Byoung Uk Kang

The Hong Kong Polytechnic University - School of Accounting and Finance

Associate Professor

School of Accounting and Finance

The Hong Kong Polytechnic University

Hung Hom, Kowloon

Hong Kong

http://www.af.polyu.edu.hk/people/detail/36

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 25,035

SSRN RANKINGS

Top 25,035

in Total Papers Downloads

1,951

SSRN CITATIONS
Rank 37,351

SSRN RANKINGS

Top 37,351

in Total Papers Citations

11

CROSSREF CITATIONS

5

Scholarly Papers (8)

1.

Sovereign Credit Default Swaps, Sovereign Debt and Volatility Transmission Across Emerging Markets

Number of pages: 30 Posted: 11 Feb 2008
Byoung Uk Kang, Francis Haeuck In and Tong Suk Kim
The Hong Kong Polytechnic University - School of Accounting and Finance, Monash University - Department of Accounting and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 698 (37,393)

Abstract:

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Credit default swap, Credit Spread, Emerging market, International linkages, Price discovery

2.

A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market

Journal of Financial and Quantitative Analysis, Vol. 45, No. 3, June 2010, pp. 763-789
Number of pages: 43 Posted: 01 Feb 2008 Last Revised: 03 Nov 2012
The Hong Kong Polytechnic University - School of Accounting and Finance, Monash University - Department of Accounting, Monash Business School and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 384 (79,369)
Citation 1

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Hedge Funds, Investment Horizon Effect, Nonlinear Dependence, Tail Dependence, Copulas, Filtered Historical Simulation

3.

Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion?

Review of Financial Studies, Vol. 29, No. 12, December 2016, pp. 3321-3353
Number of pages: 67 Posted: 15 Feb 2014 Last Revised: 26 Jan 2017
Ji-Woong Chung and Byoung Uk Kang
Korea University - Department of Finance and The Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 302 (104,095)
Citation 12

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Hedge Funds, Prime Brokers, Comovement, Information, Contagion

4.

Timescale Betas and the Cross Section of Equity Returns: Framework, Application, and Implication for Interpreting the Fama-French Factors

Journal of Empirical Finance, Forthcoming
Number of pages: 60 Posted: 05 Apr 2012 Last Revised: 26 Jan 2017
Byoung Uk Kang, Francis Haeuck In and Tong Suk Kim
The Hong Kong Polytechnic University - School of Accounting and Finance, Monash University - Department of Accounting and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 193 (162,982)
Citation 1

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Asset Pricing, Timescale Betas, Cross Section of Stock Returns, Fama-French Factors, Wavelets

5.

Are College Education and Job Experience Complements or Substitutes? Evidence from Hedge Fund Portfolio Performance

28th Australasian Finance and Banking Conference
Number of pages: 52 Posted: 18 Aug 2015
Byoung Uk Kang, Jin-Mo Kim, Oded Palmon and Zhaodong Zhong
The Hong Kong Polytechnic University - School of Accounting and Finance, Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Rutgers Business School and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 167 (185,305)

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Education and Productivity, Education Area, Work Experience, Complementarity, Hedge Fund Performance

6.

Networks for Alpha: Prime Broker Connections and Hedge Fund Manager Selection

Number of pages: 45 Posted: 22 Nov 2019
George O. Aragon, Ji-Woong Chung and Byoung Uk Kang
Arizona State University (ASU) - Finance Department, Korea University - Department of Finance and The Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 119 (243,409)

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Hedge funds, prime brokers, information, due diligence, funds of funds

7.

Asymmetric Dependence, Tail Dependence, and the Time Interval over Which the Variables Are Measured

Number of pages: 29 Posted: 20 May 2014 Last Revised: 21 May 2014
Byoung Uk Kang and Gunky Kim
The Hong Kong Polytechnic University - School of Accounting and Finance and Monash Business School
Downloads 61 (366,993)

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Additive variables, Multiplicative variables, Copulas

8.

Fund Flow Diversification: Implications for Asset Stability, Fee-Setting and Performance

Number of pages: 70 Posted: 02 Apr 2019
Lorenzo Casavecchia, Byoung Uk Kang and Ashish Tiwari
Macquarie University - Department of Applied Finance and Actuarial Studies, The Hong Kong Polytechnic University - School of Accounting and Finance and University of Iowa
Downloads 27 (500,415)

Abstract:

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Fund Flow Diversification, Advisory Fees, Asset Volatility, Fund Family Performance