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| NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
|---|---|
| Evaluating time-series restrictions for cross-sections of expected returns: Multifactor CCAPMs Kim, Jinyong, PACIFIC-BASIN FINANCE JOURNAL, v.20, no.5, pp.688 - 706, 2012-11 | |
| Fear, Social Projection, and Financial Decision Making Lee, Chan Jean; Andrade, Eduardo B., JOURNAL OF MARKETING RESEARCH, v.48, no.SI, pp.121 - 129, 2011-11 | |
| Do firms knowingly sell overvalued equity? Lee, Inmoo, JOURNAL OF FINANCE, v.52, no.4, pp.1439 - 1466, 1997-09 | |
| A resource-based view of strategic alliances and firm value in the electronic marketplace Park, NK; Mezias, JM; Song, JY, JOURNAL OF MANAGEMENT, v.30, no.1, pp.7 - 27, 2004 | |
| 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 | |
| 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 | |
| Equity Fund Performance Persistence with Investment Style: Evidence from Korea Kang, Jangkoo; Lee, Changjun; Lee, Doowon, EMERGING MARKETS FINANCE AND TRADE, v.47, no.3, pp.111 - 135, 2011 | |
| IS VOLATILITY RISK PRICED IN THE KOSPI 200 INDEX OPTIONS MARKET? Yoon, Sun-Joong; Byun, Suk Joon, JOURNAL OF FUTURES MARKETS, v.29, no.9, pp.797 - 825, 2009-09 | |
| Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama-French factors Kang, Byoung Uk; In, Francis; Kim, Tong-Suk, JOURNAL OF EMPIRICAL FINANCE, v.42, pp.15 - 39, 2017-06 | |
| State-Dependent Variations in the Expected Illiquidity Premium Jang, Jeewon; Kang, Jangkoo; Lee, Changjun, REVIEW OF FINANCE, v.21, no.6, pp.2277 - 2314, 2017-10 |
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