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On timing ability in Australian managed funds

In, Francis Haeuck; Kim, Sangbea; Ji, Philip Inyeob - In: Australian journal of management 39 (2014) 1, pp. 92-106

Persistent link: https://www.econbiz.de/10010353549

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

A longer look at the asymmetric dependence between hedge funds and the equity market

Kang, Byoung Uk; In, Francis Haeuck; Kim, Gunky; Kim, … - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 763-789

Persistent link: https://www.econbiz.de/10008657180

An introduction to wavelet theory in finance : a wavelet multiscale approach

In, Francis Haeuck; Kim, Sangbae - 2012

Persistent link: https://www.econbiz.de/10009681055

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

The relationship between stock returns and inflation : new evidence from wavelet analysis

Kim, Sangbae; In, Francis Haeuck - In: Journal of empirical finance 12 (2005) 3, pp. 435-444

Persistent link: https://www.econbiz.de/10002900509

On the relationship between changes in stock prices and bond yields in the G7 countries : wavelet analysis

Kim, Sangbae; In, Francis Haeuck - In: Journal of international financial markets, … 17 (2007) 2, pp. 167-179

Persistent link: https://www.econbiz.de/10003441596

Timescale betas and the cross section of equity returns : framework, application, and implications for interpreting the Fama-French factors

Kang, Byoung Uk; In, Francis Haeuck; Kim, Tong Suk - In: Journal of empirical finance 42 (2017), pp. 15-39

Persistent link: https://www.econbiz.de/10011808473

Systemic risk and cross-sectional hedge fund returns

Hwang, Inchang; Xu, Simon; In, Francis Haeuck; Kim, Tong Suk - In: Journal of empirical finance 42 (2017), pp. 109-130

Persistent link: https://www.econbiz.de/10011808555

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