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2024

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

2023

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

2022

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

2021

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

2020

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

2019

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

2018

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

2017

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

2016

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.