On the transaction cost of Bitcoin T Kim Finance Research Letters 23, 300-305, 2017 | 188 | 2017 |
The predecessors of bitcoin and their implications for the prospect of virtual currencies T Kim PLoS One 10 (4), e0123071, 2015 | 49 | 2015 |
Are trading imbalances indicative of private information? ST Kim, HR Stoll Journal of Financial Markets 20, 151-174, 2014 | 40 | 2014 |
Does individual-stock skewness/coskewness reflect portfolio risk? T Kim Finance Research Letters 15, 167-174, 2015 | 9 | 2015 |
Bitcoin dilemma: Is popularity destroying value? ST Kim Finance Research Letters 33, 101228, 2020 | 8 | 2020 |
Asymmetric correlation as an explanation for the effect of asset skewness on equity returns YP Chung, TS Kim Asia‐Pacific Journal of Financial Studies 46 (5), 686-699, 2017 | 6 | 2017 |
Extreme returns and herding of trade imbalances Y Peter Chung, S Thomas Kim Review of Finance 21 (6), 2379-2399, 2017 | 6 | 2017 |
What causes the asymmetric correlation in stock returns? YP Chung, HA Hong, ST Kim Journal of Empirical Finance 54, 190-212, 2019 | 5 | 2019 |
Order imbalances around seasoned equity offerings ST Kim, RW Masulis Midwest Finance Association 2012 Annual Meetings Paper, 2012 | 5 | 2012 |
The timing of opening trades and pricing errors ST Kim Financial Management 42 (3), 503-516, 2013 | 3 | 2013 |
The win–loss ratio as an ability signal of mutual fund managers: a measure that is less influenced by luck YP Chung, T Kim Financial Markets and Portfolio Management 29, 301-335, 2015 | 1 | 2015 |
Law of large numbers in mutual funds: A simple but effective way to identify persistent performances among actively-managed mutual funds Y Chung, T Kim Working paper, University of California, Riverside, 2014 | 1 | 2014 |
Pricing of Herding YP Chung, ST Kim Available at SSRN 1678151, 2012 | 1 | 2012 |
A Simple but Effective Way to Identify Persistent Performances Among Actively-managed Mutual Funds YP Chung, ST Kim Available at SSRN 1787334, 2012 | 1 | 2012 |
Predicting Mutual Fund Performance: The Win-Loss Record as an Ability Signal YP Chung, T Kim Unpublished paper) University of California, 2008 | 1 | 2008 |
Which firms benefit from market making? YP Chung, ST Kim, K Kutsuna, RL Smith Financial Markets and Portfolio Management 34, 33-63, 2020 | | 2020 |
Distribution of Individual Stock Performances and Fund Manager’s Stock Picking Ability YP Chung, ST Kim Available at SSRN 1678135, 2010 | | 2010 |
Extreme Returns and Herding of Trades YP Chung, T Kim | | |
Is Herding Priced in the Market? An Analysis of Systematic Order Imbalances of Stocks YP Chung, T Kim | | |
Why Do Stocks Move Together?: Evidence from Commonality in Order Imbalances YP Chung, T Kim | | |