| Repurchases after being well known as good news I Lee, YJ Park, ND Pearson Journal of Corporate Finance 62, 101552, 2020 | 34 | 2020 |
| The impacts of overseas market shocks on the CDS-option basis YJ Park, AM Kutan, D Ryu The North American Journal of Economics and Finance 47, 622-636, 2019 | 31 | 2019 |
| Stochastic volatility of the futures prices of emission allowances: A Bayesian approach J Kim, YJ Park, D Ryu Physica A: Statistical Mechanics and its Applications 465, 714-724, 2017 | 30 | 2017 |
| Macroeconomic conditions and credit default swap spread changes TS Kim, JW Park, YJ Park Journal of Futures Markets 37 (8), 766-802, 2017 | 28 | 2017 |
| The linkage between the options and credit default swap markets during the subprime mortgage crisis TS Kim, YJ Park, J Noh Journal of Futures Markets 33 (6), 518-554, 2013 | 15 | 2013 |
| The information content of OTC individual put option implied volatility for credit default swap spreads YJ Park, TS Kim Asia‐Pacific Journal of Financial Studies 41 (4), 491-516, 2012 | 10 | 2012 |
| Asymmetric information in the equity market and information flow from the equity market to the CDS market H Park, TS Kim, YJ Park Journal of Financial Markets 55, 100607, 2021 | 9 | 2021 |
| 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 |
| Testing CEV stochastic volatility models using implied volatility index data J Kim, YJ Park, D Ryu Physica A: Statistical Mechanics and its Applications 499, 224-232, 2018 | 8 | 2018 |
| The effect of housing prices on bank performance in Korea Y Ok, J Kim, YJ Park Sustainability 11 (22), 6242, 2019 | 5 | 2019 |
| Hawkes-diffusion process and the conditional probability of defaults in the Eurozone J Kim, YJ Park, D Ryu Physica A: Statistical Mechanics and its Applications 449, 301-310, 2016 | 5 | 2016 |
| Institutional investors’ trading response to stock market anomalies: evidence from Korea J Kim, Y Ok, YJ Park Sustainability 12 (4), 1420, 2020 | 4 | 2020 |
| Contagion between liquid and illiquid assets during the financial crisis: evidence from the US credit derivative market J Kim, YJ Park Journal of Derivatives and Quantitative Studies: 선물연구 28 (3), 107-122, 2020 | 3 | 2020 |
| Cross-sectional expected returns and predictability in the Korean stock market T Kim, TS Kim, YJ Park Emerging Markets Finance and Trade 56 (15), 3763-3784, 2020 | 2 | 2020 |
| Individual investors, average skewness, and market returns J Kim, YJ Park Sustainability 12 (20), 8357, 2020 | 2 | 2020 |
| Is factor investing sustainable after price impact costs? The capacity of factor investing in Korea J Kim, YJ Park Sustainability 11 (17), 4797, 2019 | 2 | 2019 |
| Is low-volatility investing sustainable in the SME stock market of Korea? A risk and return analysis J Kim, YJ Park Sustainability 11 (13), 3654, 2019 | 2 | 2019 |
| 가상화폐와 전통적 자산 및 화폐 가치 간의 상호영향에 관한 연구 김정무， 강내영， 박윤정 경영교육연구 34 (5), 151-169, 2019 | 2 | 2019 |
| Skewness versus kurtosis: Implications for pricing and hedging options S Kim, G Lee, YJ Park Asia‐Pacific Journal of Financial Studies 46 (6), 903-933, 2017 | 2 | 2017 |
| Does CDS Slope Predict Future Stock Returns? Evidence from the Korean Market J Kim, YJ Park Journal of Derivatives and Quantitative Studies 21 (2), 203-222, 2013 | 2 | 2013 |
Tong Suk KimKAISTVerified email at business.kaist.ac.kr
