Hoon Cho

Korea Advanced Institute of Science and Technology (KAIST)

87 Hoegiro

Dongdaemun-Gu

Seoul 130-722

Korea

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 48,396

in Total Papers Downloads

1,365

SSRN CITATIONS
Rank 49,364

SSRN RANKINGS

Top 49,364

in Total Papers Citations

5

CROSSREF CITATIONS

8

Scholarly Papers (11)

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 424 (97,436)

Abstract:

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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
Korea Advanced Institute of Science and Technology (KAIST), December & Company, Korea Asset Management Corporation and Sungkyunkwan University
Downloads 283 (151,455)
Citation 3

Abstract:

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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
Sogang University, affiliation not provided to SSRN, affiliation not provided to SSRN and Korea Advanced Institute of Science and Technology (KAIST)
Downloads 197 (214,419)
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
Marquette University, Korea Advanced Institute of Science and Technology (KAIST) and affiliation not provided to SSRN
Downloads 173 (239,981)

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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
Korea Advanced Institute of Science and Technology (KAIST), Independent and DePaul University
Downloads 79 (418,370)
Citation 2

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6.

The Information Content of Funds From Operation and Net Income in Real Estate Investment Trusts

Number of pages: 32 Posted: 21 Feb 2019
Hoon Cho, Doojin Ryu and Sangik Seok
Korea Advanced Institute of Science and Technology (KAIST), Sungkyunkwan University and University of Ulsan
Downloads 67 (457,513)

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Earnings Announcement; Funds From Operation; Net Income; Market Reaction; Real Estate Investment Trust

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 59 (487,208)

Abstract:

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

8.

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 32 (617,337)

Abstract:

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

9.

Scheduled Macroeconomic News Announcements and Intraday Market Sentiment

Number of pages: 31 Posted: 09 Feb 2022
Sangik Seok, Hoon Cho and Doojin Ryu
University of Ulsan, Korea Advanced Institute of Science and Technology (KAIST) and Sungkyunkwan University
Downloads 26 (656,655)

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10.

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 24 (671,206)
Citation 8

Abstract:

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

11.

Use the Carrot to Encourage Fund Managers

Number of pages: 33 Posted: 03 Aug 2022
KAIST, Korea Advanced Institute of Science and Technology (KAIST), Sungkyunkwan University and University of Ulsan
Downloads 1 (891,007)

Abstract:

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Agency problem, Indirect incentives, Flow-performance sensitivity, Hedge funds