KiHoon Jimmy Hong

Hongik University

Assistant Professor

Mapogu

94

Seoul, Seoul 121

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

3

DOWNLOADS

40

CITATIONS

0

Scholarly Papers (3)

1.

Can Momentum Factors Be Used to Enhance Accounting Information Based Fundamental Analysis in Explaining Stock Price Movements?

Number of pages: 40 Posted: 06 Mar 2014
KiHoon Jimmy Hong and Eliza Wu
Hongik University and The University of Sydney - Business School
Downloads 1 (342,966)

Abstract:

Stock Returns, Fundamental Analysis, Momentum, State Space Model

2.

Analytical Method of Computing Stressed Value-at-Risk with Conditional Value-at-Risk

Journal of Risk, Forthcoming
Number of pages: 22 Posted: 14 Dec 2016
KiHoon Jimmy Hong
Hongik University
Downloads 0 (532,720)

Abstract:

conditional risk, conditional value-at-risk (CoVaR), delta-normal method, stressed value-at-risk (SVaR), risk management

3.

Capturing the Impact of Unobserved Sector‐Wide Shocks on Stock Returns with Panel Data Model

Economic Record, Vol. 91, Issue 295, pp. 495-508, 2015
Number of pages: 14 Posted: 09 Dec 2015
KiHoon Jimmy Hong, Bin Peng and Xiaohui Zhang
Hongik University, University of Technology, Sydney and Murdoch University
Downloads 0 (532,720)

Abstract: