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| A bold move or biting off more than they can chew: examining the performance of small acquirers Harp, Nancy L.; Kim, Kevin H.; Oler, Derek K., REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.56, no.2, pp.393 - 422, 2021-02 |
| A Comparison of New Factor Models in the Korean Stock Market Kang, Hankil; Kang, Jangkoo; Kim, Wooyeon, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.48, no.5, pp.593 - 614, 2019-10 |
| A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market Kang, Byoung Uk; In, Francis; Kim, Gunky; Kim, Tong Suk, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.45, no.3, pp.763 - 789, 2010-06 |
| Acquired In-process Research Development and Earnings Management Lee, Junyoup; Lee, Eunsuh; Kim, Hyungchul; Paik, Daniel Gyung H., AUSTRALIAN ACCOUNTING REVIEW, v.28, no.4, pp.577 - 588, 2018-12 |
| An Empirical Evaluation of Behavioral Models Based on Decompositions of Stock Prices, Lee, Bong Soo, JOURNAL OF BUSINESS, v.79, no.1, pp.393 - 428, 2006-01 |
| An Empirical Evaluation of the Overconfidence Hypothesis, alex chuang; Lee, Bong Soo, JOURNAL OF BANKING & FINANCE, v.30, no.9, pp.2489 - 2515, 2006-09 |
| Analyst vs. Market Forecasts of Earnings Management to Avoid Small Losses Eames, Michael; Kim, Yongtae, JOURNAL OF BUSINESS FINANCE & ACCOUNTING, v.39, no.5-6, pp.649 - 674, 2012-06 |
| Analyzing and Utilizing Thematic Stocks based on Text Mining Techniques and Information Flow-Based Networks: An Example of the Republic of Korea's Mask-Themed Stocks Choi, Insu; Kim, Woo Chang, INDUSTRIAL ENGINEERING AND MANAGEMENT SYSTEMS, v.21, no.2, pp.244 - 266, 2022-06 |
| Arbitrage Portfolios Kim, Soohun; Korajczyk, Robert A; Neuhierl, Andreas, REVIEW OF FINANCIAL STUDIES, v.34, no.6, pp.2813 - 2856, 2021-06 |
| Are Commercial Mortgage Defaults Affected by Tax Considerations? Cho, Hoon; Ciochetti, Brian A.; Shilling, James D., JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, v.46, no.1, pp.1 - 23, 2013-01 |
| Are unsolicited ratings biased? Evidence from long-run stock performance Byoun, Soku; Fulkerson, Jon A.; Han, SeungHun; Shin, Yoon S., JOURNAL OF BANKING & FINANCE, v.42, pp.326 - 338, 2014-05 |
| 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 |
| Banking Market Size Structure and Financial Stability: Evidence from Eight Asian Countries Kim, Hakkon; Park, Kwangwoo; Song, Sangjin, EMERGING MARKETS FINANCE AND TRADE, v.52, no.4, pp.975 - 990, 2016-04 |
| Bond Variance Risk Premiums Choi, Hoyong; Mueller, Philippe; Vedolin, Andrea, REVIEW OF FINANCE, v.21, no.3, pp.987 - 1022, 2017-05 |
| Can fat-tail create the momentum and reversal? Bae, Kwangil; Kang, Hankil; Kang, Jangkoo, APPLIED ECONOMICS, v.52, no.44, pp.4850 - 4863, 2020-09 |
| CBOE VIX and Jump-GARCH option pricing models Yoo, Eun Gyu; Yoon, Sun-Joong, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.69, pp.839 - 859, 2020-09 |
| Comment on "A new simple square root option pricing model" Kim, Hwa-Sung; Kang, Jang-Koo; Shin, Jeong-Woo, JOURNAL OF FUTURES MARKETS, v.32, no.2, pp.191 - 198, 2012 |
| Comparison study between MCMC-based and weight-based Bayesian methods for identification of joint distribution Noh, Yoojeong; Choi, K. K.; Lee, Ikjin, STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION, v.42, no.6, pp.823 - 833, 2010-12 |
| Competition of socially responsible and conventional mutual funds and its impact on fund performance In, Francis; Kim, Martin; Park, Raphael Jonghyeon; Kim, Sangbae; Kim, Tong Suk, JOURNAL OF BANKING & FINANCE, v.44, pp.160 - 176, 2014-07 |
| COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS Park, Jong Jun; Lee, Kyungsub, PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, v.34, no.2, pp.258 - 278, 2020-04 |
| Cost control and production performance enhancement by IT investment and regulation changes: evidence from the healthcare industry Menon, NM; Lee, Byungtae, DECISION SUPPORT SYSTEMS, v.30, no.2, pp.153 - 169, 2000-12 |
| Cross redundancy and sensitivity in DEA models Lee, Kyuseok; Choi, Kyuwan, JOURNAL OF PRODUCTIVITY ANALYSIS, v.34, pp.151 - 165, 2010-10 |
| Cross-correlations in volume space: Differences between buy and sell volumes Lee, Sun-Young; Hwang, Dong-Il; Kim, Min-Jae; Koh, In-Gyu; Kim, Soo-Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.5, pp.837 - 846, 2011-03 |
| Deciphering robust portfolios Kim, Woo Chang; Kim, Jang Ho; Fabozzi, Frank J., JOURNAL OF BANKING FINANCE, v.45, pp.1 - 8, 2014-08 |
| Default and liquidity regimes in the bond market during the 2002-2012 period Dionne, Georges; Maalaoui, Olfa, CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, v.46, no.4, pp.1160 - 1195, 2013-11 |
| Dependence structure of the Korean stock market in high frequency data Kim, Min-Jae; Kwak, Young-Bin; Kim, Soo-Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.5, pp.891 - 901, 2011-03 |
Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy-Focus on the Republic of Korea's Case Choi, Insu; Kim, Woo Chang, ENTROPY, v.23, no.6, 2021-06 |
| 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 |
| Do actively managed mutual funds exploit stock market mispricing? Lee, Jaeram; Jeon, Hyunglae; Kang, Jangkoo; Lee, Changjun, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.53, 2020-07 |
| Do analysts treat winners and losers differently when forecasting earnings? Jung, Jay Heon; Pae, Jinhan; YOO, CHOONG-YUEL, INTERNATIONAL JOURNAL OF FORECASTING, v.31, no.2, pp.531 - 549, 2015-04 |
| Do managers time the market? Evidence from open-market share repurchases Chan, Konan; Ikenberry, David L.; Lee, Inmoo, JOURNAL OF BANKING & FINANCE, v.31, no.9, pp.2673 - 2694, 2007-09 |
| Do privatization ipos outperform in the long run? Choi, S.-D.; Lee, Inmoo; Megginson, W., FINANCIAL MANAGEMENT, v.39, no.1, pp.153 - 185, 2010-03 |
| Do voluntary corporate restrictions on insider trading eliminate informed insider trading? Lee, Inmoo; Lemmon, Michael; Li, Yan; Sequeira, John M., JOURNAL OF CORPORATE FINANCE, v.29, pp.158 - 178, 2014-12 |
| 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 |
| Economic sources of gain in stock repurchases Chan, K; Ikenberry, D; Lee, Inmoo, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.39, pp.461 - 479, 2004-09 |
| ELW pricing kernel and empirical risk aversion Kim, Jun Sik; Kim, Hyeyoen; Ryu, Doojin, APPLIED ECONOMICS LETTERS, v.21, no.5, pp.372 - 376, 2014 |
| Environmental Costs and Firm Value Jo, Hoje; Kim, Hakkon; Park, Kwangwoo, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.45, no.6, pp.813 - 838, 2016-12 |
| Estimating Historical Downside Risks of Global Financial Market Indices via Inflation Rate-Adjusted Dependence Graphs Choi, Insu; Kim, Woo Chang, RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, v.66, 2023-10 |
| Examining the effects of information sources on individual earning rates in the South Korean stock market Park, Eunil; Kwon, Sang Jib, ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, v.28, no.1, pp.650 - 667, 2015 |
| Examining the stock performance of acquirers where the acquirer or target hold patents Kim, Kevin H.; Oler, Derek K.; Sanchez, Juan Manuel, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.56, no.1, pp.185 - 217, 2021-01 |
