| An empirical investigation of the lead-lag relations of returns and volatilities among the KOSPI200 spot, futures and options markets and their explanations J Kang, CJ Lee, S Lee Journal of Emerging Market Finance 5 (3), 235-261, 2006 | 59 | 2006 |
| Realized higher-order comoments K Bae, S Lee Quantitative Finance 21 (3), 421-429, 2021 | 5 | 2021 |
| Which traders contribute most to price discovery? Evidence from the KOSPI 200 options market H Kang, J Kang, S Lee Emerging Markets Finance and Trade 52 (10), 2335-2347, 2016 | 4 | 2016 |
| A bias in Jensen's alpha when returns are serially correlated J Kang, S Lee Theoretical Economics Letters 3 (03), 188, 2013 | 4 | 2013 |
| Is the information on the higher moments of underlying returns correctly reflected in option prices? J Kang, S Lee Journal of Futures Markets 36 (8), 722-744, 2016 | 2 | 2016 |
| Does short sale restriction lower price efficiency when substitutes exist? Evidence from the Korean market soonhee Lee Economics letters 158, 2017 | 1 | 2017 |
| Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets K Bae, S Lee Finance Research Letters 45, 102177, 2022 | | 2022 |
| An Analysis of the Determinants of Inflation‐linked Bond Prices in Korea J Kang, S Lee Asia‐Pacific Journal of Financial Studies 47 (5), 605-633, 2018 | | 2018 |
| Bullish/bearish/neutral strategies under short sale restrictions K Bae, J Kang, S Lee Journal of Banking & Finance 71, 227-239, 2016 | | 2016 |
| Asymmetric Dynamics of Quoted Prices and Trades in the Informed Dissemination Process J Kang, S Lee, HJ Park 한국증권학회 학술발표회, 2008 | | 2008 |
