Research & Publication

Prof. Doojin Ryu

Editorial Board
2015-Present    Editor, Investment Analysts Journal (SSCI, impact factor: 0.710)
2014-Present    Subject Editor, Emerging Markets Review (SSCIimpact factor: 1.871)
2015-Present    Subject Editor, Journal of Multinational Financial Management (SSCI accepted)
2015-2016         Lead Guest Editor, Advances in Mathematical Physics (SCI-E): Econophysics, Statistical Mechanics for Financial Applications, and Financial Mathematics

SSCI Journal Publication Metric (Finance & Economics)
Journal of Business Ethics (Impact Factor=2.917, Financial Times Top 50 Journals)
Journal of Banking and Finance (Impact Factor=1.931, SKKU A-list)
Emerging Markets Review (Impact Factor=1.871)
Pacific-Basin Finance Journal (Impact Factor=1.603)
International Review of Financial Analysis (Impact Factor=1.566)
Journal of Business Economics and Management (Impact Factor=1.503)
Journal of Futures Markets (Impact Factor=1.339, SKKU A-list)
International Review of Economics and Finance (Impact Factor=1.318)
Economic Systems (Impact Factor=1.261)
Asian Business and Management (Impact Factor=1.179SKKU A-list)
Quantitative Finance (Impact Factor=1.170)
Journal of Real Estate Finance and Economics (Impact Factor=1.136)
North American Journal of Economics and Finance (Impact Factor=1.098)
Finance Research Letters (Impact Factor=1.085)
Economics Letters (Impact Factor=0.581)
Journal of Derivatives (Impact Factor=0.500)

Publication (SSCI-listed)
80. Accepted. Speed and trading behavior in an order-driven market. Pacific-Basin Finance Journal (SSCI)

79. Seok, S.I., Cho, H., Ryu, D.  (On-line Published). Firm-specific investor sentiment and daily stock returnsNorth American Journal of Economics and Finance (SSCI)Corresponding Author.

78. Ryu, D., Yang, H. (On-line Published). Who has volatility information in the index options market? Finance Research Letters (SSCI), First Author.

77. Kang, H., Ryu, D. (On-line Published). Information in mispricing factors for future investment opportunities. North American Journal of Economics and Finance (SSCI)Corresponding Author.

76. Park, Y.J., Kutan, A.M., Ryu, D. (On-line Published). The impacts of overseas market shocks on the CDS-option basis. North American Journal of Economics and Finance (SSCI)Corresponding Author.

75. Seo, S.W., Kim, J.S., Ryu, D. (On-line Published). Effects of the Asian financial crisis on the relation between leverage and employee compensation. Spanish Journal of Finance and Accounting (SSCI), Corresponding Author.

74. Sung, S., Cho, H., Ryu, D. (2019). The behavior of an institutional investor with arbitrage opportunities and liquidity risk. Emerging Markets Finance and Trade (SSCI), 55:1 (January), 1-12, Corresponding Author.

73. Ryu, D., Yang, H. (2018). The directional information content of options volumesJournal of Futures Markets (SSCI), 38:12 (December), 1533-1548, First Author. 

72. Kim, H., Cho, H., Ryu, D. (2018). Characteristics of mortgage terminations: An analysis of a loan-level dataset. Journal of Real Estate Finance and Economics (SSCI)57:4 (November)647–676, Corresponding Author.

71. Song, W., Ryu, D., Webb, R.I. (2018). Volatility dynamics under an endogenous Markov-switching framework: A cross-market approach. Quantitative Finance (SSCI), 18:9 (September), 1559-1571, Corresponding Author.

70. Kim, H., Cho, H., Ryu, D. (2018). An empirical study on credit card loan delinquency. Economic Systems (SSCI), 42:3(September), 437-449, Corresponding Author.

69. Lee, G., Ryu, D. (2018). Asymmetry in the stock price response to macroeconomic shocks: evidence from the Korean market. Journal of Business Economics and Management (SSCI), 19:2 (September), 343-359. 

68. Yang, H., Ryu, D., Ryu, D. (2018). Market reform and efficiency: The case of KOSPI200 options. Emerging Markets Finance and Trade (SSCI)54:12 (September), 2687-2697, Corresponding Author.

