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Hoon Cho

5 Articles

Relationship between Extreme Idiosyncratic Returns and Expected Returns in the Korean Stock Market: Wooduk Seo, Jinhwan Kim, Hoon Cho, Sangik Seok; Korean J Financ Stud. 2023;52(3):449-496. Published online June 30, 2023; DOI: https://doi.org/10.26845/KJFS.2023.6.52.3.449; Full text PubReader ePub PDF

Short Interest and Market Risk Premium: The Case of the Korean Market: Do Kyol Lee, Dohyun Chun, Hoon Cho; Korean J Financ Stud. 2019;48(5):541-566. Published online October 31, 2019; DOI: https://doi.org/10.26845/KJFS.2019.10.48.5.541; Full text PubReader ePub PDF

A Study on Reverse Mortgage-Backed Securities with a Focus on Structural Design and Estimated Cash Flow Analysis: Hyeongjun Kim, Doojin Ryu, Hoon Cho; Korean J Financ Stud. 2018;47(2):327-347. Published online April 30, 2018; DOI: https://doi.org/10.26845/KJFS.2018.04.47.2.327
Cited By 2; PDF

An Empirical Study on the Accrual and Investment Anomalies and Return Dispersion in the Korean Stock Market: Kyung-Joon Lee, Hyunsik Kim, Hoon Cho; Korean J Financ Stud. 2017;46(5):1121-1155. Published online December 31, 2017; DOI: https://doi.org/10.26845/KJFS.2017.12.46.5.112; PDF

An Empirical Study on Predictability of Return Dispersion: Hyunsik Kim, Hyeongjun Kim, Hoon Cho; Korean J Financ Stud. 2016;45(2):285-316. Published online April 30, 2016; PDF

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