| Microstructure-based manipulation: Strategic behavior and performance of spoofing traders EJ Lee, KS Eom, KS Park Journal of Financial Markets 16 (2), 227-252, 2013 | 155 | 2013 |
| Pre-trade transparency and market quality KS Eom, J Ok, JH Park Journal of Financial Markets 10 (4), 319-341, 2007 | 100 | 2007 |
| Controlling shareholders' value, long-run firm value and short-term performance HC Kang, RM Anderson, KS Eom, SK Kang Journal of Corporate Finance 43, 340-353, 2017 | 56 | 2017 |
| Autocorrelation and partial price adjustment RM Anderson, KS Eom, SB Hahn, JH Park Journal of Empirical Finance 24, 78-93, 2013 | 43 | 2013 |
| Sources of stock return autocorrelation RM Anderson, KS Eom, SB Hahn, JH Park Working paper, 2012 | 24 | 2012 |
| Stock return autocorrelation is not spurious RM Anderson, KS Eom, SB Hahn, JH Park | 24 | 2005 |
| The effect of listing switches from a growth market to a main board: An alternative perspective JH Park, KB Binh, KS Eom Emerging Markets Review 29, 246-273, 2016 | 14 | 2016 |
| Price efficiency of exchange-traded funds in Korea CS Hur, HC Kang, KS Eom 금융연구는 한국금융학회의 공식학회지이며 한국금융연구원과 공동으로 연 4 회 …, 2012 | 13 | 2012 |
| Traders' strategic behavior in an index options market K Shik Eom, S Buhm Hahn Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2005 | 12 | 2005 |
| Partial price adjustment and autocorrelation in foreign exchange markets KS Eom, SB Hahn, S Joo Preprint, University of California at Berkeley, 2004 | 10 | 2004 |
| PIN, Adjusted PIN, and PSOS: Difference of Opinion in the Korean Stock Market KS Eom, J Kang, KY Kwon Asia‐Pacific Journal of Financial Studies 46 (3), 463-490, 2017 | 9 | 2017 |
| Market microstructure in the Korean financial markets: A survey 엄경식 재무연구 24 (2), 525-620, 2011 | 9 | 2011 |
| The characteristics of the illiquidity premium, measured via spread JJ Park, KS Eom Korean Journal of Finance 21 (2), 77-114, 2008 | 8 | 2008 |
| Market efficiency in KOSDAQ: A volatility comparison between main boards and new markets using a permanent and transitory component model JH Park, SK Nam, KS Eom Asia-Pacific Journal of Financial Studies 36 (4), 566, 2007 | 8 | 2007 |
| Relative efficiency of price discovery on an established new market and the main board: Evidence from Korea KS Eom, J Seon, KH Chang Asia‐Pacific Journal of Financial Studies 39 (4), 459-494, 2010 | 6 | 2010 |
| The usefulness of PIN as a measurement for private-information risk in Korean stock markets JH Park, KS Eom Asia-Pacific Journal of Financial Studies 37 (3), 501-536, 2008 | 6 | 2008 |
| The role of dynamic and static volatility interruption: evidence from the Korean stock markets KY Kwon, KS Eom, SC La, JH Park Manuscript. Retrieved from https://cdar. berkeley. edu/sites/default/files …, 2018 | 5 | 2018 |
| Cross-border price discovery and a new motivation for cross-listing KB Binh, BU Chong, KS Eom International Research Journal of Finance and Economics 42, 89-95, 2010 | 5 | 2010 |
| The effect of expanding publicly available quote disclosure on Korean Stock Markets JH Park, KS Eom Korea Journal of Finance 18 (1), 157-198, 2005 | 5 | 2005 |
| Effectiveness of the conditional random‐end trading mechanism on the Korea Exchange: Normal trade and Option Shock KS Eom, KY Kwon, JH Park Journal of Futures Markets 41 (10), 1545-1568, 2021 | 4 | 2021 |
