-
-
°íºÀÂù (Kho, Bong-Chan)
- · Office : 59-1µ¿ 605È£
- · Phone :
- · Email : bkho@snu.ac.kr
- · Homepage : http://hosting01.snu.ac.kr/~bkho
[ÁÖ¿ä ¿¬±¸ºÐ¾ß]
- ÅõÀÚ·Ð, Àڻ갡°Ý°áÁ¤, ±â¾÷À繫, ÆÄ»ý±ÝÀ¶»óÇ°, ±¹Á¦±ÝÀ¶½ÃÀå
[±¹Á¦ÇмúÁö ³í¹®]
- What Factors Drive Global Stock Returns? Review of Financial Studies, Vol. 24, No. 8, August 2011
- The Impact and Role of Foreign Investors in Korea, Asian Review of Financial Research, Vol. 24, No. 1, February 2011
- Financial Globalization, Governance, and the Evolution of the Home Bias, Journal of Accounting Research, Vol. 47, No. 2, May 2009
- The Impacts of Day-Trading on Volatility and Liquidity, Asia-Pacific Journal of Financial Studies, Vol. 38, No. 2, April 2009
- Does National Pension Service's Trading Destabilize Korean Stock Market? Asia-Pacific Journal of Financial Studies, Vol. 37, No. 3, June 2008
- Earnings Forecast Accuracy and Recommendation Profitability of the Analysts in Korea, Asia-Pacific Journal of Financial Studies, Vol. 36, No. 6, 2007
- Does the Accrual Anomaly Reflect a Risk Factor? The Case of the Korean Stock Market, Asia-Pacific Journal of Financial Studies, Vol. 36, No. 3, 2007
- Interaction of Momentum Returns in Stock and Bond Markets in Korea, Asia-Pacific Journal of Financial Studies, Vol. 35, No. 1, 2006
- Do Domestic Investors Have an Edge? The Trading Experience of Foreign Investors in Korea, Review of Financial Studies, Vol. 18 No. 3, 2005
- Momentum Strategies: Some Bootstrap Tests, Journal of Empirical Finance, Vol. 11, No. 4, 2004