67. Yang, H., Lee, J., Ryu, D. (2018). Market depth, domestic investors and price monotonicity violations. Applied Economics Letters (SSCI)25:10 (June), 688-692, Corresponding Author.

66. Choi, H-.S., Ryu, D., Yang, H.  (2018). International transmission of risk factor movements: The case of developed markets. Investment Analysts Journal (SSCI), 47:2 (June), 111-126, Corresponding Author.

65. Chun, D., Cho, H., Ryu, D. (2018). Macroeconomic structural changes in a leading emerging market: The effects of the Asian financial crisis. Romanian Journal of Economic Forecasting (SSCI), 21:2 (June), 22-42, Corresponding Author.

64. Chung, C.Y., Ryu, D., Wang, K., Zykaj, B.B. (2018). Optionable stocks and mutual fund performance. Journal of Futures Markets (SSCI), 38:3 (March), 390–412.

63. Chung, C.Y., Kang, S., Ryu, D. (2018). Does institutional monitoring matter? Evidence from insider trading by information risk level. Investment Analysts Journal (SSCI), 47:1 (March), 48-64, Corresponding Author.

62. Yang, E., Kim, S., Kim, M.H., Ryu, D. (2018). Macroeconomic shocks and stock market returns: The case of Korea. Applied Economics (SSCI), 50:7 (February), 757-773, Corresponding Author.

61. Shim, H., Chung, C.Y., Ryu, D. (2018). Labor income share and imperfectly competitive product market. B.E. Journal of Macroeconomics (SSCI), 18:1 (January), 20160188 (1-16), Corresponding Author.

60. Yang, H., Kutan, A.M., Ryu, D. (2018). Option moneyness and price disagreements. Applied Economics Letters (SSCI), 25:3 (February), 192-196, Corresponding Author.

59. Shim, H., Kim, M.H., Ryu, D. (2017). Effects of intraday weather changes on asset returns and volatilities. Proceedings of Rijeka Faculty of Economics: Journal of Economics and Business (SSCI)35:2 (December), 301-330, Corresponding Author.

58. Yang, H., Ahn, H-.J., Kim, M.H., Ryu, D. (2017). Information asymmetry and investor trading behavior around bond rating change announcements. Emerging Markets Review (SSCI), 32 (September), 38-51, Corresponding Author.

57. Ryu, D., Kim, H., Yang, H. (2017). Investor sentiment, trading behavior and stock returns. Applied Economics Letters (SSCI), 24:12 (July), 826-830, Corresponding Author.

56. Song, W., Park, S., Ryu, D. (2017). Information quality of online reviews in the presence of potentially fake reviews. Korean Economic Review (SSCI), 33:1 (June), 5-34, Corresponding Author.

55. Ryu, D., Shim, H. (2017). Intraday dynamics of asset returns, trading activities, and implied volatilities: A trivariate GARCH framework. Romanian Journal of Economic Forecasting (SSCI), 20:2 (June), 45-61, First Author.

54. Yang, H., Choi, H-.S., Ryu, D. (2017). Option market characteristics and price monotonicity violations. Journal of Futures Markets (SSCI), 37:5 (May), 473-498, Corresponding Author.

53. Lee, J., Ihm, J., Ryu, D. (2017). Human capital measures and stock return predictability: Macroeconomic versus microeconomic approaches. Finance Research Letters (SSCI), 21 (May), 53-56, Corresponding Author.

52. Choi, H.S., Ryu, D., Seok, S. (2017). The turn-of-the-year effect in mutual fund flows. Risk Management (SSCI), 19:2 (May), 131-157, Corresponding Author.

51. Yang, H., Ryu, D., Ryu, D.  (2017). Investor sentiment, asset returns and firm characteristics: Evidence from the Korean stock market. Investment Analysts Journal (SSCI), 46:2 (May), 132-147, Corresponding Author.

50. Chung, C.Y., Kim H., Ryu, D. (2017). Foreign investor trading and information asymmetry: Evidence from a leading emerging market. Applied Economics Letters (SSCI), 24:8 (May), 540-544, Corresponding Author.

49. Ryu, D., Ryu, D., Hwang, J.H. (2017). Corporate governance, product-market competition, and stock returns: Evidence from the Korean market. Asian Business and Management (SSCI), 16:1-2 (April), 50-91, Corresponding Author.

