Jiyoun An

Kyung Hee University

Assistant Professor

1732 Deogyeong-daero

Giheung-gu

Yongin-si, Gyeonggi-do, Gyeonggi-Do 446-701

Korea, Republic of (South Korea)

http://kic.khu.ac.kr/

SCHOLARLY PAPERS

9

DOWNLOADS

744

SSRN CITATIONS

2

CROSSREF CITATIONS

7

Scholarly Papers (9)

1.

Warranted Multiples and Future Returns

Journal of Accounting, Auditing and Finance, Vol. 25, No. 2, 2010
Number of pages: 34 Posted: 26 Mar 2013
Jiyoun An, Sanjeev Bhojraj and David T. Ng
Kyung Hee University, Cornell University - Samuel Curtis Johnson Graduate School of Management and Johnson College of Business
Downloads 253 (125,565)

Abstract:

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Accounting, Multiples, Warranted Multiples, Future Returns

2.

The Book-to-Market Anomaly in the Chinese Stock Markets

Journal of East Asian Economic Integration Vol. 19, No. 3 (September 2015) 223-241
Number of pages: 19 Posted: 13 Oct 2015 Last Revised: 06 Nov 2016
Kin-Yip Ho, Jiyoun An and Lanyue Zhou
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics, Kyung Hee University and University of International Business and Economics (UIBE)
Downloads 136 (219,740)

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Book-to-Market Anomaly, Chinese Stock Markets, Empirical Asset Pricing, Value Premium, Investor Sophistication

3.

Capital and Credit Market Integration and Real Economic Contagion During the Global Financial Crisis

Number of pages: 42 Posted: 14 Mar 2014 Last Revised: 27 Apr 2016
Ju Hyun Pyun and Jiyoun An
Korea University Business School (KUBS) and Kyung Hee University
Downloads 102 (271,338)
Citation 2

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Capital market integration; Credit market integration; Global financial crisis; Real business cycle co-movements

4.

Election Cycles and Stock Market Reaction: International Evidence

KIEP Research Paper No. Working Papers-12-04
Number of pages: 40 Posted: 03 Sep 2013 Last Revised: 02 May 2016
Jiyoun An and Cheolbeom Park
Kyung Hee University and Korea University
Downloads 87 (300,673)

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Elections, Stock return volatility, Uncertainty

5.

The Determinants of Future Bank Stock Returns in Eight Asian Countries

Journal of East Asian Economic Integration (JEAI), Vol. 18, No. 3 (September 2014)
Number of pages: 24 Posted: 03 Oct 2014 Last Revised: 06 Nov 2016
Jiyoun An and Sung-o Na
Kyung Hee University and The Bank of Korea
Downloads 81 (314,131)

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Asian Banks, International asset pricing tests, Cross-sectional variation of expected returns, Bank accounting ratios, Global Financial Crisis

6.

Can Capital Account Liberalization Lessen Capital Volatility in a Country with ‘Original Sin’?

Asian Economic Papers, Vol. 11, Issue 2, pages 1-22, November 2011
Number of pages: 36 Posted: 01 Apr 2013
Bokyeong Park and Jiyoun An
Kyung-Hee University - Graduate School of Pan-Pacific Studies and Kyung Hee University
Downloads 46 (416,748)

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Capital flow volatility, Original sin, Capital account liberalization

7.

Impacts of Large Disasters on the Macroeconomy and Financial Markets

KIEP Research Paper NO. World Economy Update-13-13
Number of pages: 6 Posted: 07 Sep 2013 Last Revised: 26 Oct 2013
Kyung Hee University, Korea Institute for International Economic Policy, Ajou University, Department of Economics and Korea Institute for International Economic Policy
Downloads 28 (494,989)

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Disasters, Macroeconomic effects, Financial markets

8.

2011 Kiep Visiting Scholars’ Paper Series

KIEP Research Paper, Conference Proceeding 12-02
Number of pages: 434 Posted: 19 Apr 2017 Last Revised: 25 Apr 2017
Chinese Academy of International Trade and Economic Cooperation (CAITEC), Independent, Universidad de Guadalajara, United Nations University-Institute of Advanced Studies (UNU-IAS), Asian Development Bank, Coventry University, Centre for European Policy Studies (CEPS), National Academy of Sciences (Belarus), Arab Republic of Egypt - Ministry of Industry & Foreign Trade, National Development and Reform Commission, Kyung Hee University, Australian National University (ANU), University of International Business and Economics (UIBE) and National Development & Reform Commission (NDRC)
Downloads 11 (597,853)
Citation 7

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9.

Decomposing the Value Premium: The Role of Intangible Information in the Chinese Stock Market

Posted: 19 Jun 2017 Last Revised: 20 Jun 2017
Kin-Yip Ho and Jiyoun An
The Australian National University - School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics and Kyung Hee University

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value premium, intangible information, idiosyncratic volatility, Chinese stock market