| Futures trading, spot market volatility, and market efficiency: The case of the Korean index futures markets SC Bae, TH Kwon, JW Park Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004 | 167 | 2004 |
| Personalized investment consulting system implemented on network and method for the same KW Kim, U Chang, I Kim, JW Park US Patent App. 09/998,197, 2002 | 66 | 2002 |
| Effects of common factors on stock correlation networks and portfolio diversification C Eom, JW Park International Review of Financial Analysis 49, 1-11, 2017 | 28 | 2017 |
| Derivatives trading, volatility spillover, and regulation: Evidence from the Korean securities markets SC Bae, TH Kwon, JW Park Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 25 | 2009 |
| A study on the relationship between idiosyncratic volatility and stock returns in the Korean stock markets C Eom, WB Lee, RS Park, U Chang, JW Park Korean Journal of Financial Studies 43 (4), 753-784, 2014 | 16 | 2014 |
| Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market H Van Hai, JW Park, PC Tsai, C Eom The North American Journal of Economics and Finance 54, 101266, 2020 | 15 | 2020 |
| Effects of the fat-tail distribution on the relationship between prospect theory value and expected return C Eom, JW Park The North American Journal of Economics and Finance 51, 101052, 2020 | 13 | 2020 |
| Effects of the market factor on portfolio diversification: The case of market crashes C Eom, JW Park, YH Kim, T Kaizoji Investment Analysts Journal 44 (1), 71-83, 2015 | 12 | 2015 |
| A new method for better portfolio investment: A case of the Korean stock market C Eom, JW Park Pacific-Basin Finance Journal 49, 213-231, 2018 | 9 | 2018 |
| A study on the liquidity premium in Korean stock market TH Kwon, JW Park Korean Journal of Finance 13, 223-259, 1997 | 8 | 1997 |
| A reexamination of the size effect in the Korean stock market C Eom, WB Lee, JW Park Korean Journal of Financial Management 31 (3), 113-151, 2014 | 7 | 2014 |
| The Characteristics of Program Trading and its Effects on Stock Market, Korean Management Review TH Kwon, JW Park, U Chang | 7 | 2002 |
| Left-tail momentum and tail properties of return distributions: A case of Korea C Eom, Y Eom, JW Park International Review of Financial Analysis 87, 102570, 2023 | 6 | 2023 |
| Investor attention, firm-specific characteristic, and momentum: A case of the Korean stock market C Eom, JW Park Research in International Business and Finance 57, 101404, 2021 | 6 | 2021 |
| Investor Attention, Market Dynamics, and Momentum in the Korean Stock Market 철준엄， 욱장， 병진강， 우백이， 종원박 Korean Journal of Financial Studies 49 (4), 589-641, 2020 | 6 | 2020 |
| Program trading and the link between the spot and futures prices SJ Jordan, WB Lee, JW Park Journal of Futures Markets 35 (12), 1133-1153, 2015 | 5 | 2015 |
| Analysis of Relationship between Long-Term Market Reaction and Financial Stability Resulting from Corporate Name Changes: Focusing on IT Firms J Park, C Song Korean Journal of Financial Studies 52 (4), 575-611, 2023 | 3 | 2023 |
| The Effect of Securities Transaction Tax on Arbitrage Markets: Evidences from the Korean Securities Markets W Lee, M Woo, JW Park Korean Journal of Financial Studies 46 (2), 459-496, 2017 | 3 | 2017 |
| The Performance of Private Equity Funds and Its Diversification Effect I Song, J Park, M Choi Asian Review of Financial Research 28 (3), 385-416, 2015 | 3 | 2015 |
| The Effect of Financial Conglomeration on the Default Risk of Financial Companies: Evidence from the Korean Financial Industry JW Park, RS Park, U Chang, HJ Chung The Korean Journal of Financial Management 26 (2), 113-153, 2009 | 3 | 2009 |
