Bong-Chan Kho

Seoul National University, Business School

Professor of Finance

607 LG Hall

1 Gwanak-ro, Gwanak-gu

Seoul, 08826

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

12

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Top 7,012

in Total Papers Downloads

6,659

SSRN CITATIONS
Rank 1,763

SSRN RANKINGS

Top 1,763

in Total Papers Citations

383

CROSSREF CITATIONS

234

Scholarly Papers (12)

1.

What Factors Drive Global Stock Returns?

Charles A. Dice Center Working Paper No. 2006-009, Fisher College of Business Working Paper No. 2006-03-009
Number of pages: 65 Posted: 15 Jun 2006 Last Revised: 27 May 2011
Kewei Hou, George Andrew Karolyi and Bong-Chan Kho
Ohio State University (OSU) - Department of Finance, Cornell University - Samuel Curtis Johnson Graduate School of Management and Seoul National University, Business School
Downloads 2,275 (6,215)
Citation 65

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International finance; asset pricing models; common factors

Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997

Dice Center Working Paper No. 98-6
Number of pages: 40 Posted: 03 Jul 1998
Hyuk Choe, Bong-Chan Kho and René M. Stulz
Seoul National University - College of Business Administration, Seoul National University, Business School and Ohio State University (OSU) - Department of Finance
Downloads 908 (25,985)
Citation 27

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Do Foreign Investors Destabilize Stock Markets? the Korean Experience in 1997

NBER Working Paper No. w6661
Number of pages: 40 Posted: 11 Aug 2000 Last Revised: 10 Oct 2010
Hyuk Choe, Bong-Chan Kho and René M. Stulz
Seoul National University - College of Business Administration, Seoul National University, Business School and Ohio State University (OSU) - Department of Finance
Downloads 58 (386,253)
Citation 2

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3.
Downloads 952 ( 24,658)
Citation 9

Banks, the IMF, and the Asian Crisis

Dice Center Working Paper No. 99-12
Number of pages: 44 Posted: 29 Oct 1999
Bong-Chan Kho and René M. Stulz
Seoul National University, Business School and Ohio State University (OSU) - Department of Finance
Downloads 904 (26,158)

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Banks, the IMF, and the Asian Crisis

NBER Working Paper No. w7361
Number of pages: 44 Posted: 12 Jul 2000 Last Revised: 09 Apr 2014
Bong-Chan Kho and René M. Stulz
Seoul National University, Business School and Ohio State University (OSU) - Department of Finance
Downloads 48 (421,992)

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Financial Globalization, Governance, and the Evolution of the Home Bias

BIS Working Paper No. 220
Number of pages: 50 Posted: 20 Sep 2007
Bong-Chan Kho, Francis E. Warnock and René M. Stulz
Seoul National University, Business School, University of Virginia - Darden Business School and Ohio State University (OSU) - Department of Finance
Downloads 574 (48,676)
Citation 6

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Financial Globalization, Governance, and the Evolution of the Home Bias

NBER Working Paper No. w12389
Number of pages: 53 Posted: 21 Aug 2006 Last Revised: 08 May 2009
Bong-Chan Kho, Francis E. Warnock and René M. Stulz
Seoul National University, Business School, University of Virginia - Darden Business School and Ohio State University (OSU) - Department of Finance
Downloads 70 (349,724)
Citation 6

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Financial Globalization, Governance, and the Evolution of the Home Bias

Number of pages: 49 Posted: 29 Apr 2009
Bong-Chan Kho, René M. Stulz and Francis E. Warnock
Seoul National University, Business School, Ohio State University (OSU) - Department of Finance and University of Virginia - Darden Business School
Downloads 23 (546,382)

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5.
Downloads 655 ( 41,406)
Citation 44

U.S. Banks, Crises, and Bailouts: From Mexico to Ltcm

Number of pages: 26 Posted: 29 Feb 2000
Bong-Chan Kho, Dong Wook Lee and René M. Stulz
Seoul National University, Business School, Korea University and Ohio State University (OSU) - Department of Finance
Downloads 589 (47,029)
Citation 2

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U.S. Banks, Crises, and Bailouts: From Mexico to Ltcm

NBER Working Paper No. w7529
Number of pages: 26 Posted: 11 Jun 2000 Last Revised: 15 Oct 2010
Bong-Chan Kho, Dong Wook Lee and René M. Stulz
Seoul National University, Business School, Korea University and Ohio State University (OSU) - Department of Finance
Downloads 66 (361,249)
Citation 3

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6.
Downloads 448 ( 67,086)
Citation 113

