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Browse "School of Management Engineering(경영공학부)" by Author Kim, Tong Suk

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Showing results 1 to 60 of 68

1	A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market Kang, Byoung Uk; In, Francis; Kim, Gunky; Kim, Tong Suk, JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, v.45, no.3, pp.763 - 789, 2010-06
2	A study on the idiosyncratic risk, option-implied moments, and macroeconomic risk = 비체계적 위험, 옵션 내재 모멘트 및 거시경제 위험에 관한 연구 link Lee, Dongwoo; 이동우; et al, 한국과학기술원, 2015
3	Alternative Measures to Test the Stability of Implied Probability Density Functions Kang, Byung Jin; Kim, Tong Suk, 金融工學硏究, v.7, no.1, pp.171 - 206, 2008-03
4	An Application of Accelerated Failure Time Model for Firm Failure Prediction Nam, Chae Woo; Kim, Tong Suk; Lee, Hoe Kyung, Third Asia Pacific Conference on Industrial Engineering and Management Systems, pp.527 - 531, 2000-12-20
5	An Examination of the Investor's Risk Preference using Option Prices: Evidence from Korean Asset Market Kim, Tong Suk; Kang, Byung Jin, 2004년 한국선물학회 추계 학술연구발표회, 한국선물학회, 2004-12-18
6	Are good-news firms riskier than bad-news firms? Min, Byoung-Kyu; Kim, Tong Suk, JOURNAL OF BANKING & FINANCE, v.36, no.5, pp.1528 - 1535, 2012-05
7	Asymmetric information in the equity market and information flow from the equity market to the CDS market* Park, Heewoo; Kim, Tong Suk; Park, Yuen Jung, JOURNAL OF FINANCIAL MARKETS, v.55, 2021-09
8	Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies Nam, CW; Kim, Tong Suk; Park, NJ; Lee, Hoe Kyung, JOURNAL OF FORECASTING, v.27, pp.493 - 506, 2008-09
9	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 Suk, JOURNAL OF BANKING & FINANCE, v.44, pp.160 - 176, 2014-07
10	Contagion Effects of the US Subprime Crisis on International Stock Markets Hwang, Inchang; In, Francis; Kim, Tong Suk, Financial Management Association Annual Meeting, 2010
11	Contingent Claims Valuation of Optimal Calling Plan Contracts in Telephone Industry Choi, Hyun Woo; Kim, In Joon; Kim, Tong Suk, 한국경영과학회 98 추계 학술대회, 한국경영과학회, 1998-10-10
12	Contingent claims valuation of optional calling plan contracts in telephone industry Choi, H.-W.; Kim, I.J.; Kim, Tong Suk, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.11, no.4, pp.433 - 448, 2002
13	Credit Default Swap Valuation with Counterparty Default Risk and Market Risk Kim, Mi Ae; Kim, Tong Suk, JOURNAL OF RISK, v.6, no.2, pp.49 - 80, 2003-04
14	Default Correlation Dynamics with Business Cycle and Credit Quality Changes Kim, Mi Ae; Kim, Tong Suk, 2002년도 한국선물학회 정기학술대회, 한국선물학회, 2002-12-13
15	Default Correlation Dynamics with Business Cycle and Credit Quality Changes Kim, Mi Ae; Kim, Tong Suk, JOURNAL OF DERIVATIVES, v.13, no.1, pp.8 - 27, 2005-09
16	Dispersion in Analysts' Earnings Forecasts and Market Efficiency Kim, Tong Suk; Kim, Ki-Deok; Min, Byoung-Kyu, INTERNATIONAL REVIEW OF FINANCE, v.20, no.1, pp.247 - 260, 2020-03
17	Dispersion of beliefs, ambiguity, and the cross-section of stock returns Lee, Deok-Hyeon; Min, Byoung-Kyu; Kim, Tong Suk, JOURNAL OF EMPIRICAL FINANCE, v.50, pp.43 - 56, 2019-01
18	Do hedge funds time market tail risk? Evidence from option-implied tail risk Shin, Jung-Soon; Kim, Minki; Oh, Dongjun; Kim, Tong Suk, JOURNAL OF FUTURES MARKETS, v.39, no.2, pp.205 - 237, 2019-02
19	Dynamic Non-myopic Portfolio Behavior Kim, Tong Suk; Omberg, Edward, Western Finance Association 1994 Conference, 1994-06-21
20	Dynamic nonmyopic portfolio behavior Kim, Tong Suk; Omberg, E, REVIEW OF FINANCIAL STUDIES, v.9, pp.141 - 161, 1996
