Abby Kim

Securities and Exchange Commission

Financial Economist

100 F Street NE

Washington, DC 20549

United States

SCHOLARLY PAPERS

4

DOWNLOADS

608

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Political Uncertainty and Firm Disclosure

Vanderbilt Owen Graduate School of Management Research Paper
Number of pages: 68 Posted: 17 Jul 2017 Last Revised: 12 Feb 2019
Texas Christian University - M.J. Neeley School of Business, Securities and Exchange Commission and Vanderbilt University - Finance
Downloads 439 (65,652)
Citation 3

Abstract:

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Political Uncertainty, Information Environment, Information Asymmetry, Voluntary Disclosure, Mandatory Disclosure

2.

Does Futures Speculation Destabilize Commodity Markets?

Journal of Futures Markets, Volume 35, Issue 8, pages 696-714, August 2015
Number of pages: 68 Posted: 06 Jun 2014 Last Revised: 08 Mar 2016
Abby Kim
Securities and Exchange Commission
Downloads 142 (206,113)

Abstract:

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Commodity prices; Futures market; Liquidity; Speculation

3.

The Value of Firms’ Voluntary Commitment to Improve Transparency: The Case of Special Segments on Euronext

Journal of Corporate Finance, Vol. 25, 2014
Number of pages: 47 Posted: 12 Jun 2012 Last Revised: 05 Jun 2014
Abby Kim
Securities and Exchange Commission
Downloads 27 (486,578)

Abstract:

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Disclosure; Transparency; Firm value; Liquidity

4.

Time Series Momentum and Volatility Scaling

Journal of Financial Markets, Forthcoming
Posted: 02 Jun 2016
Abby Kim, Yiuman Tse and John K. Wald
Securities and Exchange Commission, University of Missouri at Saint Louis and University of Texas at San Antonio

Abstract:

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momentum, futures pricing, international asset allocation