Investor sentiment and bond risk premia: Evidence from China K Lee, M Kim Emerging Markets Finance and Trade 55 (4), 915-933, 2019 | 18 | 2019 |
Do hedge funds time market tail risk? Evidence from option‐implied tail risk JS Shin, M Kim, D Oh, TS Kim Journal of Futures Markets 39 (2), 205-237, 2019 | 9* | 2019 |
Heterogeneous investor attention to climate risk: Evidence from a unique dataset H Park, M Kim, D Ryu Investment Analysts Journal 51 (4), 253-267, 2022 | 7* | 2022 |
Twitter-based Chinese economic policy uncertainty K Lee, E Choi, M Kim Finance Research Letters 53, 103627, 2023 | 5 | 2023 |
Which uncertainty measures matter for the cross-section of stock returns? K Lee, Y Jeon, M Kim Finance Research Letters 46, 102390, 2022 | 5 | 2022 |
Abnormal trading volume and the cross-section of stock returns DH Lee, MK Kim, TS Kim KAIST College of Business Working Paper Series, 2016 | 5 | 2016 |
Behavioral Biases and the Trading of Individual Investors in the Korean Stock Markets M Kim, JS Kim Available at SSRN 4096525, 2022 | 3 | 2022 |
Chinese Consumption Shocks and US equity returns K Lee, M Kim, S Lam Available at SSRN, 2023 | | 2023 |
V-Shaped Disposition Effect, Stock Prices, and Post-Earnings-Announcement Drift: Evidence from Korea M Kim, T Kim, TS Kim Journal of Behavioral Finance 24 (3), 345-364, 2023 | | 2023 |
Retail Investors’ Margin Trading in Korea: Current State, Characteristics and Implications M Kim Characteristics and Implications (January 5, 2022), 2022 | | 2022 |
Essays on gambling preference in January and timing ability of hedge fund managers M Kim 한국과학기술원, 2019 | | 2019 |
중국 경제 불확실성 측정과 중화권 주식 시장 변동성에 대한 예측력 김민기, 이기영 금융지식연구 16 (3), 55-83, 2018 | | 2018 |
한국 주식시장에서의 수익성 프리미엄 발생 요인 분석 김민기, 정진수, 김동석 재무관리연구 35 (4), 69-108, 2018 | | 2018 |