21	Empirical risk aversion functions-estimates and assessment of their reliability Kang B.J.; Kim, Tong Suk, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.17, no.5, pp.1123 - 1138, 2008-12
22	Essays on asymmetry of trading costs, factor investment profitability, and mispricing attenuation = 거래비용의 비대칭현상과 요인 투자 수익성 및 가격책정 오류의 개선에 관한 연구 link Kang, Nae Young; Kim, Tong Suk; et al, 한국과학기술원, 2020
23	Essays on cross-sectional stock returns : evidence from V-shaped disposition effect, environmental innovation and informed options trading = 주식 수익률 횡단면에 대한 연구 : V형 처분 효과와 환경 혁신, 옵션 시장의 정보 거래 link Kim, Toyoung; Kim, Tong Suk; et al, 한국과학기술원, 2020
24	Essays on gambling preference in January and timing ability of hedge fund managers = 신년 복권 선호 현상과 헤지펀드 메니저의 타이밍 능력에 대한 연구 link Kim, Minki; Kim, Tong Suk; et al, 한국과학기술원, 2019
25	Essays on hedge funds = 헤지펀드에 관한 연구 : 거래 행태, 성과 조작, 매니저의 운용 능력 link Oh, Dong Jun; 오동준; et al, 한국과학기술원, 2016
26	Essays on mutual funds = 뮤추얼펀드에 관한 연구 : 스마트 머니 효과, 투자 기간 및 유동성 자산 link Kang, Hyeongseok; 강형석; et al, 한국과학기술원, 2017
27	Essays on option-implied skewness, bank stock returns, and credit default swap = 옵션 내재 왜도, 은행 주식 수익률, 그리고 신용 부도 스왑에 대한 연구 link Park, Heewoo; Kim, Tong Suk; et al, 한국과학기술원, 2018
28	Essays on the liquidity and price information = 유동성이 금융시장에 미치는 영향에 관한 연구 link Kwon, Minwoo; Kim, Tong Suk; et al, 한국과학기술원, 2020
29	Essays on the role of investment horizon = 장$\cdot$단기투자자의 거래행태에 대한 연구 link Kwon, Min Kyeong; 권민경; et al, 한국과학기술원, 2015
30	Future Labor Income Growth and the Cross-Section of Equity Returns Min, Byung Kyu; Kim, Tong Suk; Kim, Dongcheol, European Finance Association Annual Meeting 2010, 2010
31	Future labor income growth and the cross-section of equity returns Kim, Dongcheol; Kim, Tong Suk; Min, Byoung-Kyu, JOURNAL OF BANKING & FINANCE, v.35, pp.67 - 81, 2011-01
32	Horizon Effects on Dependence Structure between Hedge Funds and the Equity Market Kim, Tong Suk; In, Francis; Kang, Byoung Uk; Kim, Gunky, The 2nd International Conference on Asia-Pacific Financial Markets, 2007
33	Horizon Effects on Dependence Structure between Hedge Funds and the Equity Market Kim, Tong Suk; In, Francis; Kang, Byung Wook; Kim, Gunky, 5개 학회 공동학술연구발표회, Korean Association of Futures and Options, 2007-05-26
34	Inconsistency between Hedging Strategy and Performance Evaluation Kim, Tong Suk; Kang, Byung Wook, The 2nd Conference of the Asia Pacific Associatin of Derivatives 2005, 2005-07-29
35	Information Content of Changes in Index Composition. Yun, Jooyoung; Kim, Tong Suk, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.40, no.2, pp.317 - 346, 2011-04
36	INFORMATION CONTENT OF VOLATILITY SPREADS Kang, BJ; Kim, Tong Suk; Yoon, SJ, JOURNAL OF FUTURES MARKETS, v.30, no.6, pp.533 - 558, 2010-06
37	Innovation Related to Future Labor Income Growth and the Cross-Section of Equity Returns Kim, Tong Suk; Min, Byoung-Kyu, The 3rd International Conference on Asia-Pacific Financial Markets, CAFM 2008, 2008
38	Innovations to Future Labor Income Growth and the Cross-Section of Equity Returns Min, Byoung Kyu; Kim, Tong Suk; Kim, Dongcheol, KAIST WORKING PAPER SERIES, 2009-02
39	Is stock return predictability of option-implied skewness affected by the market state? Kim, Tong Suk; Park, Heewoo, JOURNAL OF FUTURES MARKETS, v.38, no.9, pp.1024 - 1042, 2018-09
40	Macroeconomic risk and the cross-section of stock returns Kang, Jangkoo; Kim, Tong Suk; Lee, Changjun; Min, Byoung-Kyu, JOURNAL OF BANKING FINANCE, v.35, no.12, pp.3158 - 3173, 2011-12
