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Corporate vulnerability index as a fear gauge? : exploring the contagion effect between US and Korean markets

Kim, Jun Sik; Ryu, Doojin; Seo, Sung Won - In: The journal of derivatives : the official publication … 23 (2015) 1, pp. 73-88

Persistent link: https://www.econbiz.de/10011399809

The information content of option-implied information for volatility forecasting with investor sentiment

Seo, Sung Won; Kim, Jun Sik - In: Journal of banking & finance 50 (2015), pp. 106-120

Persistent link: https://www.econbiz.de/10010509134

Investor sentiment and return predictability of disagreement

Kim, Jun Sik; Ryu, Doojin; Seo, Sung Won - In: Journal of banking & finance 42 (2014), pp. 166-178

Persistent link: https://www.econbiz.de/10010408405

Individual mean-variance relation and stock-level investor sentiment

Kim, Jun Sik; Kim, Da-Hea; Seo, Sung Won - In: Journal of business economics and management 18 (2017) 1, pp. 20-34

Persistent link: https://www.econbiz.de/10011721640

What options to trade and when : evidence from seasoned equity offerings

Kim, Donghan; Kim, Jun Sik; Seo, Sung Won - In: Journal of financial markets 37 (2018), pp. 70-96

Persistent link: https://www.econbiz.de/10012001023

Investor sentiment and return predictability of the option to stock volume ratio

Kim, Jun Sik; Kim, Da-Hea; Seo, Sung Won - In: Financial management 46 (2017) 3, pp. 767-796

Persistent link: https://www.econbiz.de/10011751780

Effects of the Asian financial crisis on the relation between leverage and employee compensation

Seo, Sung Won; Kim, Jun Sik; Ryu, Doojin - In: Spanish journal of finance & accounting : the official … 48 (2019) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10012176410

The information content of risk-neutral skewness for volatility forecasting

Byun, Suk Joon; Kim, Jun Sik - In: Journal of empirical finance 23 (2013), pp. 142-161

Persistent link: https://www.econbiz.de/10010221765

Uncertainty and the volatility forecasting power of option‐implied volatility

Jeon, Byounghyun; Seo, Sung Won; Kim, Jun Sik - In: Journal of Futures Markets 40 (2020) 7, pp. 1109-1126

Persistent link: https://www.econbiz.de/10012273018

Investor sentiment and return predictability of disagreement

Kim, Jun Sik; Ryu, Doojin; Seo, Sung Won - In: Journal of Banking & Finance 42 (2014) C, pp. 166-178

This study examines the influence of investor sentiment on the relationship between disagreement among investors and future stock market returns. We find that the relationship between disagreement and future stock market returns time-varies with the degree of investor sentiment. Higher...

Persistent link: https://www.econbiz.de/10010753664