| Analyzing active fund managers’ commitment to ESG: Evidence from the United Nations Principles for Responsible Investment S Kim, A Yoon Management Science 69 (2), 741-758, 2023 | 179* | 2023 |
| Tail risk in momentum strategy returns K Daniel, R Jagannathan, S Kim National Bureau of Economic Research, 2012 | 116 | 2012 |
| Tail risk in momentum strategy returns K Daniel, R Jagannathan, S Kim National Bureau of Economic Research, 2012 | 116 | 2012 |
| Arbitrage portfolios S Kim, RA Korajczyk, A Neuhierl The Review of Financial Studies 34 (6), 2813-2856, 2021 | 82 | 2021 |
| The impact of high-frequency trading on stock market liquidity measures S Kim, D Murphy Available at SSRN 2278428, 2013 | 32 | 2013 |
| Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach S Kim, G Skoulakis Journal of econometrics 204 (2), 159-188, 2018 | 31 | 2018 |
| A hidden Markov model of momentum K Daniel, R Jagannathan, S Kim Technical Report, 2019 | 12 | 2019 |
| Large sample estimators of the stochastic discount factor S Kim, RA Korajczyk Available at SSRN 3131274, 2022 | 10 | 2022 |
| Revealed heuristics: Evidence from investment consultants’ search behavior S Chava, S Kim, D Weagley The Review of Asset Pricing Studies 12 (2), 543-592, 2022 | 10 | 2022 |
| Ex-post risk premia tests using individual stocks: The IV-GMM solution to the EIV problem S Kim, G Skoulakis Unpublished Manuscript. Georgia Institute of Technology, 2016 | 9 | 2016 |
| Estimating and testing linear factor models using large cross sections: The regression-calibration approach S Kim, G Skoulakis Unpublished working paper. University of Maryland, College Park, 2014 | 9 | 2014 |
| Asset prices in turbulent markets with rare disasters S Kim Available at SSRN 2381011, 2013 | 6 | 2013 |
| Capital allocation and the market for mutual funds: Inspecting the mechanism JH van Binsbergen, JHJ Kim, S Kim Soohun, Capital Allocation and the Market for Mutual Funds: Inspecting the …, 2021 | 5 | 2021 |
| Ex-post Risk Premia: Estimation and Inference using Large Cross Sections S Kim, G Skoulakis Unpublished working paper, University of British Columbia, Vancouver, BC, 2015 | 4 | 2015 |
| Does the pressure to fill journal quotas bias evaluation?: Evidence from publication delays and rejection rates B Park, E Sohn, S Kim Plos one 15 (8), e0236927, 2020 | 3 | 2020 |
| Testing ex-post implications of asset pricing models using individual stocks S Kim, G Skoulakis Working paper, 2017 | 3 | 2017 |
| Self-fulfilling arbitrages necessitate crash risk DH Ahn, S Kim, K Seo Journal of Financial Markets 51, 100547, 2020 | | 2020 |
Georgios SkoulakisAssistant Professor of Finance, University of British ColumbiaVerified email at sauder.ubc.ca