| Firm-specific investor sentiment and the stock market response to earnings news Seok, Sang Ik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.48, pp.221 - 240, 2019-04 |
| Focusing on the worst state for robust investing Kim, Woo Chang; Kim, Jang Ho; Mulvey, John M.; Fabozzi, Frank J., International Review of Financial Analysis, v.39, pp.19 - 31, 2015-05 |
| Foreign investors and the delay of information dissemination in the Korean stock market Kang, Jangkoo; Kwon, Kyung Yoon; Park, Hyoung-jin, PACIFIC-BASIN FINANCE JOURNAL, v.38, pp.1 - 16, 2016-06 |
| How about selling commodity futures losers? Kang, Jangkoo; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.39, no.12, pp.1489 - 1514, 2019-12 |
| How Informed Investors Take Advantage of Negative Information in Options and Stock Markets Kang, Jangkoo; Park, Hyoung-Jin, JOURNAL OF FUTURES MARKETS, v.34, no.6, pp.516 - 547, 2014-06 |
| Increasing market efficiency in the stock markets Yang, Jae Suk; Kwak, Woo Seop; Kaizoji, Taisei; Kim, In Mook, EUROPEAN PHYSICAL JOURNAL B, v.61, no.2, pp.241 - 246, 2008-01 |
| Information Asymmetry and the Accrual Anomaly Park, Sang Hyun; Han, Ingoo; Lee, Jaywon; Kim, Boyoung, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.47, no.4, pp.571 - 597, 2018-09 |
| Information flow between stock indices Kwon, Okyu; Yang, Jae Suk, EPL, v.82, no.6, 2008-06 |
| Informed Traders: Linking Legal Insider Trading and Share Repurchases Chan, Konan; Ikenberry, David L.; Lee, Inmoo; Wang, YZ, FINANCIAL ANALYSTS JOURNAL, v.68, no.1, pp.60 - 73, 2012 |
| Investors' Interacting Demand and Supply Curves for Common Stocks Dierker, Martin J; Kim, Jung-Wook; Lee, Jason; Morck, Randall, REVIEW OF FINANCE, v.20, no.4, pp.1517 - 1547, 2016-07 |
| Jump variation estimation with noisy high frequency financial data via wavelets Zhang, Xin; Kim, Donggyu; Wang, Yazhen, ECONOMETRICS, v.4, no.3, 2016-09 |
| Large Volatility Matrix Estimation with Factor-Based Diffusion Model for High-Frequency Financial data Kim, Donggyu; Liu, Yi; Wang, Yazhen, BERNOULLI, v.24, no.4B, pp.3657 - 3682, 2018-11 |
| Limited Participation and the Closed-end Fund Discount, youngsoo kim; Lee, Bong Soo, JOURNAL OF BANKING & FINANCE, v.31, no.2, pp.381 - 399, 2007-02 |
| Liquidity skewness premium Jeong, Giho; Kang, Jangkoo; Kwon, Kyung Yoon, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.46, pp.130 - 150, 2018-11 |
| Market microstructure effects on volatility at the TAIFEX Webb, Robert I; Muthuswamy, Jayaram; Segara, Reuben, JOURNAL OF FUTURES MARKETS, v.27, no.12, pp.1219 - 1243, 2007-12 |
| Momentum and Foreign Investors: Evidence from the Korean Stock Market Kang, Jang-Koo; Kwon, Kyung Yoon; Park, Hyoung-jin, EMERGING MARKETS FINANCE AND TRADE, v.50, pp.131 - 147, 2014-09 |
| Momentum Crashes and the 52-Week High Byun, Suk-Joon; Jeon, Byounghyun, FINANCIAL ANALYSTS JOURNAL, v.79, no.2, pp.120 - 139, 2023-04 |
| Momentum in International Commodity Futures Markets Kang, Jangkoo; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.37, no.8, pp.803 - 835, 2017-08 |
| Next generation models for portfolio risk management: An approach using financial big data Jung, Kwangmin; Kim, Donggyu; Yu, Seunghyeon, JOURNAL OF RISK AND INSURANCE, v.89, no.3, pp.765 - 787, 2022-09 |
| Nonlinear dynamics in arbitrage of the S&P 500 index and futures: A threshold error-correction model Kim, Bong-Han; Chun, Sun-Eae; Min, Hong Ghi, ECONOMIC MODELLING, v.27, pp.566 - 573, 2010-03 |
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