Byeong-Je An
Finance · 2013
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 33 citations into it
- Economics and Econometrics — 18 citations into it
Whom Byeong-Je An trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Eugene F. Fama
- Mark Grinblatt
- Jun Pan
- Yuhang Xing
- Charles Cao
- Kalok Chan
- Sheridan Titman
- Kenneth R. French
- Allen M. Poteshman
- Xiaoyan Zhang
Who trusts Byeong-Je An overall
Papers from Byeong-Je An's perspective
Ordered by how strongly the researchers Byeong-Je An trusts endorse each paper. Same corpus, a different order for every researcher.
- Informational Content of Option Volume Prior to Takeovers
- The Cross-Section of Volatility and Expected Returns
- The Informational Role of Stock and Option Volume
- The Persistence of Mutual Fund Performance
- The Information of Option Volume for Future Stock Prices
- Common risk factors in the returns on stocks and bonds
- What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? (Journal of Financial and Quantitative Analysis)
- High idiosyncratic volatility and low returns: International and further U.S. evidence
- Deviations from Put-Call Parity and Stock Return Predictability
- Conditional Skewness in Asset Pricing Tests
Their papers
- The Joint Cross Section of Stocks and Options (2013) — 314 citations