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.polyu.edu.hk/af/people/academic-staff/dr-byoung-kang/

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SCHOLARLY PAPERS

8

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TOTAL CITATIONS
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Top 35,893

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21

Scholarly Papers (8)

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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 796 (63,196)
Citation 1

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

2.

Do Prime Brokers Matter in the Search for Informed Hedge Fund Managers?

Management Science, Forthcoming
Number of pages: 54 Posted: 22 Nov 2019 Last Revised: 01 Mar 2022
George O. Aragon, Ji-Woong Chung and Byoung Uk Kang
Arizona State University (ASU) - Finance Department, Korea University and The Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 453 (128,094)

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Hedge funds, prime brokers, search frictions, due diligence, funds of funds

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 and The Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 435 (134,512)
Citation 16

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Hedge Funds, Prime Brokers, Comovement, Information, Contagion

4.

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: 17 Jan 2023
Byoung Uk Kang, Francis Haeuck In, Gunky Kim and Tong Suk Kim
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 416 (141,723)
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Hedge Funds, Investment Horizon Effect, Nonlinear Dependence, Tail Dependence, Copulas, Filtered Historical Simulation

5.

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 253 (240,919)
Citation 1

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

6.

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 234 (260,124)

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

7.

Does Portfolio Disclosure Make Money Smarter?

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 50 Posted: 26 Oct 2021
Byoung Uk Kang, Andrew Sinclair and Stig Xenomorph
The Hong Kong Polytechnic University - School of Accounting and Finance, California Institute of Technology and University of Duisburg-Essen - Mercator School of Management
Downloads 230 (264,532)

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8.

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 103 (516,738)

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Additive variables, Multiplicative variables, Copulas