Moonsoo Kang

CUNY Brooklyn College

Assistant Professor

2900 Bedford Avenue

Brooklyn, NY 11210

United States

SCHOLARLY PAPERS

8

DOWNLOADS

507

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (8)

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 CUNY Brooklyn College
Downloads 91 (295,526)

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

2.

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 89 (299,653)

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Stock Liquidity, Corporate Investment, Financial Constraints

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 80 (319,808)

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Corporate Investment, Short-Term Reversal, Stock Liquidity

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 77 (330,336)

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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
CUNY Brooklyn College and Florida State University
Downloads 1 (714,856)
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order flows, stock returns, market maker, inventory concerns

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 76 (329,537)

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

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 CUNY Brooklyn College
Downloads 46 (421,247)

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Idiosyncratic Return Volatility, Price Interaction, Small Firm Effect

7.

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 26 (511,128)

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Informed trade, firm-specific return variation, PIN

8.

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 21 (540,576)

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