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Showing results 1 to 60 of 60

1	A simple modification of the maximal mixing scenario for three light neutrinos Kang, KS; Kim, JE; Ko, Pyungwon, ZEITSCHRIFT FUR PHYSIK C-PARTICLES AND FIELDS, v.72, no.4, pp.671 - 675, 1996-11
2	An analyst by any other surname: Surname favorability and market reaction to analyst forecasts Jung, Jay Heon; Kumar, Alok; Lim, Sonya S.; Yoo, Choong-Yuel, JOURNAL OF ACCOUNTING & ECONOMICS, v.67, no.2-3, pp.306 - 335, 2019-04
3	An intertemporal CAPM with higher-order moments Fang, Jeewon; Kang, Jangkoo, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.314 - 337, 2017-11
4	Arbitrage Portfolios Kim, Soohun; Korajczyk, Robert A; Neuhierl, Andreas, REVIEW OF FINANCIAL STUDIES, v.34, no.6, pp.2813 - 2856, 2021-06
5	Are good-news firms riskier than bad-news firms? Min, Byoung-Kyu; Kim, Tong Suk, JOURNAL OF BANKING & FINANCE, v.36, no.5, pp.1528 - 1535, 2012-05
6	Asset pricing implications of firms' profit sharing Bae, Jaewan; Kang, Jangkoo, PACIFIC-BASIN FINANCE JOURNAL, v.84, 2024-04
7	Asymmetric information in the equity market and information flow from the equity market to the CDS market* Park, Heewoo; Kim, Tong Suk; Park, Yuen Jung, JOURNAL OF FINANCIAL MARKETS, v.55, 2021-09
8	Betting against analyst target price Han, Chulwoo; Kang, Jangkoo; Kim, Sun Yung, JOURNAL OF FINANCIAL MARKETS, v.59, 2022-06
9	Can a machine learn from behavioral biases? Evidence from stock return predictability of deep learning models Byun, Suk-Joon; Cho, Sangheum; Kim, Da-Hea, JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE, v.41, 2024-03
10	Characteristic-based Returns: Alpha or Smart Beta? Kim, Soohun; Korajczyk, Robert; Neuhierl, Andreas, JOURNAL OF INVESTMENT MANAGEMENT, v.20, no.1, pp.70 - 89, 2022-01
11	CHARACTERISTICS OF ERBIUM-DOPED SUPERFLUORESCENT FIBER SOURCES FOR INTERFEROMETRIC SENSOR APPLICATIONS WYSOCKI, PF; DIGONNET, MJF; Kim, Byoung Yoon; SHAW, HJ, JOURNAL OF LIGHTWAVE TECHNOLOGY, v.12, no.3, pp.550 - 567, 1994-03
12	Continuing Overreaction and Stock Return Predictability Byun, Suk Joon; Lim, Sonya S.; Yun, Sang Hyun, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.51, no.6, pp.2015 - 2046, 2016-12
13	Cost of Asset Allocation in Equity Market: How Much Do Investors Lose Due to Bad Asset Class Design? Kim, Woo Chang; Lee, Yongjae; Lee, Yoonhak, JOURNAL OF PORTFOLIO MANAGEMENT, v.41, no.1, pp.34 - 44, 2014
14	Discovering the drivers of stock market volatility in a data-rich world Chun, Dohyun; Cho, Hoon; Ryu, Doojin, JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, v.82, 2023-01
15	Dispersion in Analysts' Earnings Forecasts and Market Efficiency Kim, Tong Suk; Kim, Ki-Deok; Min, Byoung-Kyu, INTERNATIONAL REVIEW OF FINANCE, v.20, no.1, pp.247 - 260, 2020-03
16	Do hedge funds time market tail risk? Evidence from option-implied tail risk Shin, Jung-Soon; Kim, Minki; Oh, Dongjun; Kim, Tong Suk, JOURNAL OF FUTURES MARKETS, v.39, no.2, pp.205 - 237, 2019-02
17	Do long-term institutional investors promote corporate social responsibility activities? Kim, Hyun-Dong; Kim, Taeyeon; Kim, Yura; Park, Kwangwoo, JOURNAL OF BANKING & FINANCE, v.101, pp.256 - 269, 2019-04
18	Dynamic RCS Estimation of Chaff Clouds Seo, Dong-Wook; Nam, Hyun-Jae; Kwon, Oh-Joon; Myung, Noh-Hoon, IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, v.48, no.3, pp.2114 - 2127, 2012-07
19	Dynamics of analyst forecasts and emergence of complexity: Role of information disparity Kim, Chansoo; Kim, Daniel S.; Ahn, Kwangwon; Choi, M. Y., Plos One, v.12, no.5, 2017-05
20	Equity Fund Performance Persistence with Investment Style: Evidence from Korea Kang, Jangkoo; Lee, Changjun; Lee, Doowon, EMERGING MARKETS FINANCE AND TRADE, v.47, no.3, pp.111 - 135, 2011
