| Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies E Chong, C Han, FC Park Expert Systems with Applications 83, 187-205, 2017 | 901 | 2017 |
| Effects of debt collection practices on loss given default C Han, Y Jang Journal of Banking & Finance 37 (1), 21-31, 2013 | 61 | 2013 |
| Dynamics and determinants of credit risk discovery: Evidence from CDS and stock markets F Chau, C Han, S Shi International Review of Financial Analysis 55, 156-169, 2018 | 27 | 2018 |
| Market overreaction and investment strategies C Han, S Hwang, D Ryu Applied Economics 47 (54), 5868-5885, 2015 | 23 | 2015 |
| Pairs trading via unsupervised learning C Han, Z He, AJW Toh European Journal of Operational Research 307 (2), 929-947, 2023 | 19 | 2023 |
| Interest rate models on Lie groups FC Park, CM Chun, CW Han, N Webber Quantitative Finance 11 (4), 559-572, 2011 | 18 | 2011 |
| An extended CreditRisk+ framework for portfolio credit risk management C Han, J Kang Available at SSRN 2427489, 2014 | 14 | 2014 |
| Impacts of derivative markets on spot market volatility and their persistence L Fong, C Han Applied economics 47 (22), 2250-2258, 2015 | 12 | 2015 |
| Modeling severity risk under PD–LGD correlation C Han The European Journal of Finance 23 (15), 1572-1588, 2017 | 10 | 2017 |
| Logit regression based bankruptcy prediction of Korean firms C Han, H Kang, G Kim, J Yi Asia-Pacific Journal of Risk and Insurance 7 (1), 2012 | 10 | 2012 |
| A geometric framework for covariance dynamics C Han, FC Park Journal of Banking & Finance 134, 106319, 2022 | 8* | 2022 |
| A geometric treatment of time-varying volatilities C Han, FC Park, J Kang Review of Quantitative Finance and Accounting 49, 1121-1141, 2017 | 7 | 2017 |
| Partial structural break identification C Han, A Taamouti Oxford Bulletin of Economics and Statistics 79 (2), 145-164, 2017 | 7 | 2017 |
| Bimodal characteristic returns and predictability enhancement via machine learning C Han Management Science 68 (10), 7701-7741, 2022 | 6 | 2022 |
| A nonparametric approach to portfolio shrinkage C Han Journal of Banking & Finance 120, 105953, 2020 | 6* | 2020 |
| How much should portfolios shrink? C Han Financial Management 49 (3), 707-740, 2020 | 6* | 2020 |
| Betting against analyst target price C Han, J Kang, SY Kim Journal of Financial Markets 59, 100677, 2022 | 5 | 2022 |
| Comparative analysis of credit risk models for loan portfolios C Han Available at SSRN 2427503, 2014 | 4 | 2014 |
| Efficient Value at Risk Estimation for Mortgage-Backed Securities C Han, FC Park, J Kang Available at SSRN 2427491, 2014 | 3 | 2014 |
| Stock options pricing via machine learning methods combined with firm characteristics PC Andreou, C Han, N Li Available at SSRN 4407927, 2023 | 2 | 2023 |
