| Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility D Jeong, H Kim, JY Park Journal of Financial Economics 115 (2), 361-382, 2015 | 94 | 2015 |
| Do individuals have preferences used in macro-finance models? An experimental investigation AL Brown, H Kim Management Science 60 (4), 939-958, 2014 | 72 | 2014 |
| Bank capital and bank stock performance CHS Bouwman, H Kim, SOS Shin Mays Business School Research Paper, 2018 | 34 | 2018 |
| Using the credit spread as an option-risk factor: Size and value effects in CAPM YS Hwang, HG Min, JA McDonald, H Kim, BH Kim Journal of Banking & Finance 34 (12), 2995-3009, 2010 | 31 | 2010 |
| Macroeconomic uncertainty and asset prices: A stochastic volatility model H Kim, HI Lee, JY Park, H Yeo AFA 2010 Atlanta Meetings Paper, 2009 | 27* | 2009 |
| Momentum effect as part of a market equilibrium SM Choi, H Kim Journal of Financial and Quantitative Analysis 49 (1), 107-130, 2014 | 21 | 2014 |
| Evaluating factor pricing models using high frequency panels Y Chang, H Kim, JY Park Quantitative Economics, Econometric Society, 2009 | 20* | 2009 |
| Sources of momentum in bonds H Kim, A Mahajan, A Petkevich Mays Business School Research Paper, 2012 | 16* | 2012 |
| Velocity of money and inflation dynamics H Kim, C Subramanian Applied Economics Letters 16 (18), 1777-1781, 2009 | 14 | 2009 |
| Do Macroeconomic Variables Forecast Bond Returns? H Kim Available at SSRN 872966, 2005 | 13 | 2005 |
| Term structure dynamics with macro-factors using high frequency data H Kim, H Park Journal of Empirical Finance 22, 78-93, 2013 | 12 | 2013 |
| Ambiguous information about interest rates and bond uncertainty premiums H Kim Available at SSRN 2567568, 2013 | 12 | 2013 |
| Trade, structural transformation and growth SM Choi, H Kim, X Ma The World Economy 44 (6), 1770-1794, 2021 | 10 | 2021 |
| A new approach to the forward premium anomaly: testing for no arbitrage in continuous time S Jacewitz, H Kim, JY Park Working Paper, 2010 | 10* | 2010 |
| Transactions cost and interest rate rules H Kim, C Subramanian Journal of Money, Credit and Banking, 1077-1091, 2006 | 9 | 2006 |
| Trade policies and growth in emerging economies: policy experiments SM Choi, H Kim, X Ma Review of World Economics 157, 603-629, 2021 | 7 | 2021 |
| Value or Growth? Pricing of Idiosyncratic Cash-Flow Risk with Heterogeneous Beliefs MF Gallmeyer, H Jhang, H Kim Pricing of Idiosyncratic Cash-Flow Risk with Heterogeneous Beliefs (July 1 …, 2015 | 6 | 2015 |
| Dividend policy, investment, and stock returns SM Choi, SA Johnson, H Kim, C Nam Finance Down Under 2014 Building on the Best from the Cellars of Finance, 2012 | 6 | 2012 |
| A Monetary Explanation of the Term Structure of Interest Rates and Bond Risk Premia H Kim, AJ Moon AFA 2010 Atlanta Meetings Paper, 2009 | 4 | 2009 |
| 국가별 대미 금리차의 요인분해 유복근， 김화균 경제분석 15 (2), 97-135, 2009 | 3 | 2009 |
Joon Y. ParkProfessor of Economics and Wisnewsky Professor of Human Studies, Indiana UniversityVerificeret mail på indiana.edu