21	Evaluating style investment-Does a fund market defined along equity styles add value? Kim, Woo Chang; Mulvey, JM, QUANTITATIVE FINANCE, v.9, no.6, pp.637 - 651, 2009
22	Firm-specific investor sentiment and daily stock returns Seok, Sang Ik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.50, 2019-11
23	Gambling preference and individual equity option returns Byun, Suk Joon; Kim, Da-Hea, JOURNAL OF FINANCIAL ECONOMICS, v.122, no.1, pp.155 - 174, 2016-10
24	GENERALIZED EQUIVALENT CONDUCTOR METHOD FOR A CHAFF CLOUD WITH AN ARBITRARY ORIENTATION DISTRIBUTION Seo, Dong-Wook; Yoo, J-H; Kwon, K. I.; Myung, Noh-Hoon, PROGRESS IN ELECTROMAGNETICS RESEARCH-PIER, v.105, pp.333 - 346, 2010
25	Geometrically nonlinear finite element analysis of functionally graded 3D beams considering warping effects Yoon, Kyungho; Lee, Phill-Seung; Kim, Do-Nyun, COMPOSITE STRUCTURES, v.132, pp.1231 - 1247, 2015-11
26	Human capital quality and stock returns Bae, Jaewan; Kang, Jangkoo, JOURNAL OF BANKING & FINANCE, v.152, 2023-07
27	Informed Trading in the Options Market and Stock Return Predictability Han, JoongHo; Kim, Da-Hea; 변석준, JOURNAL OF FUTURES MARKETS, v.37, no.11, pp.1053 - 1093, 2017-11
28	Investor Sentiment and Bond Risk Premia: Evidence from China Lee, Kiryoung; Kim, Minki, EMERGING MARKETS FINANCE AND TRADE, v.55, no.4, pp.915 - 933, 2019-03
29	Investor sentiment and return predictability of disagreement Kim, Jun Sik; Ryu, Doojin; Seo, Sung Won, JOURNAL OF BANKING & FINANCE, v.42, pp.166 - 178, 2014-05
30	Investor sentiment and the MAX effect: evidence from Korea Kim, Donghoon; Byun, Suk-Joon; Jeon, Byounghyun, APPLIED ECONOMICS, v.55, no.3, pp.319 - 331, 2023-01
31	Is stock return predictability of option-implied skewness affected by the market state? Kim, Tong Suk; Park, Heewoo, JOURNAL OF FUTURES MARKETS, v.38, no.9, pp.1024 - 1042, 2018-09
32	Is the Information on the Higher Moments of Underlying Returns Correctly Reflected in Option Prices? Kang, Jangkoo; Lee, Soonhee, JOURNAL OF FUTURES MARKETS, v.36, no.8, pp.722 - 744, 2016-08
33	Legendre polynomial expansion method for evaluating multipole moments of current density in toroidal devices Seo, SH; Kim, J; Huh, SH; Choe, Wonho; Chang, Hong-Young; Jeong, SH, PHYSICS OF PLASMAS, v.7, no.5, pp.1487 - 1493, 2000-05
34	Model Analysis of Ridge and Rib Types of Silicon Waveguides With Void Compositions Eti, Neslihan; Kurt, Hamza, IEEE JOURNAL OF QUANTUM ELECTRONICS, v.52, no.10, 2016-06
35	Momentum and downside risk Min, Byoung-Kyu; Kim, Tong Suk, JOURNAL OF BANKING & FINANCE, v.72, pp.S104 - S118, 2016-11
36	Momentum and Earnings Information in the Korean Stock Market Ha, YuSung; Kang, Jangkoo; Kim, SunYung, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.50, no.3, pp.334 - 359, 2021-06
37	Natural Frequencies of Non-circular Arches with Rotatory Inertia and Shear Deformation sang-jin oh; byoung-koo lee; Lee, In Won, JOURNAL OF SOUND AND VIBRATION, v.219, no.1, pp.23 - 33, 1999-01
38	Nonlinear performance of continuum mechanics based beam elements focusing on large twisting behaviors Yoon, Kyungho; Lee, Phill-Seung, COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, v.281, pp.106 - 130, 2014-11
39	Oblique scattering and coupling to a slit coaxial cable: TM case Yu, Jong-Won; Myung, Noh-Hoon, JOURNAL OF ELECTROMAGNETIC WAVES AND APPLICATIONS, v.14, no.7, pp.931 - 942, 2000
40	Openness, External Risk, and Volatility: Implications for the Compensation Hypothesis Kim, So Young, INTERNATIONAL ORGANIZATION, v.61, no.1, pp.181 - 216, 2007-01
