constraints

2.

Sustainability Efforts, Index Recognition, and Stock Performance

Journal of Asset Management volume 22, pages120–132 (2021)
Number of pages: 34 Posted: 29 Jan 2021 Last Revised: 10 Aug 2021
CUNY Brooklyn College, Hofstra University - Department of Finance, affiliation not provided to SSRN and Hofstra University - Department of Finance
Downloads 149 (347,285)

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Sustainable Investing, ESG, Stock Performance, Institutional Ownership, Short Sales

3.

Corporate Investment, Short-Term Return Reversal, and Stock Liquidity

Journal of Financial Markets, Forthcoming
Number of pages: 52 Posted: 28 Feb 2018
Moonsoo Kang, Shahriar Khaksari and Kiseok Nam
CUNY Brooklyn College, Suffolk University - Sawyer School of Management and Suffolk University - Department of Finance
Downloads 131 (384,139)

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Corporate Investment, Short-Term Reversal, Stock Liquidity

4.

Does More Informed Trading Necessarily Lead to Higher Expected Returns?

Number of pages: 53 Posted: 23 Mar 2009
Eric N. Hughson and Moonsoo Kang
Claremont McKenna College - Robert Day School of Economics and Finance and CUNY Brooklyn College
Downloads 118 (415,738)

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Informed Trading, Asset Pricing, Information Transmission, Information Risk, Information Uncertainty

5.

Probability of Information-Based Trading and the January Effect

Journal of Banking and Finance, Vol. 34, No. 12, 2010
Number of pages: 37 Posted: 19 Mar 2010 Last Revised: 16 Dec 2013
Moonsoo Kang
CUNY Brooklyn College
Downloads 107 (449,640)

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Probability of Information-based Trading (PIN), January effect, Institutional investor

6.

Order Flows and Stock Returns: Compensation for Market Makers with Inventory Concerns

Financial Review, Forthcoming
Number of pages: 36 Posted: 16 Mar 2011 Last Revised: 15 Jul 2014
Moonsoo Kang and Bong‐Soo Lee
CUNY Brooklyn College and Florida State University
Downloads 106 (452,683)

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Order flow, Market maker, Inventory concerns

7.

Trend in Aggregate Idiosyncratic Volatility

Review of Financial Economics, Forthcoming
Number of pages: 48 Posted: 09 Nov 2016
Kiseok Nam, Shahriar Khaksari and Moonsoo Kang
Suffolk University - Department of Finance, Suffolk University - Sawyer School of Management and CUNY Brooklyn College
Downloads 77 (551,098)

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Idiosyncratic Return Volatility, Price Interaction, Small Firm Effect

8.

The Impact of Informed Trade on Firm-Specific Return Variation

Review of Quantitative Finance and Accounting 44 (3), 551-572, 2015
Number of pages: 36 Posted: 18 Sep 2013 Last Revised: 27 Feb 2017
Moonsoo Kang and Kiseok Nam
CUNY Brooklyn College and Suffolk University - Department of Finance
Downloads 74 (567,966)

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Informed trade, firm-specific return variation, PIN

9.

ETFs and Information Asymmetry of Underlying Securities: Evidence on the Volume-Conditioned Return Autocorrelation

Applied Economics, forthcoming
Number of pages: 44 Posted: 24 Oct 2022 Last Revised: 16 May 2023
Moonsoo Kang
CUNY Brooklyn College
Downloads 57 (644,446)

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ETF, Information asymmetry, Volume-conditioned autocorrelation, ETF turnover

10.

Market Imperfections, Macroeconomic Conditions, and Capital Structure Dynamics: A Cross-Country Study

Emerging Markets Finance and Trade, Vol. 54, No. 1, 2018
Number of pages: 53 Posted: 29 Jun 2018
Moonsoo Kang, Wei Wang and Ying Xiao
CUNY Brooklyn College, Cleveland State University and University of Colorado at Boulder - Department of Finance
Downloads 51 (677,902)
Citation 1

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adjustment costs, capital structure, macroeconomic conditions, market imperfections, mechanical mean reversion, procyclicality, speed of adjustment

11.

The Effect of Corporate Investment on Market Frictions: Implication for the stock price delay premium

Applied Economics Letter, forthcoming
Number of pages: 56 Posted: 18 Nov 2021 Last Revised: 17 May 2023
Moonsoo Kang
CUNY Brooklyn College
Downloads 39 (754,896)

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Corporate Investment, Market Frictions, Stock Price Delay Premium

12.

Leverage, Debt Diversification, and Equity Returns

Number of pages: 41 Posted: 08 Dec 2023
Moonsoo Kang and Seungho Baek
CUNY Brooklyn College and City University of New York (CUNY) - Department of Finance
Downloads 30 (823,315)

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Leverage, Debt Diversification, Equity Returns, Financial Risk

13.

Yield Curve and Time-Varying Debt Structure

Number of pages: 68 Posted: 20 Nov 2023
Seungho Baek, Moonsoo Kang and Yilei Zhang
City University of New York (CUNY) - Department of Finance, CUNY Brooklyn College and University of North Carolina (UNC) at Charlotte
Downloads 23 (883,501)

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Debt Concentration, Debt Composition, Yield Curve, Expected Bankruptcy Costs

14.

Expected Returns and Informed Demand: Implication of two competing information effects

Number of pages: 21 Posted: 28 Sep 2021
Moonsoo Kang and Eric N. Hughson
CUNY Brooklyn College and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 22 (892,951)

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Informed Demand, Expected Returns, Information Risk, Information Transmission