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Kim, Tong-Suk (김동석) C-1598-2011

Department
School of Management Engineering(경영공학부)
Co-author
Collaboration Network Collaboration Network
Website
 
Research Area
Financial Engineering, Pricing Models, Investment

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1

Momentum and downside risk

Min, Byoung-Kyu; Kim, Tong SukresearcherELSEVIER SCIENCE BVJOURNAL OF BANKING & FINANCE, v.72, pp.S104 - S118, 2016-11

2

주식형 펀드의 성과와 현금흐름의 볼록성 관계: 순현금흐름과 시장 점유율 변화

고광수; 하연정; 김동석researcher한국증권학회한국증권학회지, v.43, no.5, pp.911 - 936, 2014-12

3

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 SukresearcherELSEVIER SCIENCE BVJOURNAL OF BANKING & FINANCE, v.44, pp.160 - 176, 2014-07

4

Option-Implied Preference with Model Uncertainty

Kang, Byung Jin; Kim, Tong Sukresearcher; Lee, Hyo SeobWILEY-BLACKWELLJOURNAL OF FUTURES MARKETS, v.34, no.6, pp.498 - 515, 2014-06

5

The Linkage Between the Options and Credit Default Swap Markets During the Subprime Mortgage Crisis

Kim, Tong-Sukresearcher; Park, Yuen-Jung; Noh, Jae-SunWILEY-BLACKWELLJOURNAL OF FUTURES MARKETS, v.33, no.6, pp.518 - 554, 2013-06

6

The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads*

Park, Yuen-Jung; Kim, Tong-SukresearcherWILEY-BLACKWELLASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.4, pp.491 - 516, 2012-08

7

Are good-news firms riskier than bad-news firms?

Min, Byoung-Kyu; Kim, Tong SukresearcherELSEVIER SCIENCE BVJOURNAL OF BANKING & FINANCE, v.36, no.5, pp.1528 - 1535, 2012-05

8

Macroeconomic risk and the cross-section of stock returns

Kang, Jangkooresearcher; Kim, Tong Sukresearcher; Lee, Changjun; Min, Byoung-KyuELSEVIER SCIENCE BVJOURNAL OF BANKING FINANCE, v.35, no.12, pp.3158 - 3173, 2011-12

9

Information Content of Changes in Index Composition.

Yun, Jooyoung; Kim, Tong SukresearcherWILEY-BLACKWELLASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.40, no.2, pp.317 - 346, 2011-04

10

Future labor income growth and the cross-section of equity returns

Kim, Dongcheol; Kim, Tong Sukresearcher; Min, Byoung-KyuELSEVIER SCIENCE BVJOURNAL OF BANKING & FINANCE, v.35, pp.67 - 81, 2011-01

11

Return-Volatility Relationship in High Frequency Data: Multiscale Horizon Dependency

Lee, Jihyun; Kim, Tong Sukresearcher; Lee, Hoe KyungresearcherBERKELEY ELECTRONIC PRESSSTUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, v.15, no.1, 2011

12

The effect of changes in index constitution: Evidence from the Korean stock market

Yun, J.; Kim, Tong SukresearcherElsevier Inc.INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.19, no.4, pp.258 - 269, 2010-09

13

A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market

Kang, Byoung Uk; In, Francis; Kim, Gunky; Kim, Tong SukresearcherUNIV WASHINGTON SCH BUSINESS & ADMINISTRATIONJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.45, no.3, pp.763 - 789, 2010-06

14

INFORMATION CONTENT OF VOLATILITY SPREADS

Kang, BJ; Kim, Tong Sukresearcher; Yoon, SJJOHN WILEY & SONS INCJOURNAL OF FUTURES MARKETS, v.30, no.6, pp.533 - 558, 2010-06

15

An Examination of International Portfolio Diversification Benefits for Korean Investors

김동석researcher; 민병규한국파생상품학회선물연구, v.18, no.1, pp.101 - 127, 2010-02

16

Innovations to Future Labor Income Growth and the Cross-Section of Equity Returns

Min, Byoung Kyu; Kim, Tong Sukresearcher; Kim, DongcheolKorea Advanced Institute of Science and TechnologyKAIST WORKING PAPER SERIES , 2009-02

17

Empirical risk aversion functions-estimates and assessment of their reliability

Kang B.J.; Kim, Tong SukresearcherElsevier BVINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.17, no.5, pp.1123 - 1138, 2008-12

18

KOSPI 200 지수옵션 투자자들의 위험회피성향에 관한 실증연구

강병진; 김동석researcher; 윤선중한국파생상품학회; Korea Derivatives Association선물연구, v.16, no.2, pp.1 - 35, 2008-11 View PDF (5354kb)

19

Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies

Nam, CW; Kim, Tong Sukresearcher; Park, NJ; Lee, Hoe KyungresearcherJOHN WILEY & SONS LTDJOURNAL OF FORECASTING, v.27, pp.493 - 506, 2008-09 View PDF (217kb)

20

Alternative Measures to Test the Stability of Implied Probability Density Functions

Kang, Byung Jin; Kim, Tong Sukresearcher한국금융공학회金融工學硏究, v.7, no.1, pp.171 - 206, 2008-03

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