Sung Je Byun

Federal Reserve Banks - Federal Reserve Bank of Dallas

Research Economist

2200 North Pearl Street

PO Box 655906

Dallas, TX 75265-5906

United States

http://https://sites.google.com/site/sungjebyun/

SCHOLARLY PAPERS

3

DOWNLOADS

112

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Real Risk or Paper Risk? Mis-Measured Factors, Granular Measurement Errors, and Empirical Asset Pricing Tests

Number of pages: 65 Posted: 30 Apr 2019 Last Revised: 14 Feb 2020
Sung Je Byun and Lawrence Schmidt
Federal Reserve Banks - Federal Reserve Bank of Dallas and MIT Sloan School of Management
Downloads 93 (291,538)

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Risk-Return Trade-Off; Idiosyncratic Risk; Empirical Asset Pricing

2.

Costs of Oil Price Exchange-Traded Funds Diminish Usefulness

Economic Letter, Vol. 12, Issue 5, pp. 1-4, 2017
Number of pages: 4 Posted: 05 May 2017
Sung Je Byun
Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 19 (552,920)

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3.

Heterogeneity in the Dynamic Effects of Uncertainty on Investment

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 51, Issue 1, pp. 127-155, 2018
Number of pages: 29 Posted: 21 Feb 2018
Sung Je Byun and Soojin Jo
Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 0 (698,711)
Citation 2
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