Momentum Strategies: Some Bootstrap Tests

Dice Center Working Paper No. 2003-6
Number of pages: 41 Posted: 08 Apr 2003
George Andrew Karolyi and Bong-Chan Kho
Cornell University - Samuel Curtis Johnson Graduate School of Management and Seoul National University, Business School
Downloads 448 (66,439)
Citation 113

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Momentum Strategies: Some Bootstrap Tests

Journal of Empirical Finance, 2004
Posted: 25 Dec 2003
George Andrew Karolyi and Bong-Chan Kho
Cornell University - Samuel Curtis Johnson Graduate School of Management and Seoul National University, Business School

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Do Domestic Investors Have More Valuable Information About Individual Stocks than Foreign Investors?

Dice Working Paper No. 2000-21
Number of pages: 43 Posted: 02 Jan 2001
Hyuk Choe, Bong-Chan Kho and René M. Stulz
Seoul National University - College of Business Administration, Seoul National University, Business School and Ohio State University (OSU) - Department of Finance
Downloads 358 (86,745)
Citation 1

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Do Domestic Investors Have More Valuable Information About Individual Stocks than Foreign Investors?

NBER Working Paper No. w8073
Number of pages: 43 Posted: 05 Jan 2001 Last Revised: 20 Oct 2010
Hyuk Choe, Bong-Chan Kho and René M. Stulz
Seoul National University - College of Business Administration, Seoul National University, Business School and Ohio State University (OSU) - Department of Finance
Downloads 71 (346,979)

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Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea

Dice Center Working Paper No. 2004-6
Number of pages: 49 Posted: 14 May 2004
Hyuk Choe, Bong-Chan Kho and René M. Stulz
Seoul National University - College of Business Administration, Seoul National University, Business School and Ohio State University (OSU) - Department of Finance
Downloads 167 (187,901)
Citation 62

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Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea

NBER Working Paper No. w10502
Number of pages: 49 Posted: 31 May 2004 Last Revised: 13 Sep 2010
Hyuk Choe, Bong-Chan Kho and René M. Stulz
Seoul National University - College of Business Administration, Seoul National University, Business School and Ohio State University (OSU) - Department of Finance
Downloads 31 (498,054)
Citation 2

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Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea

The Review of Financial Studies, Vol. 18, No. 3, pp. 795-829, 2005
Posted: 29 Feb 2008 Last Revised: 21 Dec 2010
Hyuk Choe, Bong-Chan Kho and René M. Stulz
Seoul National University - College of Business Administration, Seoul National University, Business School and Ohio State University (OSU) - Department of Finance

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Foreign investor, Trading edge, Information advantage, Permanent and temporary impact, volume-weighted average price

9.

The Impact of Day-Trading on Volatility and Liquidity

Asia-Pacific Journal of Financial Studies, Vol. 38, No. 2, pp. 237-275, 2009
Number of pages: 43 Posted: 31 May 2011
Jay Chung, Hyuk Choe and Bong-Chan Kho
University of Seoul, Seoul National University - College of Business Administration and Seoul National University, Business School
Downloads 69 (348,380)

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Day-Trading, Volatility, Liquidity, VAR, Contrarian, Momentum, Impulse Response

Information, Trading and Stock Returns: Lessons from Dually-Listed Securities

Journal of Banking and Finance, Vol. 20, No. 7, 1996
Posted: 07 Jan 2008
K.C. Chan, Wai Ming Fong, René M. Stulz and Bong-Chan Kho
Hong Kong University of Science & Technology (HKUST) - Department of Finance, The Chinese University of Hong Kong (CUHK) - Department of Finance, Ohio State University (OSU) - Department of Finance and Seoul National University, Business School

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Public information, Volatility, Volume, Bid-ask spread

11.

Time-Varying Risk Premia, Volatility, and Technical Trading Rule Profits: Evidence from Foreign Currency Futures Markets

Journal of Financial Economics (JFE), Vol. 41, No. 2, 1996
Posted: 07 Jan 2008
Bong-Chan Kho
Seoul National University, Business School

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Technical analysis, Time-varying risk premium, CAPM, GARCH-M model

12.

Time-Varying Risk Premia and the Returns to Buying Winners and Selling Losers: Caveat Emptor Et Venditor

96-2, The Charles A. Dice Center for Research in Financial Economics Working Papers Series
Posted: 18 May 1998
George Andrew Karolyi and Bong-Chan Kho
Cornell University - Samuel Curtis Johnson Graduate School of Management and Seoul National University, Business School

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