48. Ryu, D. (2017). Comprehensive market microstructure model: Considering the inventory holding costs. Journal of Business Economics and Management (SSCI), 18:2 (April), 183-201, Single Author. 

47. Kim, H., Park, K., Ryu, D. (2017). Corporate environmental responsibility: A legal origins perspective. Journal of Business Ethics (SSCI), 140:3 (February), 381-402, Corresponding Author.

46. Ryu, D., Yang, H. (2017). Price disagreements and adjustments in index derivatives markets. Economics Letters (SSCI), 151 (February), 104-106, First Author.

45. Song, J., Ryu, D. (2016). Credit cycle and balancing the capital gap: Evidence from Korea. Economic Systems (SSCI), 40:4 (December), 595-611, Corresponding Author.

44. Ryu, D. (2016). Considering all microstructure effects: The extension of a trade indicator model. Economics Letters (SSCI), 146 (September), 107-110, Single Author.

43. Azari, M., Kim, H., Kim J.Y., Ryu, D. (2016). The effect of agglomeration on the productivity of urban manufacturing sectors in a leading emerging economy. Economic Systems (SSCI), 40:3 (September), 422-432, Corresponding Author.

42. Lee, J., Ryu, D., Kutan A.M. (2016). Monetary policy announcements, communication, and stock market liquidity. Australian Economic Papers (SSCI), 55:3 (September), 227-250, Corresponding Author.

41. Chung, K.H., Park, S.G., Ryu, D. (2016). Trade duration, informed trading, and option moneyness. International Review of Economics and Finance (SSCI), 44 (July), 395-411, Corresponding Author.
 
40. Sim, M., Ryu, D., Yang, H. (2016). Tests on the monotonicity properties of KOSPI 200 options prices. Journal of Futures Markets (SSCI), 36:7 (July), 625-646, Corresponding Author.

39. Shim, H., Kim, H., Kim, S., Ryu, D. (2016). Testing the relative purchasing power parity hypothesis: The case of Korea. Applied Economics (SSCI), 48:25 (May), 2383-2395, Corresponding Author.
 
38. Webb, R.I., Ryu, D., Ryu, D., Han, J. (2016). The price impact of futures trades and their intraday seasonality. Emerging Markets Review (SSCI), 26 (March), 80-98, Corresponding Author.
 
37. Lee, J., Ryu, D. (2016). Asymmetric mispricing and regime-dependent dynamics in futures and options markets. Asian Economic Journal (SSCI), 30:1 (March), 47-65, Corresponding Author.
 
36. Song, W., Ryu, D., Webb R.I. (2016). Overseas market shocks and VKOSPI dynamics: A Markov-switching approach. Finance Research Letters (SSCI), 16 (February), 275-282, Corresponding Author.

35. Ryu, D., Ryu, D., Hwang, J.H. (2016). Corporate social responsibility, market competition, and shareholder wealth. Investment Analysts Journal (SSCI), 45:1 (January), 16-30, Corresponding Author.
 
34. Han, H., Kutan, A.M., Ryu, D. (2015). Effects of the US stock market return and volatility on the VKOSPI. Economics: The Open-Access, Open-Assessment E-Journal (SSCI), 9:2015-35 (November), 1-34, Corresponding Author.

33. Guo, B., Han, Q., Lee, J., Ryu, D. (2015). How important is a non-default factor for CDS valuation? Journal of Futures Markets (SSCI), 35:11 (November), 1088-1101, Corresponding Author.

32. Han, C., Hwang, S., Ryu, D. (2015). Market overreaction and investment strategies. Applied Economics (SSCI), 47:54 (November), 5868-5885, Corresponding Author.

31. Kim, J.S., Ryu, D., Seo, S.W. (2015). Corporate vulnerability index as a fear gauge? Exploring the contagion effect between U.S. and Korean markets. Journal of Derivatives (SSCI), 23:1 (Fall), 73-88, Corresponding Author.

30. Shim, H., Kim, H., Kim, J.Y., Ryu, D. (2015). Weather and stock market volatility: The case of a leading emerging market. Applied Economics Letters (SSCI), 22:12 (August), 987-992, Corresponding Author.

