Sang Soo Kim

The Korea Development Bank

Head of Quantitative Analysis Team

16-3, Yeouido-dong

Yeongdeungpo-gu

Seoul

Korea, Republic of (South Korea)

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2

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Scholarly Papers (2)

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Citation 4

Cross Hedging with Single Stock Futures

Number of pages: 32 Posted: 04 Nov 2004
Chris Brooks, Ryan J. Davies and Sang Soo Kim
University of Bristol - School of Economics, Finance and Management, Babson College - Finance Division and The Korea Development Bank
Downloads 1,150 (35,058)
Citation 4

Abstract:

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Basis risk, single stock futures, hedging, universal stock futures

Cross Hedging With Single Stock Futures

Assurances et Gestion des Risques, Vol. 74, No. 4, pp. 473-504, 2007
Posted: 16 Oct 2006
Chris Brooks, Ryan J. Davies and Sang Soo Kim
University of Bristol - School of Economics, Finance and Management, Babson College - Finance Division and The Korea Development Bank

Abstract:

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Single stock futures, hedging, Universal Stock Futures, OneChicago

Using Matched Samples to Test for Differences in Trade Execution Costs

Number of pages: 45 Posted: 03 Jun 2004
Ryan J. Davies and Sang Soo Kim
Babson College - Finance Division and The Korea Development Bank
Downloads 398 (139,063)
Citation 32

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Matched samples, market microstructure, bid-ask spreads

Using Matched Samples to Test for Differences in Trade Execution Costs

Journal of Financial Markets, Vol. 12, No. 2, pp. 173-202, 2009
Posted: 20 Nov 2007 Last Revised: 07 Apr 2009
Ryan J. Davies and Sang Soo Kim
Babson College - Finance Division and The Korea Development Bank

Abstract:

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Matched samples, market microstructure, bid-ask spreads