Byeong-Je An

San Diego State University - Finance Department

5500 Campanile Drive

San Diego, CA 92182-8236

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 14,244

SSRN RANKINGS

Top 14,244

in Total Papers Downloads

6,422

SSRN CITATIONS
Rank 5,682

SSRN RANKINGS

Top 5,682

in Total Papers Citations

265

CROSSREF CITATIONS

45

Scholarly Papers (6)

1.
Downloads 2,091 ( 5,604)
Citation 100

The Joint Cross Section of Stocks and Options

Georgetown McDonough School of Business Research Paper No. 2012-10
Number of pages: 142 Posted: 22 Feb 2012 Last Revised: 24 Mar 2014
San Diego State University - Finance Department, BlackRock, Inc, Georgetown University - McDonough School of Business and Fordham university
Downloads 1,699 (19,102)
Citation 5

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implied volatility, risk premiums, predictability, short-term momentum

The Joint Cross Section of Stocks and Options

Netspar Discussion Paper No. 10/2013-032, Georgetown McDonough School of Business Research Paper
Number of pages: 69 Posted: 19 Oct 2013
San Diego State University - Finance Department, BlackRock, Inc, Georgetown University - McDonough School of Business and Fordham university
Downloads 260 (214,521)
Citation 14

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implied volatility, risk premiums, predictability, short-term momentum

The Joint Cross Section of Stocks and Options

NBER Working Paper No. w19590
Number of pages: 96 Posted: 01 Nov 2013 Last Revised: 13 Jul 2023
San Diego State University - Finance Department, BlackRock, Inc, Georgetown University - McDonough School of Business and Fordham university
Downloads 132 (394,355)
Citation 13

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2.

How Often Should You Take Tactical Asset Allocation Decisions?

Columbia Business School Research Paper No. 15-27
Number of pages: 39 Posted: 07 Mar 2015
San Diego State University - Finance Department, BlackRock, Inc and Ecole Polytechnique Fédérale de Lausanne
Downloads 1,776 (18,154)
Citation 1

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market timing, return predictability, portfolio choice, dynamic asset allocation, time-varying policy portfolio, hedging demands

3.

Mandatory vs. Voluntary ESG Disclosure, Efficiency, and Real Effects

Nanyang Business School Research Paper No. 22-41
Number of pages: 46 Posted: 06 Dec 2021 Last Revised: 20 Jul 2023
Cyrus Aghamolla and Byeong-Je An
University of Minnesota - Twin Cities and San Diego State University - Finance Department
Downloads 1,758 (18,479)
Citation 6

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ESG disclosure, voluntary disclosure, mandatory disclosure, ESG score, project choice, investment, real effects, efficiency.

4.

Voluntary Disclosure with Evolving News

Journal of Financial Economics (JFE), Vol. 140, No. 1, 2021, Nanyang Business School Research Paper No. 20-06
Number of pages: 66 Posted: 20 Apr 2020 Last Revised: 17 Dec 2021
Cyrus Aghamolla and Byeong-Je An
University of Minnesota - Twin Cities and San Diego State University - Finance Department
Downloads 340 (163,681)
Citation 10

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Voluntary disclosure, evolving information, dynamic disclosure, communication, return skewness.

Missing the Target? Retirement Expectations and Target Date Funds

Nanyang Business School Research Paper No. 22-40
Number of pages: 79 Posted: 17 Dec 2021 Last Revised: 22 Mar 2024
Byeong-Je An and Kunal Sachdeva
San Diego State University - Finance Department and Rice University - Jesse H. Jones Graduate School of Business
Downloads 258 (216,232)
Citation 1

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Financial Instruments, Target-date Funds, Retirement, Expectations, Longevity

Missing the Target? Retirement Expectations and Target Date Funds

Number of pages: 78 Posted: 12 Apr 2024
Byeong-Je An and Kunal Sachdeva
San Diego State University - Finance Department and Rice University - Jesse H. Jones Graduate School of Business
Downloads 11 (1,078,155)

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Financial Instruments, Target-date Funds, Retirement, Expectations, Longevity

6.

Tug of War in Corporate Environmental Lobbying

Nanyang Business School Research Paper No. 23-03, KAIST College of Business Working Paper Series
Number of pages: 60 Posted: 24 Jan 2023 Last Revised: 20 Mar 2024
San Diego State University - Finance Department, College of Business, Korea Advanced Institute of Science and Technology (KAIST), University of South Carolina, Darla Moore School of Business and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 188 (294,293)
Citation 1

Abstract:

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corporate lobbying, political competition, environmental policy, firm investment