Hyeng Keun Koo

Ajou University - Department of Business Administration

206 Worldcup-ro

Yeongtong-gu

Suwon, 443-749

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

6

DOWNLOADS
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CITATIONS
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in Total Papers Citations

32

Scholarly Papers (6)

1.

Liquidity Premia and Transactions Costs

AFA 2006 Boston Meetings Paper
Number of pages: 58 Posted: 18 Mar 2005
Hong Liu, Bong-Gyu Jang, Hyeng Keun Koo and Mark Loewenstein
Washington University in St. Louis - Olin Business School, Pohang University of Science and Technology (POSTECH), Ajou University - Department of Business Administration and University of Maryland - Robert H. Smith School of Business
Downloads 549 (37,458)
Citation 29

Abstract:

Liquidity, Liquidity risk, Investment, Consumption, Equity-Premium Puzzle

2.

American Put Options with Regime-Switching Volatility

Number of pages: 35 Posted: 18 Nov 2005
Bong-Gyu Jang and Hyeng Keun Koo
Pohang University of Science and Technology (POSTECH) and Ajou University - Department of Business Administration
Downloads 372 (56,995)
Citation 1

Abstract:

American option, American contingent claim, regime switch, stochastic volatility

Optimal Multi-Agent Performance Measures for Team Contracts

Number of pages: 22 Posted: 14 Nov 2006
Jaeyoung Sung, Hyeng Keun Koo and Gyoocheol Shim
Ajou University, Ajou University - Department of Business Administration and Bank of Korea
Downloads 150 (159,878)
Citation 1

Abstract:

principal-agent problem, many agents, moral hazard, team, performance measure, contracts, continuous-time model, martingale method

4.

Liquidation Shocks and Transaction Costs

Number of pages: 34 Posted: 14 Feb 2015
Bong-Gyu Jang, Hyeng Keun Koo and Seungkyu Lee
Pohang University of Science and Technology (POSTECH), Ajou University - Department of Business Administration and Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Downloads 50 (235,404)

Abstract:

recursive utility, transaction cost, elasticity of intertemporal substitution, wealth shock, liquidation shock

5.

Endogenous Credit Constraints and Household Portfolio Choices

Number of pages: 59 Posted: 06 Feb 2015 Last Revised: 17 Jan 2017
Kyoung Jin Choi, Hyeng Keun Koo, Byung Hwa Lim and Jane Yoo
University of Calgary - Haskayne School of Business, Ajou University - Department of Business Administration, The University of Suwon - Department of Economics and Finance and Ajou University - School of Business
Downloads 34 (199,666)

Abstract:

Consumption and Investment; Borrowing Constraint; Credit Limit; Endogenous Credit; Unsecured Borrowing; Portfolio Selection

6.

The Determinants of Unsecured Credit Constraint

Number of pages: 19 Posted: 08 Sep 2015
Kyoung Jin Choi, Hyeng Keun Koo, Byung Hwa Lim and Jane Yoo
University of Calgary - Haskayne School of Business, Ajou University - Department of Business Administration, The University of Suwon - Department of Economics and Finance and Ajou University - School of Business
Downloads 3 (367,076)

Abstract:

Unsecured Credit Limit; Endogenous Credit; Unsecured Borrowing; Labor Income