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/

SCHOLARLY PAPERS

9

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19

CROSSREF CITATIONS

4

Scholarly Papers (9)

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 719 (53,149)
Citation 1

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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 398 (110,137)
Citation 3

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

3.

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 363 (122,480)

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

4.

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 344 (129,591)
Citation 16

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Hedge Funds, Prime Brokers, Comovement, Information, Contagion

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 222 (201,768)
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 192 (230,338)

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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, The University of Hong Kong and University of Vaasa - Department of Accounting and Finance
Downloads 104 (371,181)

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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 66 (485,196)

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Additive variables, Multiplicative variables, Copulas

9.

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
University of Technology Sydney, The Hong Kong Polytechnic University - School of Accounting and Finance and University of Iowa
Downloads 43 (587,157)

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