| Risk management and corporate social responsibility S Kim, G Lee, HG Kang Strategic Management Journal, 2021 | 138 | 2021 |
| Volatility spillovers among the US and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis D Lien, G Lee, L Yang, Y Zhang The North American Journal of Economics and Finance 46, 187-201, 2018 | 56 | 2018 |
| Asymmetry in the stock price response to macroeconomic shocks: evidence from the Korean market G Lee, D Ryu Journal of Business Economics and Management 19 (2), 343-359, 2018 | 21 | 2018 |
| Evaluating the effectiveness of futures hedging D Lien, G Lee, L Yang, C Zhou Handbook of financial econometrics and statistics, 1891-1908, 2014 | 19 | 2014 |
| Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets D Lien, L Yang, C Zhou, G Lee The North American Journal of Economics and Finance 28, 265-272, 2014 | 16 | 2014 |
| The difference in the intraday return-volume relationships of spot and futures: a quantile regression approach J Lee, G Lee, D Ryu Economics 13 (1), 20190026, 2019 | 14 | 2019 |
| Lead–Lag Relationship Between Returns and Implied Moments: Evidence from KOSPI 200 Intraday Options Data S Kim, G Lee Review of Pacific Basin Financial Markets and Policies 20 (03), 1750017, 2017 | 12* | 2017 |
| Effects of Macroeconomic News Announcements on Risk‐neutral Distribution: Evidence from KOSPI200 Intraday Options Data S Kim, G Lee Asia‐Pacific Journal of Financial Studies 40 (3), 403-432, 2011 | 8 | 2011 |
| Informed trading of out‐of‐the‐money options and market efficiency CM Kang, D Kim, J Kim, G Lee Journal of Financial Research 45 (2), 247-279, 2022 | 6* | 2022 |
| Impact of Truncation on Model-Free Implied Moment Estimator G Lee, L Yang Available at SSRN 2485513, 2015 | 5 | 2015 |
| Linear extrapolation and model-free option implied moments G Lee, D Ryu Borsa Istanbul Review, 2024 | 3* | 2024 |
| Skewness versus kurtosis: Implications for pricing and hedging options S Kim, G Lee, YJ Park Asia‐Pacific Journal of Financial Studies 46 (6), 903-933, 2017 | 2 | 2017 |
| Investor sentiment or information content? A simple test for investor sentiment proxies G Lee, D Ryu The North American Journal of Economics and Finance, 102222, 2024 | | 2024 |
| Truncation error treatment for the model-free implied moment estimator G Lee UNSW Sydney, 2015 | | 2015 |
Sol KimHankuk University of Foreign Studies在 hufs.ac.kr 的电子邮件经过验证