- U.S. Banks, Crisis, and Bailouts: From Mexico to LTCM, American Economic Review, Vol. 90, No. 2, 2000
- Banks, the IMF, and the Asian Crisis, Pacific-Basin Finance Journal, Vol. 8, 2000
- Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997, Journal of Financial Economics, Vol. 54, No. 2, 1999
- Time-varying Risk Premia, Volatility, and Technical Trading Rule Profits: Evidence from Foreign Currency Futures Markets, Journal of Financial Economics, Vol. 41, No. 2, 1996
- Information, Trading, and Stock Returns: Lessons from Dually-listed Securities, Journal of Banking and Finance, Vol. 20, No. 7, 1996
[±¹³»ÇмúÁö ³í¹®]
- ÁÖ°¡ Ãß¼¼¿äÀÎÀÇ ÃßÃâ¹æ¹ý°ú ¼öÀͼº ºÐ¼®, À繫°ü¸®¿¬±¸, 38±Ç 2È£, 2021³â 6¿ù
- ±¹³» ¹«¾×¸éÁÖ½ÄÁ¦µµÀÇ À繫Àû ±â´ëÈ¿°ú¿Í È°¼ºÈ ¹æ¾È, Çѱ¹Áõ±ÇÇÐȸÁö, 47±Ç 2È£, 2018³â 4¿ù
- ÁÖ°¡ ±Þµî¶ô ¹öºíÁֽĿ¡ ´ëÇÑ ÅõÀÚÀÚº° ¿µÇ⠺м®, ¼±¹°¿¬±¸, 25±Ç 4È£, 2017³â 11¿ù
- º¹±ÇÁÖ½ÄÀÇ ¹öºí°ú ¼öÀÍ·ü ¹ÝÀüÇö»ó¿¡ °üÇÑ ¿¬±¸, À繫°ü¸®¿¬±¸, 34±Ç 3È£, 2017³â 9¿ù
- ±¹³» ÁֽĽÃÀå °³¹æÀÇ È¿°ú¿Í ¿Ü±¹ÀÎ ÅõÀÚÀÚÀÇ ¿µÇâ¿¡ °üÇÑ °íÂû, °æ¿µÇבּ¸, 46±Ç 4È£, 2017³â 8¿ù
- ELW ¹ßÇàÀÌ ±âÃÊÀÚ»êÀÇ °¡°Ý°ú °Å·¡·®¿¡ ¹ÌÄ¡´Â È¿°ú, ¼±¹°¿¬±¸, 24±Ç 1È£, 2016³â 2¿ù
- Àúº¯µ¿¼º ÀÌ»óÇö»ó°ú ±× ¿øÀο¡ °üÇÑ ¿¬±¸, Çѱ¹Áõ±ÇÇÐȸÁö, 43±Ç 3È£, 2014³â 6¿ù
- ¾×ƼºêÆݵåÀÇ Á¾¸ñ¼±Åôɷ°ú Á¤º¸Ã³¸®´É·Â¿¡ ´ëÇÑ °ËÁõ, Çѱ¹Áõ±ÇÇÐȸÁö, 42±Ç 3È£, 2013³â 6¿ù
- R^2¿Í ±â¾÷°¡Ä¡ÀÇ °ü°è¿¡ °üÇÑ ½ÇÁõ¿¬±¸, À繫°ü¸®¿¬±¸, 29±Ç 3È£, 2012³â 9¿ù
- ¾×ƼºêÆݵåÀÇ ¼º°ú¿Í Á¾¸ñ¼±Åôɷ¿¡ ´ëÇÑ ¿¬±¸, À繫°ü¸®¿¬±¸, 28±Ç 4È£, 2011³â 12¿ù
- ELW ½ÃÀåÀÇ ÅõÀÚÀÚ Àνİú ÅõÀÚÇàÅ ºÐ¼®, Çѱ¹Áõ±ÇÇÐȸÁö, 40±Ç 1È£, 2011³â 2¿ù
