Byeong-Je An

Nanyang Business School, Nanyang Technological University

Assistant Professor of Finance

Singapore, 639798

Singapore

  • Nanyang Business School, Nanyang Technological University

SCHOLARLY PAPERS

5

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Top 16,337

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4,479

SSRN CITATIONS
Rank 8,214

SSRN RANKINGS

Top 8,214

in Total Papers Citations

113

CROSSREF CITATIONS

44

Scholarly Papers (5)

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1.

The Joint Cross Section of Stocks and Options

Downloads 1,706 ( 5,283)
Citation 51

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
Nanyang Business School, Nanyang Technological University, BlackRock, Inc, Georgetown University - McDonough School of Business and Fordham university
Downloads 1,399 (19,715)
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
Nanyang Business School, Nanyang Technological University, BlackRock, Inc, Georgetown University - McDonough School of Business and Fordham university
Downloads 220 (196,929)
Citation 17

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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 2022
Byeong-Je An, Andrew Ang, Turan G. Bali and Nusret Cakici
Nanyang Business School, Nanyang Technological University, BlackRock, Inc, Georgetown University - McDonough School of Business and Fordham university
Downloads 87 (406,083)
Citation 13

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2.

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
Nanyang Business School, Nanyang Technological University, BlackRock, Inc and Ecole Polytechnique Fédérale de Lausanne
Downloads 1,677 (15,282)
Citation 1

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

3.

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

Number of pages: 46 Posted: 06 Dec 2021
Cyrus Aghamolla and Byeong-Je An
University of Minnesota - Twin Cities and Nanyang Business School, Nanyang Technological University
Downloads 677 (55,821)

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

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
University of Minnesota - Twin Cities and Nanyang Business School, Nanyang Technological University
Downloads 258 (169,166)
Citation 3

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

5.

Missing the Target? Retirement Expectations and Target Date Funds

Number of pages: 61 Posted: 14 Dec 2021 Last Revised: 13 Sep 2022
Byeong-Je An and Kunal Sachdeva
Nanyang Business School, Nanyang Technological University and Rice University - Jesse H. Jones Graduate School of Business
Downloads 161 (259,420)

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