Hoon Cho

Korea Advanced Institute of Science and Technology (KAIST)

87 Hoegiro

Dongdaemun-Gu

Seoul 130-722

Korea

  • Korea Advanced Institute of Science and Technology (KAIST)

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    • Tel: +82-2-958-3413
SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 41,873

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11

CROSSREF CITATIONS

8

Scholarly Papers (11)

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1.

Forecasting Stock Market Volatility and Application to Volatility Timing Portfolios

Number of pages: 43 Posted: 25 Jul 2022
Dohyun Chun, Hoon Cho and Doojin Ryu
Yonsei University, Korea Advanced Institute of Science and Technology (KAIST) and Sungkyunkwan University
Downloads 1,002 (38,296)

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Asset allocation; Machine learning; Model averaging; Volatility forecasting; Volatility timing portfolio

2.

Time-Series Momentum in the Chinese Commodity Futures Market

Number of pages: 29 Posted: 17 Jan 2019
Hoon Cho, Hyuna Ham, Hyeongjun Kim and Doojin Ryu
Korea Advanced Institute of Science and Technology (KAIST), Fount Inc., Yeungnam University - Department of Business Administration and Sungkyunkwan University
Downloads 386 (129,089)
Citation 3

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China, Commodity, Futures, Momentum, Time-Series

3.

Do Higher Land Values Cause Higher House Prices, or Vice Versa?

KAIST College of Business Working Paper Series No. 2008-015
Number of pages: 26 Posted: 28 Nov 2008
Kyung-Hwan Kim, Young-Joon Park, James D. Shilling and Hoon Cho
Sogang University, affiliation not provided to SSRN, affiliation not provided to SSRN and Korea Advanced Institute of Science and Technology (KAIST)
Downloads 212 (238,907)
Citation 2

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4.

Agglomeration Risk in Retail Shopping Centers

KAIST College of Business Working Paper Series No. 2008-014
Number of pages: 24 Posted: 21 Nov 2008
Mark Eppli, Hoon Cho and James D. Shilling
Marquette University, Korea Advanced Institute of Science and Technology (KAIST) and affiliation not provided to SSRN
Downloads 199 (253,252)

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agglomeration, risk, retail shopping centers

5.

Are Commercial Mortgage Defaults Affected by Tax Considerations?

KAIST College of Business Working Paper Series No. 2007-007
Number of pages: 40 Posted: 01 Jun 2007
Hoon Cho, Brian A. Ciochetti and James D. Shilling
Korea Advanced Institute of Science and Technology (KAIST), Independent and DePaul University
Downloads 95 (452,408)
Citation 2

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6.

Discovering the Drivers of Stock Market Volatility in a Data-Rich World

Number of pages: 56 Posted: 10 Jun 2022
Hoon Cho, Dohyun Chun and Doojin Ryu
Korea Advanced Institute of Science and Technology (KAIST), Yonsei University and Sungkyunkwan University
Downloads 80 (502,856)

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Asset allocation, Cross-market studies, Global financial markets, Heterogeneous autoregressive model, LASSO, Volatility forecasting

7.

Characteristics of Mortgage Terminations: An Analysis on the Loan-Level Dataset

KAIST College of Business Working Paper Series No. 2016-016
Number of pages: 42 Posted: 23 Nov 2016
Hoon Cho, Hyeongjun Kim and Doojin Ryu
Korea Advanced Institute of Science and Technology (KAIST), College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Sungkyunkwan University
Downloads 80 (502,856)
Citation 2

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Default, Hazard model, Loan-level dataset, Mortgage; Prepayment

8.

Weather, Sentiment, and the Stock Market

Downloads 71 (538,154)

Weather, Sentiment, and the Stock Market

KAIST College of Business Working Paper Series
Number of pages: 29 Posted: 28 Feb 2023
Sangik Seok, Hoon Cho and Doojin Ryu
University of Ulsan, Korea Advanced Institute of Science and Technology (KAIST) and Sungkyunkwan University
Downloads 57 (612,290)

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Intraday analysis; Investor sentiment; Stock market returns; Trading activity; Weather

Weather, Sentiment, and the Stock Market

Number of pages: 29 Posted: 01 Mar 2023
Sangik Seok, Doojin Ryu and Hoon Cho
University of Ulsan, Sungkyunkwan University and Korea Advanced Institute of Science and Technology (KAIST)
Downloads 14 (942,234)

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Intraday analysis, Investor sentiment, Stock market returns, Trading activity, Weather

9.

Limited Market Power and Institutions’ Incentives in a Distressed Market

KAIST College of Business Working Paper Series No. 2015-004
Number of pages: 58 Posted: 10 Jul 2015
Sangwook Sung and Hoon Cho
College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Korea Advanced Institute of Science and Technology (KAIST)
Downloads 38 (711,797)
Citation 8

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Market stability, financial institution, limit of arbitrage, market power, liquidity risk

10.

Measuring Corporate Failure Risk: Does Long Short-term Memory Perform Better in All Markets?

Number of pages: 23 Posted: 28 Sep 2022
Hyeongjun Kim, Hoon Cho and Doojin Ryu
Yeungnam University - Department of Business Administration, Korea Advanced Institute of Science and Technology (KAIST) and Sungkyunkwan University
Downloads 30 (769,639)

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Corporate Failure Prediction; Emerging Market; Machine Learning; Long Short-Term Memory; Random Forest

11.

Does Risk Aversion Predict the Future Real Economy Well? Testing the Predictive Power of Risk Aversion Proxies

Number of pages: 45 Posted: 14 Aug 2023
Jinhwan Kim, Hoon Cho and Doojin Ryu
College of Business, Korea Advanced Institute of Science and Technology (KAIST), Korea Advanced Institute of Science and Technology (KAIST) and Sungkyunkwan University
Downloads 13 (930,137)

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Risk aversion, Consumption capital asset pricing model, Real business cycle model, Real economic activity prediction