| Risk management and corporate social responsibility S Kim, G Lee, HG Kang Strategic Management Journal 42 (1), 202-230, 2021 | 120 | 2021 |
| Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200 index options market IJ Kim, S Kim Pacific-Basin Finance Journal 12 (2), 117-142, 2004 | 113 | 2004 |
| Is it important to consider the jump component for pricing and hedging short‐term options? IJ Kim, S Kim Journal of Futures Markets 25 (10), 989-1009, 2005 | 52 | 2005 |
| The performance of traders' rules in options market S Kim Journal of Futures Markets 29 (11), 999-1020, 2009 | 38 | 2009 |
| On the usefulness of implied risk-neutral distributions-evidence from the korean kospi 200 index options market IJ Kim, S Kim Journal of Risk 6, 93-110, 2003 | 29 | 2003 |
| The lead-lag relationship between stock index options and the stock index market: Model, moneyness, and news S Kim, I Joon Kim, S Oh Nam International Journal of Managerial Finance 5 (3), 311-332, 2009 | 16 | 2009 |
| Intraday volatility forecasting from implied volatility SJ Byun, DW Rhee, S Kim International Journal of Managerial Finance 7 (1), 83-100, 2011 | 12 | 2011 |
| The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics IJ Kim, IS Baek, J Noh, S Kim Review of Quantitative Finance and Accounting 29, 69-110, 2007 | 10 | 2007 |
| Investor sentiment and credit default swap spreads during the global financial crisis J Lee, S Kim, YJ Park Journal of Futures Markets 37 (7), 660-688, 2017 | 9 | 2017 |
| Empirical comparison of alternative implied volatility measures of the forecasting performance of future volatility DW Rhee, SJ Byun, S Kim Asia‐Pacific Journal of Financial Studies 41 (1), 103-124, 2012 | 9 | 2012 |
| Thirty years of the Journal of Derivatives and Quantitative Studies: a bibliometric analysis JS Kim, S Kim Journal of Derivatives and Quantitative Studies: 선물연구 29 (4), 258-279, 2021 | 8 | 2021 |
| On the importance of the traders’ rules for pricing options: Evidence from intraday data S Kim, C Lee Asia‐Pacific Journal of Financial Studies 43 (6), 873-894, 2014 | 8 | 2014 |
| Effects of Macroeconomic News Announcements on Risk‐neutral Distribution: Evidence from KOSPI200 Intraday Options Data S Kim, G Lee Asia‐Pacific Journal of Financial Studies 40 (3), 403-432, 2011 | 8 | 2011 |
| Can the Indicative Price System Mitigate Expiration‐Day Effects? JB Chay, S Kim, HS Ryu Journal of Futures Markets 33 (10), 891-910, 2013 | 7 | 2013 |
| Option Pricing with Extreme Events: Using Câmara and Heston (2008)‘s Model S Kim Asia‐Pacific Journal of Financial Studies 38 (2), 187-209, 2009 | 7 | 2009 |
| Portfolio of Volatility Smiles versus Volatility Surface: Implications for pricing and hedging options S Kim Journal of Futures Markets 41 (7), 1154-1176, 2021 | 6 | 2021 |
| Ad Hoc Black and Scholes Procedures with the Time-to-Maturity SJ Byun, S Kim, DW Rhee Review of Pacific Basin Financial Markets and Policies 21 (01), 1850006, 2018 | 5 | 2018 |
| Pricing and hedging options with rollover parameters S Kim Journal of Risk 19 (5), 1-40, 2017 | 5 | 2017 |
| The traders' rule and long‐term options S Kim, IJ Song Journal of Futures Markets 41 (3), 406-436, 2021 | 3 | 2021 |
| Are traders’ rules useful for pricing options? Evidence from intraday data S Kim Journal of Risk 17 (1), 2014 | 3 | 2014 |
Geul LeeResearch Fellow, Korea Housing Finance CorporationVerified email at hf.go.kr
