Namho Kang

Bentley University - Department of Finance

175 Forest Street

Waltham, MA 02154

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 29,740

SSRN RANKINGS

Top 29,740

in Total Papers Downloads

2,062

SSRN CITATIONS
Rank 28,442

SSRN RANKINGS

Top 28,442

in Total Papers Citations

18

CROSSREF CITATIONS

14

Scholarly Papers (7)

1.
Downloads 591 ( 57,344)
Citation 3

Do Hedge Funds Reduce Idiosyncratic Risk?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 82 Posted: 11 Mar 2011 Last Revised: 14 May 2013
Namho Kang, Peter Kondor and Ronnie Sadka
Bentley University - Department of Finance, London School of Economics & Political Science (LSE) and Boston College - Carroll School of Management
Downloads 586 (57,266)
Citation 3

Abstract:

Loading...

idiosyncratic risk, hedge funds

Idiosyncratic Return Volatility in the Cross-Section of Stocks

CEPR Discussion Paper No. DP8307
Number of pages: 49 Posted: 18 Apr 2011
Namho Kang, Peter Kondor and Ronnie Sadka
Bentley University - Department of Finance, London School of Economics & Political Science (LSE) and Boston College - Carroll School of Management
Downloads 5 (781,964)
  • Add to Cart

Abstract:

Loading...

Hedge funds, idiosyncratic risk, limits to arbitrage

What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

Number of pages: 52 Posted: 01 Sep 2016
National Bureau of Economic Research (NBER), Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 455 (78,502)

Abstract:

Loading...

Earnings Announcement, Insider Trading, Private Information

What Do Measures of Real-Time Corporate Sales Tell Us About Earnings Surprises and Post-Announcement Returns?

NBER Working Paper No. w22366
Number of pages: 55 Posted: 27 Jun 2016 Last Revised: 13 Aug 2021
National Bureau of Economic Research (NBER), Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 20 (657,288)
Citation 7

Abstract:

Loading...

3.

Implied Cost of Capital in the Cross-Section of Stocks

Number of pages: 39 Posted: 29 Apr 2015 Last Revised: 03 May 2017
Namho Kang and Ronnie Sadka
Bentley University - Department of Finance and Boston College - Carroll School of Management
Downloads 434 (83,776)
Citation 2

Abstract:

Loading...

4.

Investor Protection and the Long-Run Performance of Activism

Journal of Financial and Quantitative Analysis (JFQA)
Number of pages: 66 Posted: 12 Nov 2016 Last Revised: 13 Jul 2020
York University - Schulich School of Business, Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 221 (172,162)

Abstract:

Loading...

Activism, Hedge Fund, Investor Protection

5.

Fund Structure, Investor Protection, and the Long-Run Performance of Activism

Number of pages: 51 Posted: 04 Sep 2015 Last Revised: 20 Nov 2015
Namho Kang, Gideon Ozik and Ronnie Sadka
Bentley University - Department of Finance, EDHEC Business School and Boston College - Carroll School of Management
Downloads 130 (271,047)

Abstract:

Loading...

Activism, Hedge Fund, Investor Protection

How Does the Speed of Capital Flows Affect Factor Momentum, Reversal and Volatility?

Number of pages: 85 Posted: 01 Oct 2020 Last Revised: 19 Apr 2021
Xi Dong, Namho Kang and Joel Peress
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley University - Department of Finance and INSEAD - Finance
Downloads 124 (281,967)
Citation 2

Abstract:

Loading...

pricing anomalies; market efficiency; return autocorrelation; factor momentum; excess volatility; mutual funds; hedge funds; slow-moving capital; frictions; limits to arbitrage; spectral analysis.

Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain

CEPR Discussion Paper No. DP15235
Number of pages: 94 Posted: 12 Sep 2020
Xi Dong, Namho Kang and Joel Peress
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley University - Department of Finance and INSEAD - Finance
Downloads 1 (823,542)
  • Add to Cart

Abstract:

Loading...

Hedge Funds, Limits to Arbitrage, Market Efficiency, Mutual funds, pricing anomalies, return persistence and cyclicality/seasonality, Slow-moving capital, Spectral analysis, transaction costs

7.

Common Ownership, Price Informativeness, and Corporate Investment

Number of pages: 63 Posted: 20 Jan 2021
In Ji Jang, Namho Kang and Ari Yezegel
Bentley University - Department of Finance, Bentley University - Department of Finance and Bentley University - Department of Accountancy
Downloads 86 (358,616)

Abstract:

Loading...

Common Ownership, Market Efficiency, Investment, Information Acquisition