29. Ryu, D. (2015). Information content of inter-transaction time: A structural approach. Journal of Business Economics and Management (SSCI), 16:4 (July), 697-711, Single Author.

28. Lee, J., Kang, J., Ryu, D. (2015). Common deviation and regime-dependent dynamics in the index derivatives markets. Pacific-Basin Finance Journal (SSCI), 33 (June), 1-22, Corresponding Author.

27. Ryu, D. (2015). The information content of trades: An analysis of KOSPI 200 index derivatives. Journal of Futures Markets (SSCI), 35:3 (March), 201-221, Single Author.

26. Kim, J.S., Ryu, D. (2015). Are the KOSPI 200 implied volatilities useful in value-at-risk models? Emerging Markets Review (SSCI), 22 (March), 43-64, Corresponding Author.

25. Ryu, D., Kang, J., Suh, S. (2015). Implied pricing kernels: An alternative approach for option valuation. Journal of Futures Markets (SSCI), 35:2 (February), 127-147, Corresponding Author.

24. Kim, J.S., Ryu, D. (2015). Effect of the subprime mortgage crisis on a leading emerging market. Investment Analysts Journal (SSCI), 44:1 (January), 20-42, Corresponding Author.

23. Kim, J.S., Ryu, D. (2015). Return and volatility spillovers and cojump behavior between the U.S. and Korean stock markets. Emerging Markets Finance and Trade (SSCI), 51:S1 (January), S3-S17, Corresponding Author.

22. Kim, H., Kim, J., Lee, J., Ryu, D. (2014). The impact of monetary policy on banking and finance stock prices in China. Applied Economics Letters (SSCI), 21:18 (December), 1257-1261, Corresponding Author.

21. Lee, J., Ryu, D. (2014). Regime-dependent relationships between the implied volatility index and stock market index. Emerging Markets Finance and Trade (SSCI), 50:5 (September-October), 5-17, Corresponding Author.

20. Kim, J.S., Ryu, D., Seo, S.W. (2014). Investor sentiment and return predictability of disagreement. Journal of Banking and Finance (SSCI), 42 (May), 166-178.

19. Lee, C., Ryu, D. (2014). The volatility index and style rotation: Evidence from the Korean stock market and VKOSPI. Investment Analysts Journal (SSCI), 43:79 (May), 29-39, Corresponding Author. 

18. Kim, J.S., Kim, H., Ryu, D. (2014). ELW pricing kernel and empirical risk aversion. Applied Economics Letters (SSCI), 21:5 (March), 372-376, Corresponding Author.

17. Kim, E., Ahn, Y., Ryu, D. (2014). Application of the carbon emission pricing model in the Korean market. Energy and Environment (SSCI), 25:1 (February), 63-78, Corresponding Author.

16. Ryu, D. (2013). Spread and depth adjustment process: An analysis of high-quality microstructure data. Applied Economics Letters (SSCI), 20:16 (November), 1506-1510, Single Author.

15. Guo, B., Han, Q., Liu, M., Ryu, D. (2013). A tale of two index futures: The intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange. Emerging Markets Finance and Trade (SSCI), 49:S4 (September-October), 197-212, Corresponding Author.
 
14. Kim, H., Ryu, D. (2013). Forecasting exchange rate from combination Taylor rule fundamental. Emerging Markets Finance and Trade (SSCI), 49:S4 (September-October), 81-92, Corresponding Author.

13. Guo, B., Han, Q., Ryu, D. (2013). Is the KOSPI 200 options market efficient? Parametric and nonparametric tests of the martingale restriction. Journal of Futures Markets (SSCI), 33:7 (July), 629-652, Corresponding Author.

12. Ryu, D. (2013). Price impact asymmetry of futures trades: Trade direction and trade size. Emerging Markets Review (SSCI), 14 (March), 110-130, Single Author.

11. Lee, B.S., Ryu, D. (2013). Stock returns and implied volatility: A new VAR approach. Economics: The Open-Access, Open-Assessment E-Journal (SSCI), 7:2013-3 (February), 1-20, Corresponding Author.

10. Kim, H., Ryu, D. (2012). Which trader’s order-splitting strategy is effective? The case of an index options market. Applied Economics Letters (SSCI), 19:17 (November), 1683-1692, Corresponding Author.

