Minsoo Kim

University of Melbourne

Melbourne

Australia

http://https://www.minsookim.net/

  • University of Melbourne

SCHOLARLY PAPERS

4

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1,095

TOTAL CITATIONS

1

Scholarly Papers (4)

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1.

Fund Flows, Liquidity, and Asset Prices

Number of pages: 102 Posted: 26 Mar 2019 Last Revised: 05 May 2025
Minsoo Kim
University of Melbourne
Downloads 498 (123,200)

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Liquidity risk, Fund flow risk, Forced sales, Liquidity management, Corporate bond mutual funds, Corporate bond returns

2.

Hidden Duration: Interest Rate Derivatives in Fixed Income Funds

Number of pages: 58 Posted: 20 Dec 2023
Jaewon Choi, Minsoo Kim and Oliver Randall
Seoul National University - Department of Economics, University of Melbourne and University of Melbourne - Department of Finance
Downloads 298 (219,997)

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Derivatives, Interest Rates, Fixed Income Funds, Leverage, Duration

3.

Liquidity Shocks and Pension Fund Performance: Evidence From Early Access

Number of pages: 36 Posted: 14 Jan 2021 Last Revised: 30 Aug 2022
James Brugler, Minsoo Kim and Zhuo Zhong
University of Melbourne - Department of Finance, University of Melbourne and University of Melbourne - Department of Finance
Downloads 229 (287,163)
Citation 1

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Expectations, Fund Flows, Pension Funds, Fund Performance, Liquidity Management, Natural Experiment

4.

Short of Cash? Convex Corporate Bond Selling By Mutual Funds and Price Fragility

Number of pages: 57 Posted: 25 Oct 2023
Minsoo Kim and Oliver Randall
University of Melbourne and University of Melbourne - Department of Finance
Downloads 70 (712,319)

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Cash Shortfall, Trading by Mutual Funds, Corporate Bonds, Liquidity Management, Price Pressure, Fund Flows, Pecking Order