Sangheon Shin

Affiliation not provided to SSRN
SCHOLARLY PAPERS

6

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887

CITATIONS
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Top 36,337

in Total Papers Citations

14

Scholarly Papers (6)

1.

Exchange-Traded Funds, Persistence in Tracking Errors and Information Dissemination

Journal of Multinational Financial Management, Vol. 20, Nos. 4-5, 2010
Number of pages: 35 Posted: 30 Jul 2011
Sangheon Shin and Gokce Soydemir
affiliation not provided to SSRN and California State University, Stanislaus
Downloads 372 (78,595)

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Exchange-Traded Funds,Tracking Errors, Persistence

2.

Dynamic Exposure of Hedge Funds to the Changes in the Risk Factors

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 65 Posted: 30 Sep 2012 Last Revised: 22 Jan 2013
Sangheon Shin, Jan Smolarski and Gokce Soydemir
affiliation not provided to SSRN, University of Texas Rio Grande Valley (UTRGV) (Formerly University of Texas-Pan American) - College of Business Administration and California State University, Stanislaus
Downloads 151 (193,230)
Citation 1

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Hedge Funds, Risk Factor, Performance, Capital Asset Pricing Model, Instant History Bias, Survivorship Bias

3.

Hedge Funds, Fund Attributes and Risk Adjusted Returns

Number of pages: 28 Posted: 29 Jul 2011 Last Revised: 01 Aug 2011
Gokce Soydemir, Jan Smolarski and Sangheon Shin
California State University, Stanislaus, University of Texas Rio Grande Valley (UTRGV) (Formerly University of Texas-Pan American) - College of Business Administration and affiliation not provided to SSRN
Downloads 150 (194,269)
Citation 1

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Hedge Funds, Hurdle Rates, High-Watermarks

4.

For Whom Hurdle Rate and High-Watermark Exist?

Number of pages: 37 Posted: 30 Sep 2012
Sangheon Shin, Jan Smolarski and Gokce Soydemir
affiliation not provided to SSRN, University of Texas Rio Grande Valley (UTRGV) (Formerly University of Texas-Pan American) - College of Business Administration and California State University, Stanislaus
Downloads 122 (228,803)

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Hedge Funds Performance and Attributes, Hurdle rate, High-watermark, Performance Fee, Lockup Month

5.

Time-Varying International Equity Market Integration: Evidence from Market Price of Exchange-Traded Funds

Number of pages: 27 Posted: 28 Jul 2011
Sangheon Shin
affiliation not provided to SSRN
Downloads 64 (343,229)

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Stock market integration, Exchange-traded funds, Rolling cointegration analysis International equity markets, Error correction terms

6.

Which Top Managements are Paid More? Commercial Banks vs. Security Brokers & Dealers

International Journal of Services and Standards, Vol. 6, No. 2, 2010
Number of pages: 23 Posted: 29 Jul 2011 Last Revised: 05 Aug 2011
Sangheon Shin and Joo Jung
affiliation not provided to SSRN and University of Texas-Pan American - College of Business Administration
Downloads 28 (474,379)

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top management, performance, compensation, services, standards