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Journal Articles

Retail investors and overpricing of left-tail risk: evidence from the Korean stock market

Open Access
Jungmu Kim, Yuen Jung Park, Thuy Thi Thu Truong
Journal: Journal of Derivatives and Quantitative Studies: 선물연구
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2023) 31 (4): 309–327.
https://doi.org/10.1108/JDQS-04-2023-0008
Published: 12 September 2023
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Journal Articles

Contagion between liquid and illiquid assets during the financial crisis: evidence from the US credit derivative market

Open Access
Jungmu Kim, Yuen Jung Park
Journal: Journal of Derivatives and Quantitative Studies: 선물연구
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2020) 28 (3): 107–122.
https://doi.org/10.1108/JDQS-08-2020-0019
Published: 13 October 2020
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Journal Articles

The Cross-Section of Expected Returns on Defaultable Assets

Open Access
Jungmu Kim, Yuen Jung Park
Journal: Journal of Derivatives and Quantitative Studies: 선물연구
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2017) 25 (4): 479–508.
https://doi.org/10.1108/JDQS-04-2017-B0001
Published: 30 November 2017
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Journal Articles

The Determinants of Corporate CDS Spreads: Do Equity Liquidity and Jump Matter?

Open Access
Yuen Jung Park, Jungmu Kim
Journal: Journal of Derivatives and Quantitative Studies: 선물연구
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (3): 565–595.
https://doi.org/10.1108/JDQS-03-2014-B0007
Published: 31 August 2014
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Journal Articles

Does CDS Slope Predict Future Stock Returns? Evidence from the Korean Market

Open Access
Jungmu Kim, Yuen Jung Park
Journal: Journal of Derivatives and Quantitative Studies: 선물연구
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2013) 21 (2): 203–222.
https://doi.org/10.1108/JDQS-02-2013-B0003
Published: 31 May 2013
View article titled, Does CDS Slope Predict Future Stock Returns? Evidence from the Korean Market
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