Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Tong Suk Kim
Timescale Betas and the Cross Section of Equity Returns: Framework, Application, and Implications for Interpreting the Fama–French Factors
Journal of Empirical Finance
Economics
Finance
Econometrics
Related publications
The Conditional Relation Between Fama-French Betas and Return
SSRN Electronic Journal
Crisis “Shock Factors” and the Cross-Section of Global Equity Returns
Roughing Up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns
SSRN Electronic Journal
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns
SSRN Electronic Journal
. . . And the Cross-Section of Expected Returns
Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns
Risk and the Cross Section of Stock Returns
Journal of Financial Economics
Management
Finance
Economics
Strategy
Accounting
Econometrics
Heterogeneous Beliefs and the Cross Section of Asset Returns
SSRN Electronic Journal
The Federal Reserve and the Cross Section of Stock Returns
SSRN Electronic Journal