Soon-Ho Kim

Korea University Business School (KUBS)

Anam-Dong, Seongbuk-Gu

Seoul 136-701, 136701

Korea

SCHOLARLY PAPERS

3

DOWNLOADS

594

SSRN CITATIONS

3

CROSSREF CITATIONS

6

Scholarly Papers (3)

1.

Pricing of Liquidity Risks: Evidence from Multiple Liquidity Measures

Published at the Journal of Empirical Finance, Vol. 25, 112-133, 2014
Number of pages: 45 Posted: 25 Dec 2011 Last Revised: 05 Mar 2014
Soon-Ho Kim and Kuan-Hui Lee
Korea University Business School (KUBS) and Seoul National University Business School
Downloads 291 (105,012)

Abstract:

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liquidity, liquidity-adjusted capital asset pricing model, liquidity measure, principal component analysis

2.

Investor Sentiment from Internet Message Postings and Predictability of Stock Returns

Number of pages: 52 Posted: 12 Apr 2014 Last Revised: 10 Dec 2014
Soon-Ho Kim and Dongcheol Kim
Korea University Business School (KUBS) and Korea University Business School
Downloads 185 (164,313)
Citation 4

Abstract:

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Investor sentiment, Return predictability, Internet posting messages, Text classification, Volatility, Trading volume

3.

Evaluating Asset Pricing Models in the Korean Stock Market

Pacific-Basin Finance Journal, Vol. 20, No. 2, 2012
Number of pages: 43 Posted: 18 Jan 2014
Soon-Ho Kim, Dongcheol Kim and Hyun-Soo Shin
Korea University Business School (KUBS), Korea University Business School and Korea University Business School (KUBS)
Downloads 118 (237,857)

Abstract:

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Pricing performance, Asset pricing models, CAPM, APT, Consumption-based CAPM, Intertemporal CAPM, Korean stock markets