- ±¹³» ÁÖ½ÄÇü ÆݵåÀÇ ½ºÅ¸ÀÏ ºÐ¼®°ú È°¿ë, ¼±¹°¿¬±¸, 19±Ç 1È£, 2011³â 2¿ù
- ¹ÂÃß¾óÆݵåÀÇ ÀÚ±ÝÈ帧°ú Áֽİŷ¡°¡ ÁÖ°¡¿¡ ¹ÌÄ¡´Â È¿°ú, À繫°ü¸®¿¬±¸, 27±Ç 2È£, 2010³â
- ¹ß»ý¾× ÀÌ»óÇö»ó°ú Â÷ÀÍ°Å·¡±âȸ¿¡ °üÇÑ ¿¬±¸, Çѱ¹Áõ±ÇÇÐȸÁö, 38±Ç 1È£, 2009³â 3¿ù
- Total Return Swap »ç·Ê: ¿¡¸Ó·²µåÆݵåÀÇ ÆÄ»ê, °æ¿µ»ç·Ê¿¬±¸, 41±Ç 2È£, 2007³â
- È®·üº£Å¸¸ðÇüÀÇ º£ÀÌÁö¾È ºÐ¼®, À繫°ü¸®¿¬±¸, 22±Ç 2È£, 2005³â
- KOSPI200 ¼±¹°½ÃÀå°ú ³»¿Ü±¹ÀÎÀÇ °Å·¡°¡°Ý ºÐ¼®, ¼±¹°¿¬±¸, 13±Ç 1È£, 2005³â
- ¿ÜȯÀ§±â ÀüÈÄÀÇ KOSPI200 Áö¼ö¼±¹°½ÃÀå ÅõÀÚÀÚº° ¿µÇâºÐ¼®, °æ¿µ³íÁý, 37±Ç 4È£, 2003³â
- ÀÚº»½ÃÀåÀ» ÅëÇÑ ´ë±â¾÷ÀÇ À繫Ȱµ¿, Áõ±Ç±ÝÀ¶Àú³Î, 2±Ç 1È£, 2003³â
- ÁÖ°¡¼öÀÍ·üÀÇ Skewness¿¡ ´ëÇÑ À§ÇèÇÁ¸®¹Ì¾ö ½ÇÁõ¿¬±¸, Áõ±Ç±ÝÀ¶Àú³Î, 2±Ç 1È£, 2003³â
- ±¹Ã¤¼±¹°¿É¼Ç½ÃÀåÀÇ ÀÏÁß °¡°Ýº¯È¿Í °Å·¡·®, ¼±¹°¿¬±¸, 10±Ç 2È£, 2002³â
- Ãà¾à¸ðÇüÀ» ÀÌ¿ëÇÑ ±¹³» ȸ»çä ½Å¿ëÀ§Çè ºÐ¼®, Áõ±Ç±ÝÀ¶Àú³Î, 1±Ç 1È£, 2002³â
- ³»ºÎÀÚ°Å·¡ ±ÔÁ¦ÀÇ °æÁ¦Àû Ÿ´ç¼º Æò°¡, Áõ±ÇÇÐȸÁö, 30±Ç, 2002³â
- º¯µ¿±Ý¸®Ã¤ÀÇ ±âÁرݸ®¿Í Â÷ÀÍ°Å·¡±âȸ¿¡ °üÇÑ ½ÇÁõ¿¬±¸, 28±Ç, 2001³â
- Threshold CointegrationÀ» ÀÌ¿ëÇÑ KOSPI200 Çö¼±¹°ÀÇ ºñ¼±Çü µ¿Àû°ü°è ¿¬±¸, ¼±¹°¿¬±¸, 9±Ç 1È£, 2001³â
- Áõ±Ç¹ßÇàȸ»çÀÇ Àå´Ü±â¼º°ú¿¡ °üÇÑ ¿¬±¸, Áõ±ÇÇÐȸÁö, 27±Ç, 2000³â
- ½ÃÀå°¡ ¹× ÁöÁ¤°¡ÁÖ¹®ÀÇ °Å·¡Ã¼°á¼º°ú¿¡ °üÇÑ ½ÇÁõ¿¬±¸, À繫¿¬±¸, 12±Ç 2È£, 1999³â
- ½Ã°£°¡º¯Àû À§ÇèÇÁ·¹¹Ì¾ö°ú »ó´ëÀû¼¼·Â ÅõÀÚÀü·«ÀÇ ¼öÀͼº, °æ¿µ³íÁý, 33±Ç 1È£, 1999³â
- Time-varying Risk Premia and Profits from Portfolio Trading Strategies in the U.S. Stock Markets, Seoul Journal of Business, Vol. 4, No. 1, 1998
- Currency Futures Prices, Volume, and Volatility: A Semi-nonparametric Approach, Journal of Economics and Management, Vol. 12, No 1, 1997
