Details about Moonsoo Kang

Access statistics for papers by Moonsoo Kang.

Last updated 2024-12-23. Update your information in the RePEc Author Service.

Short-id: pka864

Journal Articles

2024

1. The effect of corporate investment on market frictions: implication for the stock price delay premium
   Applied Economics Letters, 2024, 31, (10), 940-947

2023

2. ETFs and information asymmetry of underlying securities: evidence on the volume-conditioned return autocorrelation
   Applied Economics, 2023, 55, (46), 5434-5450

2021

3. Correction to: Sustainability efforts, index recognition, and stock performance
   Journal of Asset Management, 2021, 22, (2), 151-151 View citations (3)
4. Sustainability efforts, index recognition, and stock performance
   Journal of Asset Management, 2021, 22, (2), 120-132 View citations (3)
   See also Chapter Sustainability Efforts, Index Recognition, and Stock Performance, Springer Books, 2022, 45-57 (2022) (2022)

2019

5. The intertemporal risk-Return relation, investor behavior, and technical trading profits: evidence from the G-7 countries
   The European Journal of Finance, 2019, 25, (8), 780-798 View citations (2)

2018

6. Corporate investment, short-term return reversal, and stock liquidity
   Journal of Financial Markets, 2018, 39, (C), 68-83 View citations (2)
7. Market Imperfections, Macroeconomic Conditions, and Capital Structure Dynamics: A Cross-Country Study
   Emerging Markets Finance and Trade, 2018, 54, (1), 234-254 View citations (2)

2017

8. Corporate investment and stock liquidity: Evidence on the price impact of trade
   Review of Financial Economics, 2017, 33, (1), 1-11 View citations (2)
   Also in Review of Financial Economics, 2017, 33, (C), 1-11 (2017) View citations (2)
9. Trend in aggregate idiosyncratic volatility
   Review of Financial Economics, 2017, 35, (C), 11-28
   Also in Review of Financial Economics, 2017, 35, (1), 11-28 (2017) View citations (1)

2015

10. Informed trade and idiosyncratic return variation
    Review of Quantitative Finance and Accounting, 2015, 44, (3), 551-572 View citations (4)

2014

11. Order Flows and Stock Returns: Compensation for Market Makers with Inventory Concerns
    The Financial Review, 2014, 49, (3), 511-538 View citations (1)

2010

12. Probability of information-based trading and the January effect
    Journal of Banking & Finance, 2010, 34, (12), 2985-2994 View citations (18)

Chapters

2022

1. Sustainability Efforts, Index Recognition, and Stock Performance
   Springer
   See also Journal Article Sustainability efforts, index recognition, and stock performance, Palgrave Macmillan (2021) View citations (3) (2021)