9. Han, Q., Guo, B., Ryu, D., Webb, R.I. (2012). Asymmetric and negative return-volatility relationship: The case of the VKOSPI. Investment Analysts Journal (SSCI), 41:76 (November), 69-78, Corresponding Author.

8. Ryu, D. (2012). Implied volatility index of KOSPI200: Information contents and properties. Emerging Markets Finance and Trade (SSCI), 48:S2 (July-August), 24-39, Single Author.

7. Ryu, D. (2012). The profitability of day trading: An empirical study using high-quality data. Investment Analysts Journal (SSCI), 41:75 (May), 43-54, Single Author.

6. Ryu, D. (2012). The effectiveness of the order-splitting strategy: An analysis of unique data. Applied Economics Letters (SSCI), 19:6 (April), 541-549, Single Author.

5. Ryu, D. (2011). Intraday price formation and bid-ask spread components: A new approach using a cross-market model. Journal of Futures Markets (SSCI), 31:12 (December), 1142-1169, Single Author.

4. Ahn, H-.J., Kang, J., Ryu, D. (2010). Information effects of trade size and trade direction: Evidence from the KOSPI 200 index options market. Asia-Pacific Journal of Financial Studies (SSCI), 39:3 (June), 301-339, Corresponding Author.

3. Kang, J., Ryu, D. (2010). Which trades move asset prices? An analysis of futures trading data. Emerging Markets Finance and Trade (SSCI), 46:S1 (May-June), 7-22, Corresponding Author.

2. Hwang, K., Kang, J., Ryu, D. (2010). Phase-transition behavior in the emerging market: Evidence from the KOSPI200 futures market. International Review of Financial Analysis (SSCI), 19:1 (January), 35-46, Corresponding Author.

1. Ahn, H-.J., Kang, J., Ryu, D. (2008). Informed trading in the index option market: The case of KOSPI 200 options. Journal of Futures Markets (SSCI), 28:12 (December), 1118-1146, Corresponding Author.

Publication (SCI-listed)
10. Chun, D., Cho, H., Ryu, D. (2019). Forecasting the KOSPI200 spot volatility using various volatility measures. Physica A: Statistical Mechanics and its Applications (SCI)514 (January), 156-166, Corresponding Author.

9. Song, W., Park S.Y., Ryu, D. (2018). Dynamic conditional relationships between developed and emerging markets. Physica A: Statistical Mechanics and its Applications (SCI)507 (October), 534-543, Corresponding Author.

8. Kim, J., Park, Y.J., Ryu, D. (2018). Testing CEV stochastic volatility models using implied volatility index data. Physica A: Statistical Mechanics and its Applications (SCI), 449 (June), 224-232, Corresponding Author.

7. Park S.Y., Ryu, D., Song, J. (2017). The dynamic conditional relationship between stock market returns and implied volatility. Physica A: Statistical Mechanics and its Applications (SCI), 482 (September), 638-648, Corresponding Author.

6. Kim, J., Park, Y.J., Ryu, D. (2017). Stochastic volatility of the futures prices of emission allowances: A Bayesian approach. Physica A: Statistical Mechanics and its Applications (SCI), 465 (January), 714-724, Corresponding Author.

5. Kim, J., Park, Y.J., Ryu, D. (2016). Hawkes-diffusion process and the conditional probability of defaults in the Eurozone. Physica A: Statistical Mechanics and its Applications (SCI), 449 (May), 301-310, Corresponding Author.

4. Kang, B., Park, C., Ryu, D., Song, W. (2015). Phase transition phenomenon: A compound measure analysis. Physica A: Statistical Mechanics and its Applications (SCI), 428 (June), 383–395, Corresponding Author. 

3. Kang, B., Ryu, D., Ryu, D. (2014). Phase-shifting behaviour revisited: An alternative measure. Physica A: Statistical Mechanics and its Applications (SCI), 401 (May), 167-173, Corresponding Author.

2. Kim, J.S., Ryu, D. (2014). Intraday price dynamics in spot and derivatives markets. Physica A: Statistical Mechanics and its Applications (SCI), 394 (January), 247-253, Corresponding Author.

