Research
Quantitative Finance, Financial Econometrics, Risk Management, Alternative Investments, Digital Currency, Arts Finance, Pension Funds, ESG Finance
Embedded Files
Highlighted Publications
Hong K., Ryu J., Kim J., and S. Lee, 2025, "Navigating the Electric Shift: The Interplay of Consumer Preferences and Infrastructure in EV Uptake", Asia Pacific Journal of Marketing and Logistics
Hong, K. and J., Ryu, 2025, "The Paradox of Being Unsold: Hidden Signaling Value of Bought-In in Korean Art Auction", Journal of Cultural Economics, Vol. 49, pp. 639–658
Hong, K., He, W. and Wu, E., 2020 "Does investor sentiment affect the value relevance of accounting information", Abacus, Vol. 56, Issue 4, pp. 535-560
Hong, K., Lee, A. and D., Baur, 2018, "Bitcoin: Media of Exchange or Speculative Assets?", Journal of International Financial Markets, Institutions & Money, Volume 54, May 2018, Pages 177-189
Hong, K., 2017, "Bitcoin as an Alternative Investment Vehicle", Information Technology & Management, Vol. 18, Issue 4, pp. 265-275
Hong, K., Jung, H. and M. Park, 2017, "Predicting the European Carbon Emission Price Movements", Carbon Management, Vol. 9, Issue 1, pp. 33-44
Hong, K & E. Wu, 2016, "The Roles of Past Returns and Firm Fundamentals in Driving US Stock Price Movements", International Review of Financial Analysis, Vol. 43, pp. 61-75
Hong, K. & S. Satchell, 2015, "Time Series Momentum Trading Strategy and Autocorrelation Amplification", Quantitative Finance, Vol. 15, No. 9, pp. 1471-1487
Hong K., Hambusch G. and E. Webster, 2015, “Enhancing Risk-Adjusted Return Using Time Series Momentum in Sovereign Bonds”, The Journal of Fixed Income, Vol. 25, Issue 1, pp 96-111
Books
Books
Teaching
재무분석, 파생상품론, 투자론, 경제학원론, 재무관리, 경영과 비젼, 보험과 현대생활 (학부, 홍익대학교)
아트파이낸스, 문화예술경제학, 투자론, 통계학 (석사, 박사, 홍익대학교)
Alternative Investments (MF & MBA, UTS)
Time Series Econometrics (학부, UTS)
Research Students
김동호, 2025 (예정), 박사, Deakin University, External Supervisor
류지예, 2025 (졸업), 박사, 홍익대학교 (사이트 주소)
"Consistency and Discrepancy in Fine Art Investment : Investors’ Perception, Behaviour and Reality"
"Fine Arts as an Investment Vehicle: Cross Section Analysis of Financial Characteristics"
"미술시장 호황인가, 거품인가?"
"국내 예술품 경매시장의 약형 효율성 검정"
박지혜, 2022 (졸업), 박사, 홍익대학교
"Time Series Momentum and Profitability of Price Momentum Trading Strategy in the Korean Equity Market"
정지영, 2021 (졸업), 석사, 홍익대학교
"국내 예술시장 담보대출 적격성 분석: 서울옥션 vs. K옥션"
안근배, 2021 (졸업), 박사, UTS, External Supervisor
"Irrationally Exuberant Mispricing Correction: Reversal Evidence from Investor Sentiment"
"Sentiment-Driven Emerging Market Stock Market Discount"
"Consumption, Household Debt, and Asset Price"
류지예, 2020 (졸업), 석사, 홍익대학교
"The Auction Price of Wine: Investigation of Korean Wine Auction Market"
박지혜, 2018 (졸업), 석사, 홍익대학교
"미술품 전시가 작품의 경매가격에 미치는 영향"
류원영, 2017 (졸업), 석사, 홍익대학교
"서예작품의 담보대출 적격성 분석"
Ellenora Webster, 2014 (졸업), 석사, UTS
"Enhancing Risk-Adjusted Return Using Time Series Momentum in Sovereign Bonds"
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