Byeong-Je An

Nanyang Technological University (NTU) - Division of Banking & Finance

Assistant Professor of Finance

S3-B1a-05 Nanyang Avenue

Singapore, 639798

Singapore

  • Nanyang Technological University (NTU) - Division of Banking & Finance

SCHOLARLY PAPERS

3

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99

CROSSREF CITATIONS

46

Scholarly Papers (3)

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1.

The Joint Cross Section of Stocks and Options

Downloads 1,485 ( 4,700)
Citation 47

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 Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University
Downloads 1,227 (19,193)
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 Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University
Downloads 201 (179,038)
Citation 18

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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
Byeong-Je An, Andrew Ang, Turan G. Bali and Nusret Cakici
Nanyang Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc, Georgetown University - Robert Emmett McDonough School of Business and Fordham University
Downloads 57 (434,798)
Citation 12

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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 Technological University (NTU) - Division of Banking & Finance, BlackRock, Inc and Ecole Polytechnique Fédérale de Lausanne
Downloads 1,599 (12,973)
Citation 1

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

3.

Voluntary Disclosure with Evolving News

Journal of Financial Economics (JFE), Forthcoming, Nanyang Business School Research Paper No. 20-06
Number of pages: 66 Posted: 20 Apr 2020 Last Revised: 06 Apr 2021
Cyrus Aghamolla and Byeong-Je An
University of Minnesota - Twin Cities and Nanyang Technological University (NTU) - Division of Banking & Finance
Downloads 180 (197,872)
Citation 2

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