| 1 | (A) study of investment performance in financial markets : stock, fund, and REIT markets = 금융시장에서의 투자성과에 관한 연구 : 주식, 펀드, 그리고 리츠 시장link Park, SangJin; Cho, Hoon; et al, 한국과학기술원, 2017 |
| 2 | An empirical study on credit card loan delinquency Kim, Hyeongjun; Cho, Hoon; Ryu, Doojin, ECONOMIC SYSTEMS, v.42, no.3, pp.437 - 449, 2018-09 |
| 3 | Are Commercial Mortgage Default Affected by Tax Considerations? Cho, Hoon; Ciochetti, B.; Shilling, J.D., Allied Social Science Association Annual Meeting, Allied Social Science Association, 2007-01 |
| 4 | 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 |
| 5 | Are House Prices and Trading Volume Related? Evidence from the Seoul Housing Market Cho, Hoon; Kim, KH; Shilling, J, Amerian Real Estate and Urban Economics Association Conference, Amerian Real Estate and Urban Economics Association, 2006 |
| 6 | Characteristics of Mortgage Terminations: an Analysis of a Loan-Level Dataset Kim, Hyeongjun; Cho, Hoon; Ryu, Doojin, JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, v.57, no.4, pp.647 - 676, 2018-11 |
| 7 | Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data Kim, Hyeongjun; Cho, Hoon; Ryu, Doojin, COMPUTATIONAL ECONOMICS, v.59, no.3, pp.1231 - 1249, 2022-03 |
| 8 | Corporate Default Predictions Using Machine Learning: Literature Review Kim, Hyeongjun; Cho, Hoon; Ryu, Doojin, SUSTAINABILITY, v.12, no.16, 2020-08 |
| 9 | COVID-19 경제침체기에 기업재무지표가 한국 주식시장에 미치는 영향 : 수익률, 유동성을 중심으로 = (The) influence of corporate financial conditions on the Korean stock market during the COVID-19 recession: focused on the return, and liquiditylink 한정우; 조훈; et al, 한국과학기술원, 2022 |
| 10 | Crude oil price shocks and hedging performance: A comparison of volatility models Chun, Dohyun; Cho, Hoon; Kim, Jihun, ENERGY ECONOMICS, v.81, pp.1132 - 1147, 2019-06 |
| 11 | Determinants of Hedging and their Impact on Firm Value and Risk: After Controlling for Endogeneity Using a Two-stage Analysis Seok, Sang-Ik; Kim, Tae-Hyun; Cho, Hoon; Kim, Tae-Joong, JOURNAL OF KOREA TRADE, v.24, no.1, pp.1 - 34, 2020-02 |
| 12 | 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 |
| 13 | Do Higher Land Values Cause Higher House Prices,or Vice Versa? Cho, Hoon; Kim, Kyung Hwan; Park, YJ; Shilling, James, Asian Real Estate Society Annual Meeting and International Conference, Asian Real Estate Society, 2008-07 |
| 14 | Do Overnight Returns Truly Measure Firm-Specific Investor Sentiment in the KOSPI Market? Seok, Sang Ik; Cho, Hoon; Park, Chanhi; Ryu, Doojin, SUSTAINABILITY, v.11, no.13, 2019-07 |
| 15 | Does performance-chasing behavior matter? International evidence Lee, Jennifer Eunkyeong; Cho, Hoon; Ryu, Doojin; Seok, Sangik, JOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT, v.68, 2023-06 |
| 16 | Economic indicators and stock market volatility in an emerging economy Chun, Dohyun; Cho, Hoon; Ryu, Doojin, ECONOMIC SYSTEMS, v.44, no.2, 2020-06 |
| 17 | Empirical analyses on loan credit risk = 대출 신용 위험에 관한 실증 분석link Kim, Hyeongjun; 김형준; et al, 한국과학기술원, 2015 |
| 18 | Essays on analyzing three financial instruments : stock, derivatives, and REITs = 주식, 파생상품, 부동산투자신탁을 포함한 세 가지 금융상품에 대한 실증분석 연구link Seok, Sang Ik; Cho, Hoon; et al, 한국과학기술원, 2019 |
| 19 | Essays on financial time-series analysis and applications = 금융 시계열 분석과 응용에 관한 연구link Chun, Dohyun; Cho, Hoon; et al, 한국과학기술원, 2022 |
