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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6,939

SSRN CITATIONS
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SSRN RANKINGS

Top 1,749

in Total Papers Citations

489

CROSSREF CITATIONS

237

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 - SC Johnson College of Business and Seoul National University, Business School
Downloads 2,422 (8,184)
Citation 84

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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 918 (35,397)
Citation 45

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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: 04 Apr 2022
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 67 (459,521)
Citation 2

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3.
Downloads 962 ( 33,598)
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 912 (35,724)

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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: 12 Feb 2022
Bong-Chan Kho and René M. Stulz
Seoul National University, Business School and Ohio State University (OSU) - Department of Finance
Downloads 50 (529,170)

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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 584 (64,657)
Citation 5

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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: 09 May 2022
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 72 (441,935)
Citation 10

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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 24 (684,427)

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5.
Downloads 664 ( 55,555)
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 593 (63,399)
Citation 3

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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: 28 Jan 2022
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 71 (445,342)
Citation 3

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6.
Downloads 473 ( 84,863)
Citation 139

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 - SC Johnson College of Business and Seoul National University, Business School
Downloads 473 (84,079)
Citation 139

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Momentum Strategies: Some Bootstrap Tests

Posted: 25 Dec 2003
George Andrew Karolyi and Bong-Chan Kho
Cornell University - SC Johnson College of Business 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 364 (113,931)
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: 04 Apr 2022
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 84 (404,080)

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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 173 (237,991)
Citation 72

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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: 04 Apr 2022
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 52 (520,019)
Citation 3

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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 80 (411,693)

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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 - SC Johnson College of Business and Seoul National University, Business School

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