Hun Y. Park

University of Illinois at Urbana-Champaign - Department of Finance

Associate Professor

1206 South Sixth Street

Urbana, IL 61820

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 17,157

SSRN RANKINGS

Top 17,157

in Total Papers Downloads

2,791

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (5)

1.

Post-Merger Corporate Performance in Japan

Number of pages: 33 Posted: 16 Mar 2002
Xavier University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance, KAIST (Korea Advanced Institute of Science and Technology) - College of Business and Waseda University, Graduate School of Business and Finance
Downloads 1,360 (13,580)

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Diversification; Post-Merger Performance; Japanese Keiretsu

2.

The Value of Corporate Diversification: Evidence from Post-Merger Performance in Japan

AFA 2003 Washington, DC Meetings
Number of pages: 33 Posted: 28 Oct 2002
Xavier University - Department of Finance, University of Illinois at Urbana-Champaign - Department of Finance, KAIST (Korea Advanced Institute of Science and Technology) - College of Business and Waseda University, Graduate School of Business and Finance
Downloads 884 (25,886)
Citation 7

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3.

Temporal Price Relation between Stock and Option Markets and a Bias of Implied Volatility in Option Prices

OFOP Paper No. 99-07
Number of pages: 25 Posted: 28 Aug 2000
Phelim P. Boyle, Seokgu Byoun and Hun Y. Park
Wilfrid Laurier University - School of Business & Economics, University of South Carolina - Darla Moore School of Business and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 547 (49,412)

Abstract:

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4.

Expectations Hypothesis of the Term Structure of Implied Volatility: Evidence from Foreign Currency and Stock Index Options

Journal of Financial Econometrics, Vol. 1, No. 1, pp. 126-151, 2003
Posted: 29 Feb 2008
Soku Byoun, Chuck C.Y. Kwok and Hun Y. Park
Baylor University, University of South Carolina - Darla Moore School of Business and University of Illinois at Urbana-Champaign - Department of Finance

Abstract:

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expectations hypothesis, implied volatility, stochastic volatility, term structure

5.

Implied Volatility in Option Prices and the Lead-Lag Relation between Stock and Option Prices

OFOR Working Paper Number 94-01
Posted: 20 Dec 1998
Hun Y. Park and Phelim P. Boyle
University of Illinois at Urbana-Champaign - Department of Finance and Wilfrid Laurier University - School of Business & Economics

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