Byeong-Je An

San Diego State University - Finance Department

5500 Campanile Drive

San Diego, CA 92182-8236

United States

  • San Diego State University - Finance Department

SCHOLARLY PAPERS

6

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Top 13,445

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7,266

TOTAL CITATIONS
Rank 5,593

SSRN RANKINGS

Top 5,593

in Total Papers Citations

57

Scholarly Papers (6)

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1.

The Joint Cross Section of Stocks and Options

Downloads 2,264 ( 5,626)
Citation 31

The Joint Cross Section of Stocks and Options

Georgetown McDonough School of Business Research Paper No. 2012-10
Number of pages: 142 Posted: 22 Feb 2012 Last Revised: 24 Mar 2014
Byeong-Je An, Andrew Ang, Turan G. Bali and Nusret Cakici
San Diego State University - Finance Department, BlackRock, Inc, Georgetown University - McDonough School of Business and Fordham university
Downloads 1,846 (18,292)
Citation 4

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implied volatility, risk premiums, predictability, short-term momentum

The Joint Cross Section of Stocks and Options

Netspar Discussion Paper No. 10/2013-032, Georgetown McDonough School of Business Research Paper
Number of pages: 69 Posted: 19 Oct 2013
Byeong-Je An, Andrew Ang, Turan G. Bali and Nusret Cakici
San Diego State University - Finance Department, BlackRock, Inc, Georgetown University - McDonough School of Business and Fordham university
Downloads 273 (221,159)
Citation 14

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implied volatility, risk premiums, predictability, short-term momentum

The Joint Cross Section of Stocks and Options

NBER Working Paper No. w19590
Number of pages: 96 Posted: 01 Nov 2013 Last Revised: 13 Jul 2023
Byeong-Je An, Andrew Ang, Turan G. Bali and Nusret Cakici
San Diego State University - Finance Department, BlackRock, Inc, Georgetown University - McDonough School of Business and Fordham university
Downloads 145 (397,646)
Citation 13

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2.

Mandatory vs. Voluntary ESG Disclosure, Efficiency, and Real Effects

Nanyang Business School Research Paper No. 22-41
Number of pages: 46 Posted: 06 Dec 2021 Last Revised: 20 Jul 2023
Cyrus Aghamolla and Byeong-Je An
Rice University and San Diego State University - Finance Department
Downloads 2,242 (13,667)
Citation 10

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ESG disclosure, voluntary disclosure, mandatory disclosure, ESG score, project choice, investment, real effects, efficiency.

3.

How Often Should You Take Tactical Asset Allocation Decisions?

Columbia Business School Research Paper No. 15-27
Number of pages: 39 Posted: 07 Mar 2015
Byeong-Je An, Andrew Ang and Pierre Collin-Dufresne
San Diego State University - Finance Department, BlackRock, Inc and Ecole Polytechnique Fédérale de Lausanne
Downloads 1,804 (19,286)
Citation 1

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market timing, return predictability, portfolio choice, dynamic asset allocation, time-varying policy portfolio, hedging demands

4.

Voluntary Disclosure with Evolving News

Journal of Financial Economics (JFE), Vol. 140, No. 1, 2021, Nanyang Business School Research Paper No. 20-06
Number of pages: 66 Posted: 20 Apr 2020 Last Revised: 17 Dec 2021
Cyrus Aghamolla and Byeong-Je An
Rice University and San Diego State University - Finance Department
Downloads 362 (165,500)
Citation 12

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Voluntary disclosure, evolving information, dynamic disclosure, communication, return skewness.

5.

Missing the Target? Retirement Expectations and Target Date Funds

Downloads 342 (176,116)
Citation 1

Missing the Target? Retirement Expectations and Target Date Funds

Nanyang Business School Research Paper No. 22-40
Number of pages: 79 Posted: 17 Dec 2021 Last Revised: 22 Mar 2024
Byeong-Je An and Kunal Sachdeva
San Diego State University - Finance Department and University of Michigan, Stephen M. Ross School of Business
Downloads 285 (212,367)
Citation 1

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Financial Instruments, Target-date Funds, Retirement, Expectations, Longevity

Missing the Target? Retirement Expectations and Target Date Funds

Number of pages: 78 Posted: 12 Apr 2024
Byeong-Je An and Kunal Sachdeva
San Diego State University - Finance Department and University of Michigan, Stephen M. Ross School of Business
Downloads 57 (731,928)

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Financial Instruments, Target-date Funds, Retirement, Expectations, Longevity

6.

Tug of War in Corporate Environmental Lobbying

Nanyang Business School Research Paper No. 23-03, KAIST College of Business Working Paper Series
Number of pages: 51 Posted: 24 Jan 2023 Last Revised: 30 Oct 2024
Byeong-Je An, Hyun-Soo Choi, Hugh Hoikwang Kim and Paul Youngwook Kim
San Diego State University - Finance Department, College of Business, Korea Advanced Institute of Science and Technology (KAIST), University of South Carolina, Darla Moore School of Business and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 252 (242,089)
Citation 2

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corporate lobbying, political competition, environmental policy, firm investment