1. Ryu, D. (2013). What types of investors generate the two-phase phenomenon? Physica A: Statistical Mechanics and its Applications (SCI), 392:23 (December), 5939-5946, Single Author.

Publication (Scopus-listed)
6. Kwon, S., Ryu, D., Park, E. (2018) The influence of entrepreneurs' strategic agility and dynamic capability on the opportunity pursuit process of new ventures: Evidence from South Korea. Academy of Strategic Management Journal (Scopus), 17:1 (February), 1-17.

5. Chung, C.Y., Lee, Y., Ryu, D. (2017), Do domestic institutional trades exacerbate information asymmetry? Evidence from the Korean stock market. Asia-Pacific Financial Markets (Scopus)24:4 (December), 309-322, Corresponding Author.

4. Chung, C.Y., Ju, K., Ryu, D. (2016), Stock split, unseasoned equity offering, and firm value: Evidence from the Korean stock market. Investment Management and Financial Innovations (Scopus), 13:3 (September), 105-109, Corresponding Author.

3. Lee, G., Park, J., Ryu, D., Yang, J. (2013). What is the key driver of bank stock returns? A comparative analysis. JASSA-The Finsia Journal of Applied Finance (Scopus), 2 (July), 36-42, Corresponding Author.

2. Bagchi, D., Lee, C., Ryu, D. (2013). An investigation of return-volatility relationship using high-frequency VKOSPI data. Afro-Asian Journal of Finance and Accounting (Scopus), 3:3 (September), 258-273, Corresponding Author.

1. Bagchi, D., Ryu, D. (2011). Market interdependence before, during, and after the 2007 US subprime crisis: Evidence from index futures markets. Afro-Asian Journal of Finance and Accounting (Scopus), 2:3 (June), 230-247, Corresponding Author.

Publication (KCI-listed)
39) Accepted. 개인부실채권 상환약정체결 및 완제 행태 분석. 재무연구

38) 2018.10. 투자심리지수의 대용변수와 유용성: 개별기업 주식수익률에 미치는 영향을 바탕으로. 경영학연구, 47:5, 1231-1260, Corresponding Author.

37) 2018.8. 주택담보대출의 조기상환행태 분석: 안심전환대출 출시 이후의 이상현상을 중심으로. 경영학연구, 47:4, 865-887, Corresponding Author.

36) 2018.8. 하이브리드 로보어드바이저 활용의 사례와 제언. Korea Business Review22:3, 33-52, Corresponding Author.

35) 2018.6. 금융시장 로보어드바이저 산업에 대한 고찰: 현황과 개선방안. 경영학연구, 47:3, 725-749, Corresponding Author.

34) 2018.6. 국내 인터넷전문은행의 발전 방향. 경영학연구, 47:3, 549-576, Corresponding Author.

33) 2018.4. 주택연금 유동화증권에 관한 연구:구조설계 및 예상현금흐름 분석을 중심으로. 한국증권학회지47:2, 327-347, Corresponding Author.

32) 2018.2. 개별기업의 특성을 반영한 투자자 심리지수와 주식수익률. 재무연구, 31:1, 1-38, Corresponding Author.

31) 2017.11. 4차 산업혁명과 인공지능: 현황, 사례, 규제에 대한 개괄적 고찰. 한국경영과학회지, 42:4, 1-14, Corresponding Author.

30) 2017.9. 주식분할과 무상증자: 결정요인과 공시효과에 대한 실증분석. 한국증권학회지46:4, 879-900, Corresponding Author.

29) 2017.8. 국내기업의 CSR활동은 투자인가 비용인가? 경영학연구, 46:4, 1127-1155, Corresponding Author.

28) 2017.2. 가계부채와 국내소비: 실증분석 및 금융정책적 시사점. 한국증권학회지, 46:1, 249-273, Corresponding Author.

27) 2016.6. 자본시장의 위상전이행태에 관한 학제간 융합연구: 사례연구. 경영과학, 33:2, 117-131, First Author.

26) 2016.3. CDS 스프레드 기간구조에 대한 고찰. 한국증권학회지, 45:2, 447-475.

25) 2016.2. 핀테크 산업의 발전방향에 관한 연구. 한국증권학회지, 45:1, 145-170, Corresponding Author.

