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Jung, Michael and Kwon, Kyung Yoon and Park, Hyungshin (2024) Does high-frequency trading cause stock prices to deviate from fundamental values? Accounting and Business Research, 54 (5). pp. 580-613. ISSN 0001-4788
Ha, Yu Sung and Kang, Jangkoo and Kwon, Kyung Yoon (2024) CEO cultural heritage and R&D expenditures. International Journal of Finance and Economics. ISSN 1099-1158
Yun, Jaesun and Kwon, Kyung Yoon (2023) Biweekly performance of low-risk anomalies over the FOMC cycle. Finance Research Letters, 58 (Part C). 104498. ISSN 1544-6123
Kwon, Kyung Yoon and Molyneux, Philip and Pancotto, Livia and Reghezza, Alessio (2023) Banks and FinTech acquisitions. Journal of Financial Services Research. ISSN 0920-8550
Eom, Kyong Shik and Kwon, Kyung Yoon and La, Sung Chae and Park, Jong-Ho (2022) Dynamic and static volatility interruptions : evidence from the Korean stock markets. Journal of Risk and Financial Management, 15 (3). 105. ISSN 1911-8066
Kwon, Kyung Yoon and Kang, Jangkoo and Yun, Jaesun (2021) Basis-momentum strategies and ranking periods. Finance Research Letters, 43. 101997. ISSN 1544-6123
Eom, Kyong S. and Kwon, Kyung Y. and Park, Jong-Ho (2021) Effectiveness of the conditional random-end trading mechanism on the Korea exchange : normal trade and option shock. Journal of Futures Markets, 41 (10). pp. 1545-1568. ISSN 0270-7314
Yun, Jaesun and Kang, Jangkoo and Kwon, Kyung Yoon (2021) US economic uncertainty and the Korean stock market reaction. Emerging Markets Finance and Trade, 57 (10). pp. 2946-2976. ISSN 1540-496X
Kang, Jangkoo and Kwon, Kyung Yoon (2021) Volatility-managed commodity futures portfolios. Journal of Futures Markets, 41 (2). pp. 159-178. ISSN 0270-7314
Kim, Sun Young and Kwon, Kyung Yoon (2021) Does economic uncertainty matter in international commodity futures markets? International Journal of Finance and Economics, 26 (1). pp. 849-869. ISSN 1099-1158
Kang, Jangkoo and Kwon, Kyung Yoon (2020) Can commodity futures risk factors predict economic growth? Journal of Futures Markets, 40 (12). pp. 1825-1860. ISSN 0270-7314
Kwon, Kyung Yoon and Kang, Jangkoo and Yun, Jaesun (2020) Weekly momentum in the commodity futures market. Finance Research Letters, 35. 101306. ISSN 1544-6123
Kang, Jangkoo and Kwon, Kyung Yoon and Kim, Wooyeon (2020) Flow toxicity of high frequency trading and its impact on price volatility : evidence from the KOSPI 200 futures market. Journal of Futures Markets, 40 (2). pp. 164-191. ISSN 0270-7314
Kang, Jangkoo and Kwon, Kyung Yoon (2019) How about selling commodity futures losers? Journal of Futures Markets, 39 (12). pp. 1489-1514. ISSN 0270-7314
Jeong, Giho and Kang, Jangkoo and Kwon, Kyung Yoon (2018) Liquidity skewness premium. North American Journal of Economics and Finance, 46. pp. 130-150. ISSN 1062-9408
Eom, Kyong Shik and Kang, Jangkoo and Kwon, Kyung Yoon (2017) PIN, adjusted PIN, and PSOS : difference of opinion in the Korean stock market. Asia-Pacific Journal of Financial Studies, 46 (3). pp. 463-490. ISSN 2041-6156
Eom, Kyong Shik and Kang, Jangkoo and Kwon, Kyung Yoon (2016) The best PIN model in the Korean stock market. Asian Review of Financial Research, 29 (3). pp. 425-436.