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False discoveries in the performance of Australian managed funds

Kim, Sangbae; In, Francis Haeuck; Ji, Philip Inyeob; … - In: Pacific-Basin finance journal 26 (2014), pp. 244-256

Persistent link: https://www.econbiz.de/10010498736

The influence of foreign stock markets and macroeconomic news announcements on Australian financial markets

Kim, Sangbae; In, Francis Haeuck - In: Pacific-Basin finance journal 10 (2002) 5, pp. 571-582

Persistent link: https://www.econbiz.de/10001716116

The relationship between financial variables and real economic activity : evidence from spectral and wavelet analyses

Kim, Sangbae (contributor); In, Francis Haeuck (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 4

Persistent link: https://www.econbiz.de/10002004177

International stock market linkages : evidence from the Asian financial crisis

In, Francis Haeuck; Kim, Sangbae; Yoon, Jai-hyung - In: Journal of emerging market finance 1 (2002) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10001935741

What drives the term and risk structure of Japanese bonds?

In, Francis Haeuck; Batten, Jonathan A.; Kim, Sangbae - In: The quarterly review of economics and finance : journal … 43 (2003) 3, pp. 518-541

Persistent link: https://www.econbiz.de/10001782546

Explaining mispricing with Fama-French factors : new evidence from the multiscaling approach

In, Francis Haeuck; Kim, Sangbae; Faff, Robert W. - In: Applied financial economics 20 (2010) 4/6, pp. 323-330

This article examines the Capital Asset Pricing Model (CAPM) over different frequencies utilizing a recently developed multiscaling method: wavelet analysis. Our empirical analysis shows that the risk factors are more relevant at the lower frequencies than at the higher frequencies in the...

Persistent link: https://www.econbiz.de/10003963131

False discoveries in volatility timing of mutual funds

Kim, Sangbae; In, Francis Haeuck - In: Journal of banking & finance 36 (2012) 7, pp. 2083-2094

Persistent link: https://www.econbiz.de/10009629677

Investment horizon effect on asset allocation between value and growth strategies

In, Francis Haeuck; Kim, Sangbae; Gençay, Ramazan - In: Economic modelling 28 (2011) 4, pp. 1489-1497

Persistent link: https://www.econbiz.de/10009271287

The effect of initial margin on long-run and short-run volatilities in Japan

Kim, Sangbae; Jung, Taehun - In: Journal of East Asian economic integration 17 (2013) 3, pp. 311-332

Persistent link: https://www.econbiz.de/10010197020

Mean-reversion in closed-end fund discount : evidence from half-life

Ji, Philip Inyeob; Kim, Sangbae - In: Applied economics 45 (2013) 31/33, pp. 4503-4515

Persistent link: https://www.econbiz.de/10010225051