| 20 | Firm-specific investor sentiment and daily stock returns Seok, Sang Ik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.50, 2019-11 |
| 21 | 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 |
| 22 | Forecasting consumer credit recovery failure: classification approaches Kim, Hyeongjun; Cho, Hoon; Ryu, Doojin, JOURNAL OF CREDIT RISK, v.17, no.3, pp.117 - 140, 2021-09 |
| 23 | Forecasting the KOSPI200 spot volatility using various volatility measures Chun, Dohyun; Cho, Hoon; Ryu, Doojin, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.514, pp.156 - 166, 2019-01 |
| 24 | Hedge fund market runs during financial crises Sung, Sangwook; Chun, Dohyun; Cho, Hoon; Ryu, Doojin, ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, v.34, no.1, pp.266 - 291, 2021-01 |
| 25 | Indirect effects of flow-performance sensitivity on fund performance Seok, Sangik; Cho, Hoon; Lee, Jennifer Eunkyeong; Ryu, Doojin, BORSA ISTANBUL REVIEW, v.23, pp.S1 - S14, 2023-10 |
| 26 | Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs Kim, Jinhwan; Cho, Hoon; Seok, Sangik, JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, v.89, 2023-12 |
| 27 | Liquidity-adjusted capital asset pricing model in korean housing market = 한국 주택시장의 유동성 조정 자산 가격 결정 모형link Park, Jun-Beom; Cho, Hoon; et al, 한국과학기술원, 2023 |
| 28 | MACROECONOMIC STRUCTURAL CHANGES IN A LEADING EMERGING MARKET: THE EFFECTS OF THE ASIAN FINANCIAL CRISIS Chun, Dohyun; Cho, Hoon; Ryu, Doojin, ROMANIAN JOURNAL OF ECONOMIC FORECASTING, v.21, no.2, pp.22 - 42, 2018-07 |
| 29 | Measuring corporate failure risk: Does long short-term memory perform better in all markets? Kim, Hyeongjun; Cho, Hoon; Ryu, Doojin, INVESTMENT ANALYSTS JOURNAL, v.52, no.1, pp.40 - 52, 2023-03 |
| 30 | Predicting corporate defaults using machine learning with geometric-lag variables Kim, Hyeongjun; Cho, Hoon; Ryu, Doojin, INVESTMENT ANALYSTS JOURNAL, v.50, no.3, pp.161 - 175, 2021-07 |
| 31 | REITs 주식을 이용한 모멘텀 효과에 관한 실증적 분석 = An empirical analysis of the momentum effect on REITs stockslink 채지수; Chae, Ji-Su; et al, 한국과학기술원, 2013 |
| 32 | Relationship between Extreme Idiosyncratic Returns and Expected Returns in the Korean Stock Market Seo, Wooduk; Kim, Jinhwan; Cho, Hoon; Seok, Sangik, Korean Journal of Financial Studies, v.52, no.3, pp.449 - 496, 2023-06 |
| 33 | Ripple effect and return predictability in the Korean housing market = 부동산 전이효과와 한국 주택시장 수익률 예측link Chae, Ji-Hoon; Cho, Hoon; et al, 한국과학기술원, 2022 |
| 34 | Scheduled macroeconomic news announcements and intraday market sentiment Seok, Sangik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.62, 2022-11 |
| 35 | Seemingly Irrational but Predictable Price Formation in Seoul's Housing Market Cho, Hoon; Kim, KH; Shilling, J.D., Amercan Real Estate and Urban Economics Association Conference, Amercan Real Estate and Urban Economics Association, 2007-07 |
| 36 | Seemingly Irrational but Predictable Price Formation in Seouls Housing Market Cho, Hoon; Kim, Kyung-Hwan; Shilling, James D., JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, v.44, no.4, pp.526 - 542, 2012-05 |
| 37 | Stock Market's responses to intraday investor sentiment Seok, Sang Ik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.58, 2021-11 |
| 38 | The Behavior of an Institutional Investor with Arbitrage Opportunities and Liquidity Risk Sung, Sangwook; Cho, Hoon; Ryu, Doojin, EMERGING MARKETS FINANCE AND TRADE, v.55, no.1, pp.1 - 12, 2019 |
