Hoon Cho

Korea Advanced Institute of Science and Technology (KAIST)

87 Hoegiro

Dongdaemun-Gu

Seoul 130-722

Korea

SCHOLARLY PAPERS

8

DOWNLOADS

900

SSRN CITATIONS
Rank 49,967

SSRN RANKINGS

Top 49,967

in Total Papers Citations

5

CROSSREF CITATIONS

8

Scholarly Papers (8)

1.

Time-Series Momentum in the Chinese Commodity Futures Market

Number of pages: 29 Posted: 17 Jan 2019
Korea Advanced Institute of Science and Technology (KAIST), December & Company, Korea Asset Management Corporation and Sungkyunkwan University
Downloads 240 (165,950)
Citation 3

Abstract:

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China, Commodity, Futures, Momentum, Time-Series

2.

Do Higher Land Values Cause Higher House Prices, or Vice Versa?

KAIST College of Business Working Paper Series No. 2008-015
Number of pages: 26 Posted: 28 Nov 2008
Sogang University, affiliation not provided to SSRN, affiliation not provided to SSRN and Korea Advanced Institute of Science and Technology (KAIST)
Downloads 191 (205,421)
Citation 2

Abstract:

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3.

Agglomeration Risk in Retail Shopping Centers

KAIST College of Business Working Paper Series No. 2008-014
Number of pages: 24 Posted: 21 Nov 2008
Marquette University, Korea Advanced Institute of Science and Technology (KAIST) and affiliation not provided to SSRN
Downloads 168 (229,506)

Abstract:

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agglomeration, risk, retail shopping centers

4.

Discovering the Drivers of Market Volatility: Asset Allocation Applications

Number of pages: 69 Posted: 22 Jun 2021 Last Revised: 30 Jul 2021
Hoon Cho, Dohyun Chun and Doojin Ryu
Korea Advanced Institute of Science and Technology (KAIST), College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Sungkyunkwan University
Downloads 93 (355,409)

Abstract:

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asset allocation, HAR model, LASSO, volatility forecasting, realized volatility

5.

Are Commercial Mortgage Defaults Affected by Tax Considerations?

KAIST College of Business Working Paper Series No. 2007-007
Number of pages: 40 Posted: 01 Jun 2007
Korea Advanced Institute of Science and Technology (KAIST), Independent and DePaul University
Downloads 78 (395,191)
Citation 2

Abstract:

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6.

Characteristics of Mortgage Terminations: An Analysis on the Loan-Level Dataset

KAIST College of Business Working Paper Series No. 2016-016
Number of pages: 42 Posted: 23 Nov 2016
Hoon Cho, Hyeongjun Kim and Doojin Ryu
Korea Advanced Institute of Science and Technology (KAIST), College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Sungkyunkwan University
Downloads 58 (461,388)

Abstract:

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Default, Hazard model, Loan-level dataset, Mortgage; Prepayment

7.

The Information Content of Funds From Operation and Net Income in Real Estate Investment Trusts

Number of pages: 32 Posted: 21 Feb 2019
Hoon Cho, Doojin Ryu and Sangik Seok
Korea Advanced Institute of Science and Technology (KAIST), Sungkyunkwan University and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 49 (497,185)

Abstract:

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Earnings Announcement; Funds From Operation; Net Income; Market Reaction; Real Estate Investment Trust

8.

Limited Market Power and Institutions’ Incentives in a Distressed Market

KAIST College of Business Working Paper Series No. 2015-004
Number of pages: 58 Posted: 10 Jul 2015
Sangwook Sung and Hoon Cho
College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Korea Advanced Institute of Science and Technology (KAIST)
Downloads 23 (637,672)
Citation 8

Abstract:

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Market stability, financial institution, limit of arbitrage, market power, liquidity risk