- ÁÖ°¡¿Í °Å·¡·®: ¹Ýºñ¸ð¼öÀû Á¢±Ù¹æ¹ý, À繫¿¬±¸, 13È£, 1997³â
- ÁÖ½Ä ¹× ä±Ç¹ßÇàȸ»çÀÇ Àå±â¼º°ú¿¡ °üÇÑ ½ÇÁõ¿¬±¸, ±ÝÀ¶ÇÐȸÁö, 2±Ç 2È£, 1997³â
- À§ÇèÇÁ¸®¹Ì¾ö°ú »ó´ëÀû¼¼·Â ÅõÀÚÀü·«ÀÇ ¼öÀͼº, À繫°ü¸®¿¬±¸, 14±Ç 1È£, 1997³â
[ÁÖ¿ä ¿¬±¸º¸°í¼ ¹× ÀÚ¹®º¸°í¼]
- Àúº¯µ¿¼º ÀÌ»óÇö»ó°ú ±× ¿øÀο¡ °üÇÑ ¿¬±¸, ¼¿ï´ëÇб³ °æ¿µ´ëÇÐ, 2013³â
- ¿Üȯīµå Àμö°úÁ¤ÀÇ ÁÖ°¡Á¶ÀÛ »ç°Ç »ç·ÊºÐ¼®, ¼¿ï´ëÇб³ °æ¿µ´ëÇÐ, 2013³â
- ¾×ƼºêÆݵåÀÇ Á¾¸ñ¼±Åôɷ ±¸¼º¿äÀεéÀÇ »ó´ëÀû Á߿伺 °ËÁõ, ¼¿ï´ëÇб³ °æ¿µ´ëÇÐ, 2012³â
- ÁֽĽÃÀå º¯µ¿¼º¿¡ µû¸¥ ÅõÀÚ¼ºÇâÀÇ º¯È, ¼¿ï´ëÇб³ °æ¿µ´ëÇÐ, 2012³â
- ELW ¹ßÇàÀÌ ±âÃÊÀÚ»êÀÇ °¡°Ý°ú °Å·¡·®¿¡ ¹ÌÄ¡´Â È¿°ú, ¼¿ï´ëÇб³ °æ¿µ´ëÇÐ, 2012³â
- ±¹³» ELW ½ÃÀå°ú DMA °Å·¡¿¡ °üÇÑ ÀÇ°ß¼, ¼¿ï´ëÇб³ °æ¿µ´ëÇÐ, 2011³â
- ½ÅÁ¾ ELW ±ÝÀ¶»óÇ° ½ÃÀåÁ¶»ç º¸°í¼, ¼¿ï´ëÇб³ °æ¿µ´ëÇÐ, 2010³â
- °ø¹«¿ø¿¬±Ý°ø´Ü ÁßÀå±â ÀÚ»ê¹èºÐÀü·« ¿¬±¸, °ø¹«¿ø¿¬±Ý°ø´Ü, 2010³â
- Áֽĸżö°¡¾×ÀÇ °øÁ¤°¡Ä¡ »êÁ¤¿¡ °üÇÑ ÀÇ°ß¼, ¼¿ï´ëÇб³ °æ¿µ´ëÇÐ, 2010³â
- ÇÑÀü ÀÚȸ»ç °æ¿µÆò°¡ º¸°í¼, Çѱ¹Àü·Â(ÁÖ), 2008³â
- POSCOÀÇ À繫Á¤Ã¥, ¼¿ï´ëÇб³ °æ¿µ´ëÇÐ, 2008³â
- Çѱ¹ ±ÝÀ¶»ê¾÷ ¹ßÀüÀ» À§ÇÑ ±³À° ¹× ¿¬±¸¼¾ÅÍ ¼³¸³¹æ¾È ¿¬±¸, ¼¿ï´ëÇб³ °æ¿µ´ëÇÐ 2007³â
- ±¹¹Î¿¬±Ý°ú ±¹³» ÁֽĽÃÀå ÅõÀÚÀÚº° °Å·¡ÇàÅ ¿¬±¸, ±¹¹Î¿¬±Ý, 2005³â
- KRXÀÇ ±â¾÷°ø°³ ¹× »óÀåÀ» À§ÇÑ »çȸÀû °ø°¨´ë µµÃâ¿¡ °üÇÑ ¿¬±¸, Çѱ¹Áõ±Ç°Å·¡¼Ò, 2005³â
- ÆÄ»ý»óÇ°½ÃÀåÀÇ ¼±ÁøÈ ¹× È¿À²¼º Á¦°í¹æ¾È, Çѱ¹¼±¹°ÇÐȸ/Çѱ¹Áõ±Ç°Å·¡¼Ò, 2003³â
- ÁÖÁÖÁ߽ð濵 ÁÖ°¡Áö¼ö °³¹ß: ¹è´çÁö¼ö »êÁ¤, Çѱ¹Áõ±Ç°Å·¡¼Ò, 2003³â
- À¯°¡Áõ±Ç Àμö¾÷¹« Á¦µµ°³¼± º¸°í¼, Çѱ¹Áõ±ÇÇÐȸ, Çѱ¹Áõ±Ç¾÷Çùȸ, Çѱ¹Áõ±Ç°Å·¡¼Ò, 2002³â