24) 2016.2. 우리사주제도와 기업가치: 무상출연의 효과에 관한 실증연구. 한국증권학회지, 45:1, 119-143. 

23) 2015.11. 신용평가사의 역할에 대한 고찰: 사건연구를 통한 분석. 한국경영과학회지, 40:4, 123-144, Corresponding Author. 

22) 2015.8. 제품시장경쟁이 주식수익률에 미치는 영향: 한-미 FTA를 통한 증거. 재무연구, 28:3, 487-512, Corresponding Author. 

21) 2015.3. 한국 증권업 수익률에 영향을 미치는 요인에 관한 연구. 재무관리연구, 32:1, 215-241, Corresponding Author. 

20) 2014.9. 산업집중도에 따른 주식수익률 차이는 존재하는가? 한국증권학회지, 43:4, 657-678, Corresponding Author.

19) 2014.2. 한국과 미국 금융시장 간의 변동성 동조화 현상에 관한 연구. 한국증권학회지, 43:1, 213-236, Corresponding Author. 

18) 2014.2. 정부기관의 중소기업 포상이 나아가야할 방향: 기업 가치에 미치는 영향을 중심으로. 한국증권학회지, 43:1, 47-69, Corresponding Author. 

17) 2013.12. 가격발견지수의 제안과 가격발견요인에 관한 연구. 금융공학연구, 12:4, 1-25, Corresponding Author. 

16) 2013.12. 서로 다른 성장기회 하에서 재무정책과 소유구조는 기업가치에 어떠한 영향을 미치는가? 금융안정연구, 14:2, 123-153, Corresponding Author. 

15) 2013.8. 시장경쟁은 회사채 신용등급 변경공시에 따른 주식가격반응에 어떠한 영향을 주는가? 경영학연구, 42:4, 929-957, Corresponding Author.

14) 2013.8. KOSPI200 야간선물을 활용한 투자전략. 선물연구, 21:3, 307-330, Corresponding Author. 

13) 2013.4. 시장경쟁은 기업에 어떠한 영향을 미치는가?: 산업집중도와 기업가치 및 부채비율의 관계에 관한 실증연구. 경영학연구, 42:2, 435-456, Corresponding Author. 

12) 2013.2. KOSPI200야간선물이 시장안정에 미치는 영향에 관한 연구. 한국증권학회지, 42:1, 105-131, Corresponding Author.

11) 2012.9. 변동성 예측모형의 실증성과에 관한 연구: 미국시장을 중심으로. 금융공학연구, 11: 3, 59-82, Single Author. 

10) 2012.8. 선물시장의 주문흐름정보를 활용한 옵션스프레드의 구성요소에 관한 연구. 선물연구, 20:3, 297-324, Corresponding Author.

9) 2012.6 시장경쟁정도와 기업의 배당에 관한 연구. 기업경영연구, 19:3, 255-277, Corresponding Author.

8) 2011.6 펀드 특성과 성과에 관한 실증연구. 기업경영연구, 18:2, 21-40, Corresponding Author.

7) 2011.3. 베리어옵션의 헤지. 기업경영연구, 18:1, 39-63, 2011, Single Author.

6) 2010.11. 주식워런트증권 도입의 영향력에 대한 연구: 주식시장의 행태를 중심으로. 선물연구, 18:4, 23-50, Single Author.

5) 2010.6. 벤처캐피탈이 IPO 시장에 미치는 영향에 관한 연구: KOSDAQ 시장을 중심으로. 기업경영연구, 17:2, 1-22, 2010, Corresponding Author.

4) 2009.11. 칼만 필터를 이용한 학습 자본자산 가격결정모형의 검증. 재무연구, 22:4, 63-92, First Author.

3) 2009.3. 옵션시장에서 GARCH 계열 모형들의 성과 비교에 관한 연구. 한국증권학회지, 38:2, 137-176, Corresponding Author.

2) 2008.8. 실증적 추계할인율에 대한 연구:KOSPI 200옵션시장을 중심으로. 재무연구, 21:3, 91-137, Corresponding Author.

1) 2006.12. 채권자의 의사결정과정을 반영한 신용스프레드 평가모형에 대한 연구: Merton 모형의 확장을 중심으로. 금융안정연구, 7:2, 96-136, Corresponding Author.
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