Firm-specific investor sentiment and daily stock returns SI Seok, H Cho, D Ryu The North American Journal of Economics and Finance 50, 100857, 2019 | 97 | 2019 |
Firm-specific investor sentiment and the stock market response to earnings news SI Seok, H Cho, D Ryu The North American Journal of Economics and Finance 48, 221-240, 2019 | 71 | 2019 |
Stock market’s responses to intraday investor sentiment SI Seok, H Cho, D Ryu The North American Journal of Economics and Finance 58, 101516, 2021 | 28 | 2021 |
Determinants of hedging and their impact on firm value and risk: After controlling for endogeneity using a two-stage analysis SI Seok, TH Kim, H Cho, TJ Kim Journal of Korea Trade 24 (1), 1-34, 2020 | 20 | 2020 |
Scheduled macroeconomic news announcements and intraday market sentiment S Seok, H Cho, D Ryu The North American Journal of Economics and Finance 62, 101739, 2022 | 13 | 2022 |
Do overnight returns truly measure firm-specific investor sentiment in the KOSPI market? SI Seok, H Cho, C Park, D Ryu Sustainability 11 (13), 3718, 2019 | 13 | 2019 |
The turn-of-the-year effect in mutual fund flows HS Choi, D Ryu, S Seok Risk Management 19, 131-157, 2017 | 12 | 2017 |
The information content of funds from operations and net income in real estate investment trusts SI Seok, H Cho, D Ryu The North American Journal of Economics and Finance 51, 101063, 2020 | 9 | 2020 |
Indirect effects of flow-performance sensitivity on fund performance S Seok, H Cho, JE Lee, D Ryu Borsa Istanbul Review 23, S1-S14, 2023 | 4 | 2023 |
Does performance-chasing behavior matter? International evidence JE Lee, H Cho, D Ryu, S Seok Journal of Multinational Financial Management 68, 100799, 2023 | 2 | 2023 |
A study on the effect of geographic diversification of firms on hedging activity using derivatives SI Seok, TH Kim, H Cho, TJ Kim Journal of Derivatives and Quantitative Studies 26 (1), 59-83, 2018 | 2 | 2018 |
Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs J Kim, H Cho, S Seok Journal of International Financial Markets, Institutions and Money 89, 101885, 2023 | 1 | 2023 |
기업의 지역적 다각화가 파생상품을 이용한 위험관리에 미치는 영향에 관한 연구 석상익, 김태현, 조훈, 김태중 선물연구 26 (1), 59-83, 2018 | 1 | 2018 |
Dual effects of investor sentiment and uncertainty in financial markets S Seok, H Cho, D Ryu The Quarterly Review of Economics and Finance 95, 300-315, 2024 | | 2024 |
Relationship between Extreme Idiosyncratic Returns and Expected Returns in the Korean Stock Market 우덕서, 진환김, 훈조, 상익석 Korean Journal of Financial Studies 52 (3), 449-496, 2023 | | 2023 |
Weather, Sentiment, and the Stock Market S Seok, H Cho, D Ryu KAIST College of Business Working Paper Series, 2023 | | 2023 |
BERT 를 활용한 뉴스 기사 감성분석과 블랙-리터만 모형을 결합한 자산 배분 전략 제안 김동재, 석상익, 문형빈 재무관리연구 40 (5), 155-180, 2023 | | 2023 |
복권 성향 주식 선호현상을 활용한 저베타 이상현상 검증 김동욱, 조훈, 석상익 금융공학연구 21 (4), 99-126, 2022 | | 2022 |
국내 주식시장의 극단적 고유수익률과 기대수익률 간의 관계에 대한 실증연구 W Seo, J Kim, H Cho, S Seok | | |