Research
Publications
Hu Jianfeng, Antonia Kirilova, Seongkyu Gilbert Park, and Doojin Ryu, 2023, Who profits from trading options? Management Science, forthcoming
Park, Seongkyu Gilbert, K. C. John Wei, and Linti Zhang, 2023, The Fu (2009) Positive Relation between Idiosyncratic Volatility and Expected Returns Is Due to Look-Ahead Bias, Critical Finance Review 12, 57–124.
Park, Seongkyu Gilbert, Wing Suen, and Kam-Ming Wan, 2022, Standard Call Auction and Closing Price Manipulation: Evidence from the Hong Kong Stock Exchange, Journal of Financial Markets 58, 100700
- Honorable mention (2nd prize), The 16th Annual Conference of the Asia-Pacific Association of Derivatives (APAD) 2020
Park, Seongkyu Gilbert, and Doojin Ryu, 2021, Contract Size Changes in the Options Market: Effects on Market Efficiency and Investor Behavior, Applied Economics 53, 6670–6872.
Hou, Fangfang, Yuna Heo, and Seongkyu Gilbert Park, 2021, Does corruption grease or sand the wheel of investment or innovation? Different effects in advanced-emerging economies, Applied Economics 53, 35–60.
Park, Seongkyu Gilbert, and Doojin Ryu, 2019, Speed and trading behavior in an order-driven market, Pacific-Basin Finance Journal 53, 145-164
-Pacific-Basin Finance Journal best paper award, Asian Finance Association 2017
-Best paper award (1st prize), World Finance Conference 2017
Chung, Kee H., Seongkyu Gilbert Park, and Doojin Ryu, 2016, Trade duration, informed trading, and option moneyness, International Review of Economics and Finance 44, 395-411
Choi, Yoonjung, Seongkyu Gilbert Park, 2022, Does U.S. aid improve human rights conditions of aid-recipient countries? Journal of Student Research 11 (advised student research)
Working Papers
Hedge fund awards: Do investors and managers care, and should they? (with Hyung Kyu Choi and Byoung Uk Kang)
Can Al-enabled Limit Orders Thwart Latency Arbitrage? (with Patrik Sandås)
Power of asking questions: Resolving financial market rumors through public inquiries
- 8th Financial News & KAFA Doctoral Student Dissertation Award, 2014
- Semi-finalist for best paper award in market microstructure, FMA 2014
- KSA Best Dissertation Award, 8th Annual Conference on Asia-Pacific Financial Markets 2013
Happiness and innovation around the world (with Yuna Heo and Fangfang Hou)