The Effect of Systematic Default Risk on Credit Risk Premiums

by Jungmu Kim
Published 2019-10-01

Which Corporate Social Responsibility Performance Affects the Cost of Equity? Evidence from Korea

by Youngkyung Ok, Jungmu Kim
Published 2019-05-01

An Empirical Analysis of Bitcoin Price Jump Risk

by Naeyoung Kang, Jungmu Kim
Published 2019-04-01

Predictability of OTC Option Volatility for Future Stock Volatility

by Jungmu Kim, Yuen Jung Park
Published 2020-06-01

Individual Investors, Average Skewness, and Market Returns

by Jungmu Kim, Yuen Jung Park
Published 2020-10-01

Is Factor Investing Sustainable after Price Impact Costs? The Capacity of Factor Investing in Korea

by Jungmu Kim, Yuen Jung Park
Published 2019-09-01

Is Low-Volatility Investing Sustainable in the SME Stock Market of Korea? A Risk and Return Analysis

by Jungmu Kim, Yuen Jung Park
Published 2019-07-01

Premiums for Non-Sustainable and Sustainable Components of Market Volatility: Evidence from the Korean Stock Market

by Thuy Thi Thu Truong, Jungmu Kim
Published 2019-09-01

Sustainability Managed against Downside Risk and the Cost of Equity: Evidence in Korea

by Truong Thi Thu Thuy, Jungmu Kim
Published 2018-10-01

Institutional Investors’ Trading Response to Stock Market Anomalies: Evidence from Korea

by Jungmu Kim, Youngkyung Ok, Yuen Jung Park
Published 2020-02-01

The Effect of Housing Prices on Bank Performance in Korea

by Youngkyung Ok, Jungmu Kim, Yuen Jung Park
Published 2019-11-01

Air-Gap Interrogation of Surface Plasmon Resonance in Otto Configuration

by Yeonsu Lee, Jiwon Kim, Sungmin Sim, Ignacio Llamas-Garro, Jungmu Kim
Published 2021-08-01