Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors von Kang, Byoung Uk, In, Francis, Kim, Tong Suk

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V-Shaped Disposition Effect, Stock Prices, and Post-Earnings-Announcement Drift: Evidence from Korea von Kim, Minki, Kim, Toyoung, Kim, Tong Suk

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Is stock return predictability of option‐implied skewness affected by the market state? von Kim, Tong Suk, Park, Heewoo

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Asymmetric information in the equity market and information flow from the equity market to the CDS market von Park, Heewoo, Kim, Tong Suk, Park, Yuen Jung

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Momentum and downside risk von Min, Byoung-Kyu, Kim, Tong Suk

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Option-implied risk preferences: An extension to wider classes of utility functions von Kang, Byung Jin, Kim, Tong Suk

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Dispersion of beliefs, ambiguity, and the cross-section of stock returns von Lee, Deok-Hyeon, Min, Byoung-Kyu, Kim, Tong Suk

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Macroeconomic Conditions and Credit Default Swap Spread Changes von Kim, Tong Suk, Park, Jae Won, Park, Yuen Jung

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Cross-Sectional Expected Returns and Predictability in the Korean Stock Market von Kim, Toyoung, Kim, Tong Suk, Park, Yuen Jung

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Systemic risk and cross-sectional hedge fund returns von Hwang, Inchang, Xu, Simon, In, Francis, Kim, Tong Suk

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Competition of socially responsible and conventional mutual funds and its impact on fund performance von In, Francis, Kim, Martin, Park, Raphael Jonghyeon, Kim, Sangbae, Kim, Tong Suk

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Do hedge funds time market tail risk? Evidence from option‐implied tail risk von Shin, Jung‐Soon, Kim, Minki, Oh, Dongjun, Kim, Tong Suk

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The Linkage Between the Options and Credit Default Swap Markets During the Subprime Mortgage Crisis von Kim, Tong Suk, Park, Yuen Jung, Noh, Jaesun

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Future labor income growth and the cross-section of equity returns von Kim, Dongcheol, Kim, Tong Suk, Min, Byoung-Kyu

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Dispersion in Analysts’ Earnings Forecasts and Market Efficiency von Kim, Tong Suk, Kim, Ki‐Deok, Min, Byoung‐Kyu

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Option-Implied Preference with Model Uncertainty von Kang, Byung Jin, Kim, Tong Suk, Lee, Hyo Seob

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Macroeconomic risk and the cross-section of stock returns von Kang, Jangkoo, Kim, Tong Suk, Lee, Changjun, Min, Byoung-Kyu

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Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies von Nam, Chae Woo, Kim, Tong Suk, Park, Nam Jung, Lee, Hoe Kyung

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A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity Market von Kang, Byoung Uk, In, Francis, Kim, Gunky, Kim, Tong Suk

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Are good-news firms riskier than bad-news firms? von Min, Byoung-Kyu, Kim, Tong Suk

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