국제학술지(SSCI)
국제학술지(SSCI)
(2026) How trading barriers in underlying markets impact ETF trading and characteristics (with J. Kim and H. Cho). Research in International Business and Finance
(2024) Intraday analyses on weather-induced sentiment and stock market behavior (with H. Cho and D. Ryu). Quarterly Review of Economics and Finance
(2024) Dual effects of investor sentiment and uncertainty in financial markets (with H. Cho and D. Ryu). Quarterly Review of Economics and Finance
(2023) Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs (with J. Kim and H. Cho). Journal of International Financial Markets, Institutions and Money
(2023) Indirect effects of flow-performance sensitivity on fund performance (with H. Cho, J. E. Lee and D. Ryu). Borsa Istanbul Review
(2023) Does performance-chasing behavior matter? International evidence (with J. E. Lee, H. Cho and D. Ryu). Journal of Multinational Financial Management
(2022) Scheduled macroeconomic news announcements and intraday market sentiment (with H. Cho and D. Ryu). North American Journal of Economics and Finance
(2021) Stock market's response to intraday investor sentiment (with H. Cho and D. Ryu). North American Journal of Economics and Finance
(2020) The information content of funds from operations and net income in real estate investment trusts (with H. Cho and D. Ryu). North American Journal of Economics and Finance
(2019) Firm-specific investor sentiment and daily stock returns (with H. Cho and D. Ryu). North American Journal of Economics and Finance
(2019) Firm-specific investor sentiment and the stock market response to earnings news (with H. Cho and D. Ryu). North American Journal of Economics and Finance
(2017) The turn-of-the-year effect in mutual fund flows (with H. Choi and D. Ryu). Risk Management
국내학술지
(2025) 가상화폐 시장과 주식 시장의 투자자 심리 전이 효과. 금융공학연구.
(2023) 국내 펀드 시장의 현금흐름 계절성. 금융공학연구.
(2023) BERT를 활용한 뉴스 기사 감성분석과 블랙-리터만 모형을 결합한 자산 배분 전략 제안 (김동재, 문형빈 공저). 재무관리연구.
(2023) 국내 주식시장의 극단적 고유수익률과 기대수익률 간의 관계에 대한 실증연구 (서우덕, 김진환, 조훈 공저). 한국증권학회지
(2022) COVID-19 팬데믹에 따른 기업의 충격량과 회복력 비교: 벤처기업을 중심으로 (문형빈 공저). 기술금융연구.
(2022) 복권 성향 주식 선호현상을 활용한 저베타 이상현상 검증 (김동욱, 조훈 공저). 금융공학연구.
(2018) 기업의 지역적 다각화가 파생상품을 이용한 위험관리에 미치는 영향에 관한 연구 (김태현, 조훈, 김태중 공저). 선물연구.