41	Momentum and Downside Risk Min, Byoung-Kyu; Kim, Tong Suk, Financial Management Association Annual Meeting, 2010
42	Momentum and downside risk Min, Byoung-Kyu; Kim, Tong Suk, JOURNAL OF BANKING & FINANCE, v.72, pp.S104 - S118, 2016-11
43	Multiscale Explanations of the Size and Value Premia Kim, Tong Suk; Kang, Byoung Uk; In, Francis, International Conference on Asia-Pacific Financial Markets:CAFM 2009, 2009
44	Multiscale Explanations of the Size and Value Premia Kim, Tong Suk; Kang, Byoung Uk; In, Francis, FMA Annual Meeting, 2009
45	Non-myopic Portfolio Choice with Non-logarithmic Preferences and a Stochastic Opportunity Set Kim, Tong Suk; Omberg, Edward, Western Finance Association 1991, 1991-06-21
46	On the Stability of Implied Probability Density Functions: Empirical Evidence using Alternative Measures Kim, Tong Suk; Kang, Byung Jin, The Inaugural Conference of the Asia Pacific Association of Derivatives, 2004-07-16
47	Option Pricing under Short Sales Constraints, Put-Call Parity, and Implied Volatility Discrepancy Kim, Tong Suk; Park, Jaewon, 2008 FMA Annual Meeting, 2008
48	Option Pricing under Short Sales Constraints, Put-Call Parity, and Implied Volatility Discrepancy Kim, Tong Suk; Park, Jaewon, Asian Finance Association - NFA 2008, 2008
49	Option-Implied Preference with Model Uncertainty Kang, Byung Jin; Kim, Tong Suk; Lee, Hyo Seob, JOURNAL OF FUTURES MARKETS, v.34, no.6, pp.498 - 515, 2014-06
50	Option-implied risk preferences: An extension to wider classes of utility functions Kang, BJ; Kim, Tong Suk, JOURNAL OF FINANCIAL MARKETS, v.9, no.2, pp.180 - 198, 2006-05
51	Performance of a Nonparametric Multivariate Nearest Neighbor Model in the Prediction of Stock Index Returns Kim, Tong Suk; Yoon, Jong Hun; Lee, Hoe Kyung, ASIA PACIFIC MANAGEMENT REVIEW, v.7, no.1, pp.107 - 118, 2002-03
52	Project and Firm Valuation, Foreign Exchange Exposure, and Accounting Methods with an Option to Liquidate Kim, Tong Suk; Omberg, Edward, ADVANCES IN INTERNATIONAL BANKING AND FINANCE, v.0, no.2, pp.63 - 97, 1996-08
53	Return-Volatility Relationship in High Frequency Data: Multiscale Horizon Dependency Lee, Jihyun; Kim, Tong Suk; Lee, Hoe Kyung, STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, v.15, no.1, 2011
54	Robust Portfolio Choice with External Habit Formation and Equilibrium Asset Prices Lee, Hyo Seob; Kim, Tong Suk, Financial Management Association Annual Meeting, 2010
55	Sovereign Credit Default Swaps, Sovereign Debts and Volatility Transmission across Emergin Markets In, Francis; Kang, Byung Wook; Kim, Tong Suk, The 3rd Conference of the Asia Pacific Association of Derivatives 2006, 2006-06-23
56	Stock Price Response to Corporate Layoff Announcements Joh, G. H.; Kim, Tong Suk, Western Decision Science 23rd Conference, 1994-03-29
57	Systematic Risks in the Options Market: Evidence from S&P 500 Index Options Kim, Tong Suk; Park, Jae Won, FMA Annual Meeting, 2009
58	The effect of changes in index constitution: Evidence from the Korean stock market Yun, J.; Kim, Tong Suk, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.19, no.4, pp.258 - 269, 2010-09
59	The Information Content of Index Changes: The Evidence from the Korean Stock Market Yun, Joo Young; Kim, Tong Suk, Asian Finance Association International Conference 2010, 2010
60	The information of trading volume in the prediction of stock index returns: A nonparametric investigation Yoon, Jong-Hun; Kim, Tong Suk; Lee, Hoe Kyung, INFORMS/KORMS 2000, pp.605 - 611, The Korean Operations Research and Management Science Society, 2000-06

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