| Do industries matter in explaining stock returns and asset-pricing anomalies? PH Chou, PH Ho, KC Ko Journal of Banking & Finance 36 (2), 355-370, 2012 | 119 | 2012 |
| Residual momentum in Japan RP Chang, KC Ko, S Nakano, SG Rhee Journal of Empirical Finance 45, 283-299, 2018 | 70 | 2018 |
| The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases? Y Hao, HH Chu, KY Ho, KC Ko International Review of Economics & Finance 43, 121-138, 2016 | 57 | 2016 |
| The 52-week high, momentum, and investor sentiment Y Hao, RK Chou, KC Ko, NT Yang International Review of Financial Analysis 57, 167-183, 2018 | 55 | 2018 |
| Value investing and technical analysis in Taiwan stock market KC Ko, SJ Lin, HJ Su, HH Chang Pacific-Basin Finance Journal 26, 14-36, 2014 | 54 | 2014 |
| Prospect theory and the risk-return paradox: some recent evidence PH Chou, RK Chou, KC Ko Review of Quantitative Finance and Accounting 33, 193-208, 2009 | 51 | 2009 |
| Corporate social responsibility, social identity, and innovation performance in China KC Ko, J Nie, R Ran, Y Gu Pacific-Basin Finance Journal 63, 101415, 2020 | 39 | 2020 |
| Market dynamics and momentum in the Taiwan stock market C Lin, KC Ko, ZX Feng, NT Yang Pacific-Basin Finance Journal 38, 59-75, 2016 | 34 | 2016 |
| Do relative leverage and relative distress really explain size and book-to-market anomalies? PH Chou, KC Ko, SJ Lin Journal of Financial Markets 13 (1), 77-100, 2010 | 31 | 2010 |
| What affects the cool-off duration under price limits? PH Chou, RK Chou, KC Ko, CY Chao Pacific-Basin Finance Journal 24, 256-278, 2013 | 26 | 2013 |
| Asset growth, style investing, and momentum PH Chou, KC Ko, NT Yang Journal of Banking & Finance 98, 108-124, 2019 | 20 | 2019 |
| Momentum strategies and investor sentiment in the REIT market Y Hao, HH Chu, KC Ko, L Lin International Review of Finance 16 (1), 41-71, 2016 | 19 | 2016 |
| Information discreteness, price limits and earnings momentum C Lin, KC Ko, YL Chen, HH Chu Pacific-Basin Finance Journal 37, 1-22, 2016 | 15 | 2016 |
| Non-parametric momentum based on ranks and signs TY Chen, PH Chou, KC Ko, SG Rhee Journal of Empirical Finance 60, 94-109, 2021 | 13* | 2021 |
| Continuing overreaction and momentum in a market with price limits NT Yang, HH Chu, KC Ko, SW Lee Pacific-Basin Finance Journal 48, 56-71, 2018 | 13 | 2018 |
| Price limits and the value premium in the Taiwan stock market C Lin, KC Ko, L Lin, NT Yang Pacific-Basin Finance Journal 41, 26-45, 2017 | 13 | 2017 |
| Firm characteristics, alternative factors, and asset-pricing anomalies: evidence from Japan PH Chou, KC Ko, ST Kuo, SJ Lin Quantitative Finance 12 (3), 369-382, 2012 | 13 | 2012 |
| Sources of the liquidity premium PH Chou, KC Ko, KCJ Wei The 21st Conference on the Theories and Practices of Securities and …, 2013 | 5 | 2013 |
| A timing momentum strategy C Lin, NT Yang, RK Chou, KC Ko Accounting & Finance 62, 1339-1379, 2022 | 4 | 2022 |
| Does the momentum gap explain momentum in Taiwan? C Lin, KC Ko, NT Yang Pacific-Basin Finance Journal 72, 101732, 2022 | 3 | 2022 |
