29 Apr 2025
13:45 -15:00
Times are shown in local time.
Open to: All
Castle Teaching Room (Cambridge Judge Business School)
Trumpington St
Cambridge
CB2 1AG
United Kingdom
We develop a framework for analysing individual stocks in a foreign market and constructing effective trading strategies for a home-country investor.
Our approach exploits:
Applying this framework to 26 developed and developing countries, we provide evidence of substantial international investment opportunities, even among G7 countries. In particular, the profitability of strategies exploiting risk premia disparities challenges the prevailing view of a tightly integrated international financial market.
Soohun Kim is an Associate Professor of Finance at KAIST, South Korea.
His research focuses on asset pricing, financial econometrics, factor trading strategies and ESG.
No registration required. If you have any questions about this seminar, please email the Finance Subject Group Administrator.