Namho Kang

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 premier finance journals, including Journal of Financial Economics and Journal of Financial and Quantitative Analysis. In addition, Kang is a CPA.

Education

• Ph.D., Finance, Boston College (Carroll), 2013
• Master of Business Administration / Master of Science in Finance, Boston College, 2008
• Bachelor of Art in Sociology, Korea University, 1997

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 Articles

• Kang, N., Froot, K., Ozik, G., Sadka, R. (2022). Predicting Performance Using Consumer Big Data. Journal of Portfolio Management, (48)
• Jang, I., Kang, N., Yezegel, A. (2022). Common ownership, price informativeness, and corporate investment. Journal of Banking and Finance, (135) February (Link) Forthcoming.
• 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.
• 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.
• Kang, N., Kondor, P., Sadka, R. (2014). Do hedge funds reduce idiosyncratic risk?. Journal of Financial and Quantitative Analysis.