Minsoo Kim

University of Melbourne

Melbourne

Australia

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

SCHOLARLY PAPERS

4

DOWNLOADS

694

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Fund Flows, Liquidity, and Asset Prices

Number of pages: 94 Posted: 26 Mar 2019 Last Revised: 20 Feb 2024
Minsoo Kim
University of Melbourne
Downloads 373 (144,288)

Abstract:

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Fund flow risk; Liquidity risk; Aggregate fund flows; Corporate bonds; Cross-section; Intermediary asset pricing; Hedging demand; Liquidity management

2.

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 200 (272,499)

Abstract:

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

3.

Hidden Duration: Interest Rate Derivatives in Fixed Income Funds

Number of pages: 57 Posted: 20 Dec 2023
Jaewon Choi, Minsoo Kim and Oliver Randall
University of Illinois at Urbana-Champaign - Department of Finance, University of Melbourne and University of Melbourne - Department of Finance
Downloads 90 (510,230)

Abstract:

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

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 31 (825,138)

Abstract:

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