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Sukwon Thomas Kim
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Cited by
Cited by
Year
On the transaction cost of Bitcoin
T Kim
Finance Research Letters 23, 300-305, 2017
1882017
The predecessors of bitcoin and their implications for the prospect of virtual currencies
T Kim
PLoS One 10 (4), e0123071, 2015
482015
Are trading imbalances indicative of private information?
ST Kim, HR Stoll
Journal of Financial Markets 20, 151-174, 2014
402014
Does individual-stock skewness/coskewness reflect portfolio risk?
T Kim
Finance Research Letters 15, 167-174, 2015
92015
Bitcoin dilemma: Is popularity destroying value?
ST Kim
Finance Research Letters 33, 101228, 2020
82020
Extreme returns and herding of trade imbalances
Y Peter Chung, S Thomas Kim
Review of Finance 21 (6), 2379-2399, 2017
72017
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
62017
Order imbalances around seasoned equity offerings
ST Kim, RW Masulis
Midwest Finance Association 2012 Annual Meetings Paper, 2012
52012
What causes the asymmetric correlation in stock returns?
YP Chung, HA Hong, ST Kim
Journal of Empirical Finance 54, 190-212, 2019
42019
The timing of opening trades and pricing errors
ST Kim
Financial Management 42 (3), 503-516, 2013
32013
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
12015
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
12014
Pricing of Herding
YP Chung, ST Kim
Available at SSRN 1678151, 2012
12012
A Simple but Effective Way to Identify Persistent Performances Among Actively-managed Mutual Funds
YP Chung, ST Kim
Available at SSRN 1787334, 2012
12012
Predicting Mutual Fund Performance: The Win-Loss Record as an Ability Signal
YP Chung, T Kim
Unpublished paper) University of California, 2008
12008
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
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Articles 1–20