Korea Capital Market Institute

Homepage: kcmi.re.kr

Alternate name: 자본시장연구원

ROR: 02cyrtj23

OpenAlex ID: I4405259552

Informed trading before positive vs. negative earnings surprises

2014 · Tae-Jun Park, Youngjoo Lee, et al. · Journal of Banking & Finance · 67

A reality check on technical trading rule profits in the U.S. futures markets

2009 · Cheol‐Ho Park, Scott H. Irwin · Journal of Futures Markets · 66

“Too central to fail” systemic risk measure using PageRank algorithm

2019 · Tae-Sub Yun, Deokjong Jeong, et al. · Journal of Economic Behavior & Organization · 53

Real earnings management and the cost of debt capital: international evidence

2018 · Ji Hye Kim, Sang Ho Lee, et al. · Asia-Pacific Journal of Accounting & Economics · 51

Collateral, Rehypothecation, and Efficiency

2017 · Hyejin Park, Charles M. Kahn · Journal of Financial Intermediation · 46

Corporate Governance, Legal System, and Stock Market Liquidity: Evidence Around the World

2012 · Kee H. Chung, Joon‐Seok Kim, et al. · Asia-Pacific Journal of Financial Studies · 41

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Green Bond Finance in Europe and the Stock Market Reaction

2021 · Juan Laborda, Álvaro Sánchez-Guerra · Studies of Applied Economics · 33

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Dichotomy between Macroprudential Policy and Monetary Policy on Credit and Inflation

2012 · Hyunduk Suh · Economics Letters · 30

Does Air Pollution Affect Consumption Behavior? Evidence from Korean Retail Sales*

2019 · Hyunju Kang, Hyunduk Suh, et al. · Asian Economic Journal · 28

The Roles of Finance in ESG Management

2023 · Young Seog Park, Hyo Seob Lee · Asia-Pacific Journal of Financial Studies · 24

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Positive effects of portfolio financing strategy for startups

2022 · Suk Hyun, Hyo Seob Lee · Economic Analysis and Policy · 24

Global Liquidity and Commodity Prices

2015 · Hyunju Kang, Bok‐Keun Yu, et al. · Review of International Economics · 24

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Twitter-Based Chinese Economic Policy Uncertainty

2022 · Kiryoung Lee, Eunseon Choi, et al. · Finance research letters · 22

Heterogeneous investor attention to climate risk: Evidence from a unique dataset

2022 · Hyejin Park, Minki Kim, et al. · Investment Analysts Journal · 17

Internationalization of Korean banks during crises: The network view of learning and commitment

2014 · Joong-Woo Lee, Hong Sun Song, et al. · International Business Review · 16

Defining Single Asset Price Momentum in terms of a Stochastic Process

2012 · KiHoon Jimmy Hong, Stephen Satchell · Theoretical Economics Letters · 16

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Housing wealth effect on consumption: Evidence from household level data

2011 · Sungwon Cho · Economics Letters · 16

Asymmetric information and the demand for private health insurance in Korea

2012 · Yong-Woo Lee · Economics Letters · 15

Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics

2022 · Heejoon Han, Whayoung Jung, et al. · Journal of Financial Econometrics · 14

Macroeconomic Dynamics in Korea during and after the Global Financial Crisis: A Bayesian DSGE Approach

2017 · Hyunju Kang, Hyunduk Suh · International Review of Economics & Finance · 14

An Empirical Investigation on Funding Liquidity and Market Liquidity

2017 · Ji-Yeong Chung, Dong-Hyun Ahn, et al. · European Finance Review · 14

Female executives and firm value: the moderating effect of co-CEO power gaps

2022 · Jiyeun Hong, Su-In Kim · Gender in Management An International Journal · 13

Do Competent Managers Hoard Bad News? Self-regulation Theory and Korean Evidence

2020 · Sangho Lee, Sejoong Lee, et al. · Finance research letters · 13

Corporate tax avoidance and cost of equity capital: international evidence

2019 · Hong Min Chun, Grace Il-Joo Kang, et al. · Applied Economics · 13

Which uncertainty measures matter for the cross-section of stock returns?

2021 · Kiryoung Lee, Yoontae Jeon, et al. · Finance research letters · 12

Works count: 175

Citation count: 901