| Stock market volatility and macroeconomic fundamentals RF Engle, E Ghysels, B Sohn Review of Economics and Statistics 95 (3), 776-797, 2013 | 1269 | 2013 |
| On the economic sources of stock market volatility RF Engle, E Ghysels, B Sohn AFA 2008 New Orleans Meetings Paper, 2008 | 223 | 2008 |
| Which power variation predicts volatility well? E Ghysels, B Sohn Journal of Empirical Finance 16 (4), 686-700, 2009 | 28 | 2009 |
| Cross-section of equity returns: Stock market volatility and priced factors B Sohn The University of North Carolina at Chapel Hill, 2009 | 19 | 2009 |
| Foreign investment in emerging markets: International diversification or familiarity bias? Y Liu, JL Park, B Sohn Emerging Markets Finance and Trade 54 (10), 2169-2191, 2018 | 14 | 2018 |
| Early warning indicators of banking crisis and bank related stock returns B Sohn, H Park Finance Research Letters 18, 193-198, 2016 | 14 | 2016 |
| Stock market volatility and trading strategy based factors B Sohn unpublished paper, Georgetown University, 2010 | 10 | 2010 |
| Aggregate volatility risk and empirical factors: An international study W Lee, JL Park, B Sohn Emerging Markets Finance and Trade 57 (5), 1489-1513, 2021 | 5 | 2021 |
| Do empirical pricing factors proxy for innovations to state variables in the ICAPM? A direct time-series test B Sohn Financial Management Association 2016 Annual Meetings, 2016 | 2 | 2016 |
| Long-term perspective on the stock market matters in asset pricing H Park, B Sohn Finance Research Letters 16, 162-170, 2016 | 2 | 2016 |
| Bank Lending Cycle and Expected Stock Returns H Park, B Sohn Working Paper, 2019 | 1 | 2019 |
| The ICAPM and empirical pricing factors: A simulation study JH Kwon, B Sohn Finance Research Letters 60, 104836, 2024 | | 2024 |
| On the Time-Series and Cross-Sectional Consistency of the State Variables and Factors: With Discussion of Maio and Santa-Clara (2012) and Boons (2016) JH Kwon, B Sohn | | |
| Intertemporal Capital Asset Pricing Model without State Variables JH Kwon, B Sohn | | |
