Namho Kang joins UConn after earning a Ph.D. in Finance from the Carroll School of Management at Boston College (Chestnut Hill, Massachusetts). Kang’s research interests include: empirical asset pricing; analyst forecast and earnings announcement; big data; and hedge funds. Prior to earning his doctorate degree, Kang worked as an equity analyst for State Street Global Advisor, a controller for Hanssem Corporation in New Jersey, and a senior consultant for PricewaterhouseCoopers LLP in Seoul, Korea. He published in Journal of Financial Economics and Journal of Financial and Quantitative Analysis. He served as a referee for Journal of Financial and Quantitative Analysis, Management Science, Journal of Financial Intermediation, Journal of Banking and Finance, and European Financial Management. In addition, Kang is a CPA.
“Do hedge funds reduce idiosyncratic risk?” with Peter Kondor and Ronnie Sadka
Journal of Financial and Quantitative Analysis 49, 843-877. http://journals.cambridge.org/repo_A95q7VIr
“What does real-time corporate sales say about earnings management, surprises, and drift?” with Kenneth Froot, Gideon Ozik, and Ronnie Sadka
Journal of Financial Economics, Forthcoming. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2832189
“Investor protection and long-run performance of activism” with Pouyan Foroughi, Gideon Ozik, and Ronnie Sadka
Revise and Resubmit for JFQA
“Implied cost of capital in the cross-section of stocks” with Ronnie Sadka