| Dynamic nonmyopic portfolio behavior TS Kim, E Omberg The Review of Financial Studies 9 (1), 141-161, 1996 | 964 | 1996 |
| Bankruptcy prediction using a discrete‐time duration model incorporating temporal and macroeconomic dependencies CW Nam, TS Kim, NJ Park, HK Lee Journal of Forecasting 27 (6), 493-506, 2008 | 190 | 2008 |
| Macroeconomic risk and the cross-section of stock returns J Kang, TS Kim, C Lee, BK Min Journal of Banking & Finance 35 (12), 3158-3173, 2011 | 68 | 2011 |
| Macroeconomic risk and the cross-section of stock returns J Kang, TS Kim, C Lee, BK Min Journal of Banking & Finance 35 (12), 3158-3173, 2011 | 68 | 2011 |
| Option-implied risk preferences: an extension to wider classes of utility functions BJ Kang, TS Kim Journal of Financial Markets 9 (2), 180-198, 2006 | 62 | 2006 |
| Contagion effects of the US subprime crisis on international stock markets I Hwang, FH In, TS Kim Finance and Corporate Governance Conference, 2010 | 56 | 2010 |
| Competition of socially responsible and conventional mutual funds and its impact on fund performance F In, M Kim, RJ Park, S Kim, TS Kim Journal of Banking & Finance 44, 160-176, 2014 | 51 | 2014 |
| Momentum and downside risk BK Min, TS Kim Journal of Banking & Finance 72, S104-S118, 2016 | 42 | 2016 |
| A longer look at the asymmetric dependence between hedge funds and the equity market BU Kang, F In, G Kim, TS Kim Journal of Financial and Quantitative Analysis 45 (3), 763-789, 2010 | 41 | 2010 |
| Information content of volatility spreads BJ Kang, TS Kim, SJ Yoon Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010 | 40 | 2010 |
| Future labor income growth and the cross-section of equity returns D Kim, TS Kim, BK Min Journal of Banking & Finance 35 (1), 67-81, 2011 | 36 | 2011 |
| The effect of changes in index constitution: Evidence from the Korean stock market J Yun, TS Kim International Review of Financial Analysis 19 (4), 258-269, 2010 | 35 | 2010 |
| Macroeconomic conditions and credit default swap spread changes TS Kim, JW Park, YJ Park Journal of Futures Markets 37 (8), 766-802, 2017 | 28 | 2017 |
| Oops! SQ Links | 23* | |
| Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors BU Kang, F In, TS Kim Journal of Empirical Finance 42, 15-39, 2017 | 21 | 2017 |
| Systemic risk and cross-sectional hedge fund returns I Hwang, S Xu, F In, TS Kim Journal of Empirical finance 42, 109-130, 2017 | 20 | 2017 |
| Credit default swap valuation with counterparty default risk and market risk MA Kim, TS Kim Journal of Risk 6, 49-80, 2004 | 19 | 2004 |
| Dispersion of beliefs, ambiguity, and the cross-section of stock returns DH Lee, BK Min, TS Kim Journal of Empirical Finance 50, 43-56, 2019 | 18 | 2019 |
| The linkage between the options and credit default swap markets during the subprime mortgage crisis TS Kim, YJ Park, J Noh Journal of Futures Markets 33 (6), 518-554, 2013 | 15 | 2013 |
| Contingent claims valuation of optional calling plan contracts in telephone industry HW Choi, IJ Kim, TS Kim International Review of Financial Analysis 11 (4), 433-448, 2002 | 14 | 2002 |
