Bumjean Sohn

Korea University Business School

Assistant Professor of Finance

Seoul, 136-701

http://biz.korea.ac.kr/professor/sohnb

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 18,588

SSRN RANKINGS

Top 18,588

in Total Papers Downloads

3,208

SSRN CITATIONS
Rank 15,226

SSRN RANKINGS

Top 15,226

in Total Papers Citations

13

CROSSREF CITATIONS

60

Scholarly Papers (2)

1.
Downloads 2,767 ( 5,408)
Citation 6

On the Economic Sources of Stock Market Volatility

AFA 2008 New Orleans Meetings Paper
Number of pages: 54 Posted: 21 Mar 2007 Last Revised: 18 Sep 2012
Robert F. Engle, Eric Ghysels and Bumjean Sohn
New York University (NYU) - Department of Finance, University of North Carolina Kenan-Flagler Business School and Korea University Business School
Downloads 2,324 (7,101)
Citation 5

Abstract:

Loading...

stock market volatility, macroeconomic variables, volatility decomposition, cross-section of returns

On the Economic Sources of Stock Market Volatility

NYU Working Paper No. FIN-08-043
Number of pages: 54 Posted: 09 Mar 2009
Robert F. Engle, Eric Ghysels and Bumjean Sohn
New York University (NYU) - Department of Finance, University of North Carolina Kenan-Flagler Business School and Korea University Business School
Downloads 443 (77,669)
Citation 1

Abstract:

Loading...

2.

Cross-Section of Equity Returns: Stock Market Volatility and Priced Factors

Number of pages: 76 Posted: 22 Mar 2009
Bumjean Sohn
Korea University Business School
Downloads 441 (78,837)
Citation 5

Abstract:

Loading...

Cross-Section of Equity Returns, GARCH-MIDAS, VAR, ICAPM, Linear Factor Pricing Model