“Market Leverage, Debt Heterogeneity, and Equity Returns,” Financial Management, Forthcoming, with M. S. Kang.
“Macroeconomic Shocks and Stock Market Returns,” Applied Economics Letters, Forthcoming, with M. Glambosky and S. Mohanty.
“ESG Ratings and Macroeconomic Risks in the Asian Emerging Stock Markets,” Applied Economics Letters, Forthcoming, with M. Song.
“Macroeconomic Impact and Stock Returns’ Vulnerability by Size, Solvency, and Financial Distress,” Finance Research Letters 59 (2024), with C. Baek, and M. Glambosky.
“Does leveraged stock buyback improve firms’ profitability?,” Applied Economics Letters 29 (2022), with Y. Pae.
“The Risk Transmission of COVID-19 In the US Stock Market,” Applied Economics 53 (2021), with K. Lee.
“Is average correlation related to expected returns: evidence from global markets,” Applied Economics Letters 28 (2021), with S. Peterburgsky.
“COVID-19 and Stock Market Volatility: An Industry Level Analysis,” Finance Research Letters 37 (2021), with S. Mohanty and M. Glambosky.
“Yield Curve Risks in Currency Carry Forwards,” Journal of Futures Markets 40 (2020), with J. Lee, K. J. Oh, and M. J. Lee.
“Machine Learning and Algorithmic Pairs Trading in Futures Markets,” Sustainability 12 (2020), with M. Glambosky, S. H. Oh, and J. Lee.
“Robo-Advisors: Machine Learning in Trend-Following ETF Investments,” Sustainability 12 (2020), with K. Lee, M. Uctum, and S. H. Oh.
“Dynamic Risk Factors in Carry Trades,” Journal of Fixed Income 40 (2019), with K. Lee and M. Glambosky.
“Diversification in Korean Banking Business: Is Noninterest Income a Financial Savior?,” Journal of Emerging Market Finance 17 (2018), with K. Lee and S. Mohanty.
“Assessing Hedge Fund Performance with Institutional Constraints: Evidence from the CTA funds,” Journal of Asset Management 18 (2017), with M. Molyboga, and J. Bilson.
“Size and Value Risk in Financial Firms,” Journal of Banking & Finance 55 (2015), with J. Bilson.
“Nonparametric Factor Analytic Risk Measurement in Common Stocks in Financial Firms: Evidence from Korean Firms,” Asia-Pacific Journal of Financial Studies 44 (2015), with J. Cursio and S. Y. Cha.
“CTA Performance Persistence: 1994-2010,” Journal of Alternative Investments 16 (2014), with M. Molyboga and J. Bilson.