Moonsoo Kang

Frostburg State University

Assistant Professor

Frostburg, MD 21532

United States

SCHOLARLY PAPERS

6

DOWNLOADS

296

CITATIONS
Rank 40,134

SSRN RANKINGS

Top 40,134

in Total Papers Citations

4

Scholarly Papers (6)

1.

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 Frostburg State University
Downloads 80 (239,180)

Abstract:

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

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
Frostburg State University and Florida State University
Downloads 70 (275,214)

Abstract:

Order flow, Market maker, Inventory concerns

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

Financial Review, Vol. 49, Issue 3, pp. 511-538, 2014
Number of pages: 28 Posted: 26 Jul 2014
Moonsoo Kang and Bong‐Soo Lee
Frostburg State University and Florida State University
Downloads 1 (563,698)
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Abstract:

order flows, stock returns, market maker, inventory concerns

3.

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
Frostburg State University
Downloads 40 (305,338)
Citation 4

Abstract:

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

4.

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
Frostburg State University and Suffolk University - Department of Finance
Downloads 13 (427,416)

Abstract:

Informed trade, firm-specific return variation, PIN

5.

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
Frostburg State University, Cleveland State University and Hanyang University Business School - Department of Finance
Downloads 0 (389,687)

Abstract:

Stock Liquidity, Corporate Investment, Financial Constraints

6.

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 Frostburg State University
Downloads 0 (389,687)

Abstract:

Idiosyncratic Return Volatility, Price Interaction, Small Firm Effect