| News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies Y Jeon, TH McCurdy, X Zhao Journal of Financial Economics 145 (2), 1-17, 2022 | 48 | 2022 |
| Option valuation with observable volatility and jump dynamics P Christoffersen, B Feunou, Y Jeon Journal of Banking & Finance 61, S101-S120, 2015 | 38 | 2015 |
| Time-varying crash risk embedded in index options: The role of stock market liquidity P Christoffersen, B Feunou, Y Jeon, C Ornthanalai Review of Finance 25 (4), 1261-1298, 2021 | 20* | 2021 |
| Chinese economic policy uncertainty and US households' portfolio decisions K Lee, Y Jeon, C Jo Pacific-Basin Finance Journal 64, 101452, 2020 | 18 | 2020 |
| Macroeconomic uncertainty shocks and households’ consumption choice EY Nam, K Lee, Y Jeon Journal of Macroeconomics 68, 103306, 2021 | 16 | 2021 |
| Chinese Economic Policy uncertainty and the cross-section of US asset returns K Lee, Y Jeon, EY Nam International Review of Economics & Finance 76, 1063-1077, 2021 | 7 | 2021 |
| Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books Y Jeon, L Samarbakhsh, K Hewitt Finance Research Letters 39, 101654, 2021 | 7 | 2021 |
| Which uncertainty measures matter for the cross-section of stock returns? K Lee, Y Jeon, M Kim Finance Research Letters 46, 102390, 2022 | 6 | 2022 |
| Chinese economic policy uncertainty and US corporate investment K Lee, Y Jeon, L Samarbakhsh, I Kim International Review of Finance 21 (4), 1519-1528, 2021 | 6 | 2021 |
| Which economic uncertainty measure matters for households' portfolio decision? K Lee, Y Jeon, I Kim Journal of Financial Research 44 (2), 343-369, 2021 | 6 | 2021 |
| Time-varying window length for correlation forecasts Y Jeon, TH McCurdy Econometrics 5 (4), 54, 2017 | 5 | 2017 |
| Stock Return Autocorrelations and Expected Option Returns Y Jeon, R Kan, G Li Available at SSRN 3363331, 2019 | 3 | 2019 |
| Measuring Chinese consumers’ perceived uncertainty K Lee, Y Jeon International Review of Economics & Finance 66, 51-70, 2020 | 2 | 2020 |
| The Impact of Public Information on Housing Market Decisions: Evidence from Third-Party AVMs Y Jeon, MJ Seiler, Y Seo Journal of Real Estate Research 45 (1), 83-110, 2023 | 1 | 2023 |
| Weather Variance Risk Premia JW Bae, Y Jeon, S Szaura, V Zurita Available at SSRN 4572123, 2023 | | 2023 |
| Does News, Order Flow, or Illiquidity drive jumps in stock returns? In the day or in the night? Y Jeon, TH McCurdy, S Szaura the day or in the night, 2023 | | 2023 |
| Comprehensive Reassessment of Economic Uncertainty and Corporate Investment K Lee, Y Jeon Available at SSRN 4215987, 2022 | | 2022 |
| Three Essays on Observable Covariates in Option Pricing Y Jeon University of Toronto (Canada), 2017 | | 2017 |
| The Value of Economic Regularization for Stock Return Predictability Y Jeon, L Samarbakhsh | | |
| Supplementary Internet Appendix to:“Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity” P Christoffersen, B Feunou, Y Jeon, C Ornthanalai | | |
Kiryoung LeeHankuk University of Foreign StudiesVerified email at hufs.ac.kr