- Do Domestic Investors Have More Valuable Information About Individual Stocks Than Foreign Investors? Seoul National University, Business School, 2002³â
- Time-Varying Risk Premia and the Returns to Buying Winners and Selling Losers: Caveat Emptor et Venditor, Seoul National University, Business School, 2002³â
- M&A¿¡ ´ëÇÑ À繫Àû Á¢±Ù, Çѱ¹°øÀÎȸ°è»çȸ, 2001³â
- µ¥ÀÌÆ®·¹À̵ù°ú Çã¼öÁÖ¹®¿¡ °üÇÑ ¿¬±¸, Çѱ¹Áõ±Ç°Å·¡¼Ò, 2001³â
- °ÇÀüÇÑ Áõ±Ç½ÃÀåÀÇ ¹ßÀü¹æ¾È: ³»ºÎÀÚ°Å·¡ ±ÔÁ¦ÀÇ °æÁ¦Àû Ÿ´ç¼º Æò°¡, Çѱ¹Áõ±Ç°Å·¡¼Ò, 2000³â
- Åõ±âµî±Þä±ÇÀÇ °¡°Ý»êÁ¤ ¸ðµ¨ °³¹ß, KISä±ÇÆò°¡(ÁÖ), 2000³â
- º¯µ¿±Ý¸®ºÎ »ê±Ýä ¹ßÇà°¡°Ý°áÁ¤¿¡ °üÇÑ ¿¬±¸, Çѱ¹»ê¾÷ÀºÇà, 2000³â
- ä±ÇÆ÷Æ®Æú¸®¿À ÃÖÀûÈÀü·«°ú ¼º°úÆò°¡, Çѱ¹»ê¾÷ÀºÇà, 2000³â
- ä±ÇÁ¾·ùº° ½Å¿ë½ºÇÁ·¹µå °áÁ¤¿¡ °üÇÑ ¿¬±¸, Çѱ¹»ê¾÷ÀºÇà, 2000³â
- ±¹Ã¤Àü¹®µô·¯ÀÇ ÃÖÀû ¿î¿ëÀü·«, Çѱ¹ÁÖÅÃÀºÇà, 1999³â
- Do International Investors Perform Better? Seoul National University, Business School, 1998
- Stock Prices, Volume, and Volatility: The Case of the Korean Stock Market, Seoul National University, Business School, 1998
[´ÜÇົ]
- Handbook of Finance Research in Korea, Volume 1, The Korea Finance Association, 2012
- Value: ±â¾÷°¡Ä¡¶õ ¹«¾ùÀΰ¡?, ¿ªÀú, ÀÎÇÇ´ÏƼºÏ½º, 2011³â (¿øÀú: McKinsey & Co., Wiley)
- ±¹³» ±ÝÀ¶±â°üÀÇ ÇØ¿ÜÁøÃâ Àü·« µµÃâÀ» À§ÇÑ »ç·Ê¿¬±¸, °æ¿µ»ç·Ê½Ã¸®Áî, ¼¿ï´ëÇб³ °æ¿µ¿¬±¸¼Ò, 2011³â
- ±¹³» ÁÖ½ÄÇüÆݵåÀÇ ¼º°úÆò°¡Ãøµµ ºñ±³»ç·Ê, °æ¿µ»ç·Ê½Ã¸®Áî, ¼¿ï´ëÇб³ °æ¿µ¿¬±¸¼Ò, 2010³â
- »çÀ̹ö ±ÝÀ¶À§Çè°ü¸®, ¼¿ï´ëÇб³ ÀüÀÚ»ó°Å·¡Áö¿ø¼¾ÅÍ, 2003³â
- 1990³â´ë ÁÖÁÖ°¡Ä¡Ã¢Á¶ ±âÁØ ¿ì·®±â¾÷ÀÇ Æ¯¼º, °æ¿µÇÐ ´ºÆз¯´ÙÀÓ, ¹Ú¿µ»ç, 2001³â
- Çѱ¹±â¾÷ÀÇ À繫±¸Á¶¿Í ¹è´çÁ¤Ã¥, °æ¿µÇÐ ´ºÆз¯´ÙÀÓ, ¹Ú¿µ»ç, 2001³â