The best of both worlds: Accessing emerging economies via developed markets JW Bae, R Elkamhi, M Simutin The Journal of Finance 74 (5), 2579-2617, 2019 | 44 | 2019 |
The opposing effects of complexity and information content on uncertainty dynamics: Evidence from 10-K filings JW Bae, F Belo, J Li, X Lin, X Zhao Management Science 69 (10), 6313-6332, 2023 | 13 | 2023 |
Global equity correlation in fx carry and momentum trades JW Bae, R Elkamhi Available at ht tps://papers. ssrn. com/sol3/papers. cfm, 2016 | 10 | 2016 |
Global equity correlation in international markets JW Bae, R Elkamhi Management Science 67 (11), 7262-7289, 2021 | 3 | 2021 |
Gravity in international equity markets JW Bae Available at SSRN 3312433, 2017 | 3 | 2017 |
Digesting FOREXS: Information Transmission Across Asset Classes and Return Predictability JW Bae, Z Da, V Zurita Management Science 70 (3), 1943-1969, 2024 | 2 | 2024 |
The best of both worlds: Accessing emerging economies by investing in developed markets JW Bae, R Elkamhi, M Simutin Available at SSRN 2644675, 2015 | 2 | 2015 |
Labor Market Networks, Fundamentals, and Stock Returns JW Bae, TG Bali, A Sharifkhani, X Zhao Georgetown McDonough School of Business Research Paper, 2022 | 1 | 2022 |
Characteristics as Signal Processes: Asset Prices, Carry, and Risk Premia JW Bae, H Huang, S Kozak Working Paper, 2019 | 1 | 2019 |
Weather Variance Risk Premia JW Bae, Y Jeon, S Szaura, V Zurita Available at SSRN 4572123, 2023 | | 2023 |
Blame it on the weather: Market implied weather volatility and firm performance JW Bae, V Zurita Available at SSRN 4515327, 2023 | | 2023 |
Three Essays on International Asset Pricing JW Bae University of Toronto (Canada), 2017 | | 2017 |