Bumjean Sohn

Finance · 2009–2013

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Subfields

• Finance — 30 citations into it; #1,990 of 10,518 by trust here, #2,604 by citations
• Economics and Econometrics — 29 citations into it; #4,187 of 23,481 by trust here, #6,570 by citations

Whom Bumjean Sohn trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Ravi Bansal

Who trusts Bumjean Sohn overall

1. Christian Conrad
2. Eric Ghysels
3. Libing Fang
4. Fangfang Wang
5. Tong Fang
6. Karin Loch

Papers from Bumjean Sohn's perspective

Ordered by how strongly the researchers Bumjean Sohn trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
2. Statistical inference for time-varying ARCH processes
3. The Spline-Garch Model for Low Frequency Volatility and its Global Macroeconomic Causes
4. There Is a Risk–Return Trade-Off After All
5. Detecting multiple breaks in financial market volatility dynamics
6. Order Imbalance, Liquidity, and Market Returns
7. Generalized autoregressive conditional heteroskedasticity
8. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
9. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
10. Intraday periodicity and volatility persistence in financial markets

Their papers

• On the Economic Sources of Stock Market Volatility (2009) — 183 citations
• Stock Market Volatility and Macroeconomic Fundamentals (2013) — 977 citations