Cheol S. Eun

Georgia Institute of Technology - Finance Area

800 West Peachtree St.

Atlanta, GA 30308

United States

SCHOLARLY PAPERS

13

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Top 31,396

in Total Papers Downloads

3,515

TOTAL CITATIONS
Rank 18,598

SSRN RANKINGS

Top 18,598

in Total Papers Citations

37

Scholarly Papers (13)

1.

International Diversification with Large- and Small-Cap Stocks

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 49 Posted: 27 Sep 2006
Wei Huang, Cheol S. Eun and Sandy Lai
University of Hawaii at Manoa - Shidler College of Business, Georgia Institute of Technology - Finance Area and University of Hong Kong
Downloads 1,295 (34,353)
Citation 2

Abstract:

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international diversification, portfolio optimization, mean variance spanning, small-cap stocks

2.

Culture and R2

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 47 Posted: 25 Aug 2013 Last Revised: 26 Oct 2015
Cheol S. Eun, Lingling Wang and Steven Chong Xiao
Georgia Institute of Technology - Finance Area, University of Connecticut - Department of Finance and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 714 (78,389)
Citation 17

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stock price synchronicity, culture, tightness, individualism, openness

3.

Asset Pricing in China's Domestic Stock Markets: Is There a Logic?

Pacific-Basin Finance Journal, Vol. 15, No. 5, 2007
Number of pages: 53 Posted: 06 Feb 2008
Wei Huang and Cheol S. Eun
University of Hawaii at Manoa - Shidler College of Business and Georgia Institute of Technology - Finance Area
Downloads 528 (115,027)
Citation 1

Abstract:

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Chinese stock market, Emerging markets, Asset pricing, Cross-sectional stock returns

4.

International Diversification with Factor Funds

Management Science, Forthcoming
Number of pages: 34 Posted: 11 Jun 2010
Cheol S. Eun, Sandy Lai, Frans de Roon and Zhe Zhang
Georgia Institute of Technology - Finance Area, University of Hong Kong, Tilburg University - Department of Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 249 (265,108)

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International diversification, Local factors, Factor funds

5.

International Sourcing and Capital Structure

Review of Finance, Forthcoming
Number of pages: 51 Posted: 26 Aug 2012 Last Revised: 26 Oct 2015
Cheol S. Eun and Lingling Wang
Georgia Institute of Technology - Finance Area and University of Connecticut - Department of Finance
Downloads 223 (295,249)
Citation 2

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Capital structure, International sourcing, Relationship-specific investments, Supplier market characteristics, Financial constraints

6.

Global Diversification with Local Stocks: A Road Less Traveled

Georgia Tech Scheller College of Business Research Paper No. 17-26
Number of pages: 60 Posted: 14 Jul 2017
Cheol S. Eun, Soohun Kim, Fengrong Wei and Tim Zhang
Georgia Institute of Technology - Finance Area, College of Business, Korea Advanced Institute of Science and Technology (KAIST), Georgia Institute of Technology and University of Texas at San Antonio - Alvarez College of Business
Downloads 190 (343,251)
Citation 2

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Firm-level global integration; International diversification; Local stocks

7.

Mean-Variance Convergence Around the World

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 48 Posted: 25 Jul 2008 Last Revised: 26 Oct 2015
Cheol S. Eun and Jinsoo Lee
Georgia Institute of Technology - Finance Area and KDI School of Public Policy and Management
Downloads 168 (383,149)
Citation 13

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8.

Stock Market Integration at Home

KAIST College of Business Working Paper Series No. 2014-012
Number of pages: 51 Posted: 25 Sep 2014
Cheol S. Eun, Kyuseok Lee and Qinghai Wang
Georgia Institute of Technology - Finance Area, College of Business, Korea Advanced Institute of Science and Technology (KAIST) and University of Central Florida - College of Business Administration
Downloads 110 (538,294)

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9.

Investor Recognition of Bankrputcy Costs: Evidence from the 1987 Market Crash

Multinational Finance Journal, Vol. 4, No. 3/4, p. 221-245, 2000
Number of pages: 25 Posted: 08 Jul 2015
Cheol S. Eun and H. Jang
Georgia Institute of Technology - Finance Area and Inha University
Downloads 38 (953,404)

Abstract:

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10.

Investment Intensity of Currencies and the Random Walk Hypothesis: Cross-Currency Evidence

Journal of Banking and Finance, Vol. 35, No. 2, 2011
Posted: 21 Aug 2014
Tuugi Chuluun, Cheol S. Eun and Rehim Kılıç
Loyola University Maryland, Georgia Institute of Technology - Finance Area and Koc University

Abstract:

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exchange rate, random walk, investment intensity, variance ratio

11.

Price Discovery for Cross-Listed Stocks

Jourrnal Of Investment Management, Vol. 1, No. 4, Fourth Quarter 2003
Posted: 01 Apr 2004
Sanjiv Sabherwal and Cheol S. Eun
University of Texas at Arlington - Department of Finance and Real Estate and Georgia Institute of Technology - Finance Area

Abstract:

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Price discovery, Cross-listed stocks

12.

Cross-Border Listings and Price Discovery: Evidence from U.S.-Listed Canadian Stocks

Posted: 12 Sep 2003
Cheol S. Eun and Sanjiv Sabherwal
Georgia Institute of Technology - Finance Area and University of Texas at Arlington - Department of Finance and Real Estate

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13.

The Design and Pricing of Country Funds Under Market Segmentation

Posted: 08 Jan 2001
Cheol S. Eun, S. Janakiramanan and Lemma W. Senbet
Georgia Institute of Technology - Finance Area, National University of Singapore (NUS) - NUS Business School and University of Maryland - Robert H. Smith School of Business

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