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Namho Kang

Assistant Professor, Finance
Ph.D., Boston College, 2013
MBA/MSF, Boston College, 2008
Office: Adamian Academic Center 281 | 781.891._2734 | nkang@bentley.edu
                       


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Bio

Before Namho Kang joined Bentley, he was an assistant professor at University of Connecticut. He earned a Ph.D. in Finance from the Carroll School of Management at Boston College. 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, and a senior consultant for PricewaterhouseCoopers LLP in Seoul, Korea. He published in Journal of Financial Economics and Journal of Financial and Quantitative Analysis. In addition, Kang is a CPA.

Teaching Interests

Corporate finance, Equity valuation, and Financial econometrics

Research Interests

Empirical asset pricing, Analyst forecast and earnings announcement, Big data, and Hedge funds

Awards and Honors

2019, Crowell Prize 2019, PanAgora Asset Management
2016, Crowell Prize, PanAgora Asset Management

Publications

Journal Article(s)
Kang, N., Foroughi, P., Ozik, G., Sadka, R. (2019). Investor protection and long-run performance of activism. Journal of Financial and Quantitative Analysis (54), 61-100. (link)

Kang, N., Froot, K., Ozik, G., Sadka, R. (2017). What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? Journal of Financial Economics. (link)

Kang, N., Kondor, P., Sadka, R. (2014). Do hedge funds reduce idiosyncratic risk? Journal of Financial and Quantitative Analysis. (link)

Conference Presentations

Kang, N., Jang, I., Yezegel, A. (2020). "Common ownership, price informativeness, and corporate investment." Presented at the 2020 Financial Accounting and Reporting Section Midyear Meeting.

Kang, N., Dong, X., Peress, J. (2020). "Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain." Presented at the American Finance Association Meeting, San Diego.

Kang, N., Jang, I., Yezegel, A. (2020). "Common ownership, price informativeness, and corporate investment." Presented at the Hawaii Accounting Research Conference, Hawaii.

Kang, N., Dong, X., Peress, J. (2019). "Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain." Presented at the Paris December 2019 Finance Meeting, Paris, France.

Kang, N., Jang, I., Yezegel, A. (2019). "Common ownership, price informativeness, and corporate investment." Presented at the Paris Financial Management Conference, Paris, France.

Kang, N., Dong, X., Peress, J. (2019). "Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain." Presented at the SFS Cavalcade Asia Pacific Conference, Hong Kong.

Kang, N., Dong, X., Peress, J. (2019). "Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain." Presented at the China International Conference in Finance, Guangzhou, China.

Kang, N., Dong, X., Peress, J. (2019). "Fast and Slow Arbitrage: Fund Flows and Mispricing in the Frequency Domain." Presented at the Conference on Mutual Funds, Hedge Funds and Factor Investing, Lancaster, UK.

Kang, N., Foroughi, P., Ozik, G., Sadka, R. (2017). "Investor protection and long-run performance of activism." Presented at the 4th U Albany Financial Market Symposium.

Kang, N., Froot, K., Ozik, G., Sadka, R. (2017). "What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?" Presented at the Chicago Quantitative Alliance.

Kang, N., Froot, K., Ozik, G., Sadka, R. (2017). "What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?" Presented at the American Finance Association Annual Meeting.

Kang, N., Froot, K., Ozik, G., Sadka, R. (2016). "What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?" Presented at the European Finance Association Annual Meeting.

Kang, N., Froot, K., Ozik, G., Sadka, R. (2016). "What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?" Presented at the 13th Annual Conference in Financial Economics Research by Eagle Labs.

Kang, N., Froot, K., Ozik, G., Sadka, R. (2016). "What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?" Presented at the SFS Finance Cavalcade.

Kang, N., Froot, K., Ozik, G., Sadka, R. (2016). "What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?" Presented at the 8th Annual Hedge Fund Research Conference.

Kang, N., Foroughi, P., Ozik, G., Sadka, R. (2014). "Investor protection and long-run performance of activism." Presented at the 6th Annual Hedge Fund Research Conference.

Kang, N., Kondor, P., Sadka, R. (2011). "Do hedge funds reduce idiosyncratic risk?" Presented at the 4th Financial Risks International Forum.

Kang, N., Kondor, P., Sadka, R. (2011). "Do hedge funds reduce idiosyncratic risk?" Presented at the Annual Conference on Hedge Funds.

Service

Department Service
Seminar organizer, 2019
Committee Member for Recruiting Committee, 2019 - 2019
Committee Member for Recruiting Committee, 2018 - 2018

Professional Service
Reviewer, Conference Paper for Paris December Finance Meeting, 2019 - 2019
Reviewer, Conference Paper for Paris Financial Management Conference, 2019 - 2019
Reviewer, Conference Paper for Mutual Funds, Hedge Funds and Factor Investing Conference 2019, 2019 - 2019
Reviewer, Conference Paper for SFS Finance Cavalcade 2017, 2017 - 2017