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Bong Soo Lee

13 works· latest 2016· 1 institutionscluster: provisional

h-index11

i1011

Citations575

Works here13

Most cited in this library

Sovereign wealth fund investment and the return-to-risk performance of target firms2011 · 102 citations
Diversification and risk-adjusted performance: A quantile regression approach2012 · 100 citations
Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis2009 · 90 citations
Dynamic Relations between Stock Returns and Exchange Rate Changes2011 · 81 citations
The dynamics of individual and institutional trading on the Shanghai Stock Exchange2009 · 55 citations

Works

13 shown

Dividend initiations, increases and idiosyncratic volatility

Journal of Corporate Finance·2016·2 authors·Open access

49citations

Stock Returns and Implied Volatility: A New VAR Approach

Economics·2013·2 authors·Open access

30citations

Do Decomposed Financial Ratios Predict Stock Returns and Fundamentals Better?

Financial Review·2012·2 authors·Open access

17citations

Diversification and risk-adjusted performance: A quantile regression approach

Journal of Banking & Finance·2012·2 authors

100citations

The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market

Japan and the World Economy·2011·2 authors

23citations

Sovereign wealth fund investment and the return-to-risk performance of target firms

Journal of Financial Intermediation·2011·3 authors·Open access

102citations

Dynamic Relations between Stock Returns and Exchange Rate Changes

European Financial Management·2011·2 authors

81citations

전자무역 기반사업의 구현에 관한 연구

·2010·1 author

0citations

Stock returns and inflation revisited: An evaluation of the inflation illusion hypothesis

Journal of Banking & Finance·2009·1 author

90citations

A dynamic analysis of executive stock options: Determinants and consequences

Journal of Corporate Finance·2009·2 authors

13citations

The dynamics of individual and institutional trading on the Shanghai Stock Exchange

Pacific-Basin Finance Journal·2009·3 authors·Open access

55citations

Capital Investment and Earnings: International Evidence

Corporate Governance An International Review·2009·3 authors

15citations

e-무역상사의 발전과제에 관한 연구

·2003·1 author

0citations