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Downside uncertainty shocks in the oil and gold markets
Roh, Tai-Yong
;
Byun, Suk Joon
;
Xu, Yahua
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 291-307
Persistent link: https://www.econbiz.de/10012391717
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2
Investor sentiment and the MAX effect : evidence from Korea
Byun, Suk Joon
;
Jeon, Byounghyun
;
Kim, Donghoon
- In:
Applied economics
55
(
2023
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10013494426
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3
The role of the variance premium in Jump-GARCH option pricing models
Byun, Suk Joon
;
Jeon, Byoung Hyun
;
Min, Byungsun
;
Yoon, …
- In:
Journal of banking & finance
59
(
2015
),
pp. 38-56
Persistent link: https://www.econbiz.de/10011544288
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4
Volatility risk premium in the interest rate market : evidence from delta-hedged gains on USD interest rate swaps
Byun, Suk Joon
;
Chang, Ki Cheon
- In:
International review of financial analysis
40
(
2015
),
pp. 88-102
Persistent link: https://www.econbiz.de/10011475633
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5
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
6
Overreactions in the foreign currency options market
Han, Joong H.
;
Kang, Byung Jin
;
Chang, Ki Cheon
;
Byun, …
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
3
,
pp. 380-404
Persistent link: https://www.econbiz.de/10011550792
Saved in:
7
Gambling preference and individual equity option returns
Byun, Suk Joon
;
Kim, Da-Hea
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011590896
Saved in:
8
Ad hoc black and scholes procedures with the time-to-maturity
Byun, Suk Joon
;
Kim, Sol
;
Rhee, Dong Woo
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011809745
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9
Continuing overreaction and stock return predictability
Byun, Suk Joon
;
Lim, Sonya Seongyeon
;
Yun, Sang Hyun
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
6
,
pp. 2015-2046
Persistent link: https://www.econbiz.de/10011654753
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10
The role of psychological barriers in lottery-related anomalies
Byun, Suk Joon
;
Goh, Jihoon
;
Kim, Da-Hea
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012489142
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