| 39 | The behaviors of informed and rational institutions around financial crises, and their impacts on financial markets = 금융위기 상황에서 시장의 정보를 알고 있는 합리적인 기관투자자들의 투자행태와 그것이 금융시장에 미치는 영향에 대한 연구link Sung, Sangwook ; 성상욱; et al, 한국과학기술원, 2015 |
| 40 | The information content of funds from operations and net income in real estate investment trusts Seok, Sang Ik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.51, 2020-01 |
| 41 | The relationship between carbon-intensive fuel and renewable energy stock prices under the emissions trading system Chun, Dohyun; Cho, Hoon; Kim, Jihun, ENERGY ECONOMICS, v.114, 2022-10 |
| 42 | (The) estimation of housing price bubbles in Korea and the relationship of bubbles on macroeconomic fundamentals = 한국 주택가격의 버블추정 및 버블과 거시경제의 관계link Ryou, Hee Seok; 유희석; et al, 한국과학기술원, 2016 |
| 43 | Time-series momentum in China's commodity futures market Ham, Hyuna; Cho, Hoon; Kim, Hyeongjun; Ryu, Doojin, JOURNAL OF FUTURES MARKETS, v.39, no.12, pp.1515 - 1528, 2019-12 |
| 44 | Unsmoothing Commrcial Property Returns: A Revision to Fisher-Geltner-Webbs Unsmoothing Methodology Cho, Hoon; Kawaguchi, Yuichiro; Shilting, James D, JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, v.27, no.3, pp.393 - 405, 2003 |
| 45 | Valuing retail shopping center lease contracts Cho, Hoon; Shilling, James D., REAL ESTATE ECONOMICS, v.35, no.4, pp.623 - 649, 2007 |
| 46 | 가격 충격 이후에 주가 수익률과 정보 사이의 관계에 대한 실증 분석 = An empirical analysis of the relationship between stock returns and information after price shocklink 박지형; Park, Ji-Hyoung; et al, 한국과학기술원, 2014 |
| 47 | 거시경제 지표와 위험프리미엄 예측 : 공매도 지수를 중심으로 = (The) effect of macro variables on equity premium predictability: concentrating on aggregate short interest indexlink 이도결; 조훈; et al, 한국과학기술원, 2018 |
| 48 | 공매도 제한이 가격 발견과 주식 수익률의 분포적 특성에 미치는 영향 = The impact of short-sales constraints on the price discovery and the distributional characteristics of stock returnslink 정찬호; Jeong, Chan-Ho; et al, 한국과학기술원, 2013 |
| 49 | 기계학습 방법론을 활용한 아파트 매매가격지수 연구 = (A) study on apartment sales price index using machine learning methodologylink 김이환; 조훈; et al, 한국과학기술원, 2022 |
| 50 | 수익률 횡단면변동성(Return Dispersion)의 예측력에 관한 실증연구 = An empirical analysis on predictability of return dispersion(RD)link 김현식; KIM, Hyun Sik; et al, 한국과학기술원, 2015 |
| 51 | 스타일 지수 편입 종목의 수익률 패턴 동조화 현상 연구 = An empirical study on comovement of stock prices stratified by style indices in korealink 홍성욱; Hong, Sung-Wook; et al, 한국과학기술원, 2012 |
| 52 | 재무점수를 활용한 투자전략에 관한 실증연구 = An empirical study for an investment strategy based on piotroski's f_score in korean stock marketlink 김태균; Kim, Tae-Gyun; et al, 한국과학기술원, 2014 |
| 53 | 한국 시장에서의 요일효과에 대한 횡단면 수익률 분석 = Day of the week effect and the cross-section of return in Korealink 조유상; 조훈; et al, 한국과학기술원, 2020 |
| 54 | 한국 주식 시장에서의 누적 전망 이론을 활용한 실증 분석 = An empirical study on cumulative prospect theory in korean stock marketlink 김태진; 조훈; et al, 한국과학기술원, 2017 |
| 55 | 한국 주식 시장에서의 왜도 위험 프리미엄 실증 연구 = (An) empirical study on skewness risk premium in the Korean stock marketlink 도진환; 조훈; et al, 한국과학기술원, 2020 |
| 56 | 한국 주식시장에서의 기준의존선호체계와 위험-수익관계에 관한 실증연구 = (An) empirical study on reference-dependent preferences and the risk-return trade-off in Korean stock marketlink 나명환; 조훈; et al, 한국과학기술원, 2018 |
| 57 | 한달 내의 최대 일별수익률과 주식 기대수익률의 관게 = Maximum daily returns and the cross-section of expected returnslink 김경용; Kim, Kyung-Yong; et al, 한국과학기술원, 2013 |