41	Precise measurement of the positive muon anomalous magnetic moment Brown, HN; Bunce, G; Carey, RM; Cushman, P; Danby, GT; Debevec, PT; Deile, M; et al, PHYSICAL REVIEW LETTERS, v.86, no.11, pp.2227 - 2231, 2001-03
42	Retail Investors and the Idiosyncratic Volatility Puzzle: Evidence from the Korean Stock Market Kang, Jangkoo; Lee, Eunmee; Sim, Myounghwa, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.43, no.2, pp.183 - 222, 2014-04
43	Scheduled macroeconomic news announcements and intraday market sentiment Seok, Sangik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.62, 2022-11
44	Search for dark matter WIMPs using upward through-going muons in Super-Kamiokande Desai, S; Ashie, Y; Fukuda, S; Fukuda, Y; Yoo, Jonghee, PHYSICAL REVIEW D, v.70, no.8, 2004-10
45	Size-Dependent Inertial Focusing Position Shift and Particle Separations in Triangular Microchannels Kim, Jeong Ah; Lee, Je-Ryung; Je, Tae-Jin; Jeon, Eun-chae; Lee, Wonhee, ANALYTICAL CHEMISTRY, v.90, no.3, pp.1827 - 1835, 2018-02
46	SOME OUTSTANDING PROBLEMS IN NEUTRON TRANSPORT COMPUTATION Cho, Nam-Zin; Chang, Jonghwa, NUCLEAR ENGINEERING AND TECHNOLOGY, v.41, no.4, pp.381 - 390, 2009-05
47	State-Dependent Illiquidity Premium in the Korean Stock Market Jang, Jeewon; Kang, Jang-Koo; Lee, Changjun, EMERGING MARKETS FINANCE AND TRADE, v.51, no.2, pp.400 - 417, 2015-03
48	State-Dependent Variations in the Expected Illiquidity Premium Jang, Jeewon; Kang, Jangkoo; Lee, Changjun, REVIEW OF FINANCE, v.21, no.6, pp.2277 - 2314, 2017-10
49	Stock Market's responses to intraday investor sentiment Seok, Sang Ik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.58, 2021-11
50	Stock returns, dividend yield, and book-to-market ratio Jiang, Xiaoquan; Lee, Bong Soo, JOURNAL OF BANKING & FINANCE, v.31, no.2, pp.455 - 475, 2007-02
51	The information content of option-implied information for volatility forecasting with investor sentiment Seo, Sung Won; Kim, Jun Sik, JOURNAL OF BANKING & FINANCE, v.50, pp.106 - 120, 2015-01
52	The Momentum Strategies and Salience: Evidence from the Korean Stock Market Sim, Myounghwa; Kang, Jangkoo; Kim, Hee-Eun; Lee, Eunmee, EMERGING MARKETS FINANCE AND TRADE, v.58, no.11, pp.3177 - 3190, 2022-09
53	The negative hiring rate premium on stock returns in the Korean stock market Bae, Jaewan; Kang, Jangkoo, PACIFIC-BASIN FINANCE JOURNAL, v.73, 2022-06
54	The reference dependency of short-term reversal Goh, Jihoon; Jeong, Giho; Kang, Jangkoo, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.78, pp.195 - 211, 2022-03
55	The relationship between carbon-intensive fuel and renewable energy stock prices under the emissions trading system Chun, Dohyun; Cho, Hoon; Kim, Jihun, ENERGY ECONOMICS, v.114, 2022-10
56	Time-varying expected momentum profits Kim, Dongcheol; Roh, Tai-Yong; Min, Byoung-Kyu; Byun, Suk-Joon, JOURNAL OF BANKING & FINANCE, v.49, pp.191 - 215, 2014-12
57	Ultimate consumption risk and investment-based stock returns Kang, Hankil; Kang, Jangkoo; Lee, Changjun, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.473 - 486, 2017-11
58	US Economic Uncertainty and the Korean Stock Market Reaction Yun, Jaesun; Kang, Jangkoo; Kwon, Kyung Yoon, EMERGING MARKETS FINANCE AND TRADE, v.57, no.10, pp.2946 - 2976, 2021-08
59	Using the credit spread as an option-risk factor: Size and value effects in CAPM Hwang, Young-Soon; Min, Hong Ghi; McDonald, Judith A.; Kim, Hwagyun; Kim, Bong-Han, JOURNAL OF BANKING FINANCE, v.34, pp.2995 - 3009, 2010-12
60	V-Shaped Disposition Effect, Stock Prices, and Post-Earnings-Announcement Drift: Evidence from Korea Kim, Minki; Kim, Toyoung; Kim, Tong-Suk, JOURNAL OF BEHAVIORAL FINANCE, v.24, no.3, pp.345 - 364, 2023-07

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