Select Publications
Journal articles
2017, 'Should Indirect Brokerage Fees Be Capped? Lessons from Mutual Fund Marketing and Distribution Expenses', Journal of Financial and Quantitative Analysis, 52, pp. 781 - 809, http://dx.doi.org/10.1017/S0022109017000060
,2010, 'Implicit Trading Costs, Divergence of Opinion, and Short -Selling Constraints in the Limit Book Order Market', Journal of Trading, 5, pp. 92 - 101, http://dx.doi.org/10.3905/JOT.2010.5.2.092
,2009, 'Foreign versus Local Investors: Who Knows More? Who Makes More?, ,', Journal of Banking and Finance, 32, pp. 2376 - 2389
,2008, 'Investors` trading behavior and performance: Online versus non-online equity trading in Korea', Pacific Basin Finance Journal, 16, pp. 26 - 43
,2007, 'RELATIONS BETWEEN MUTUAL FUND FLOWS AND STOCK MARKET RETURNS IN KOREA', Journal of International Financial Markets Institutions and Money, 17, pp. 140 - 151
,Working Papers
2015, Should Indirect Brokerage Fees Be Capped? Lessons from Mutual Fund Marketing and Distribution Expenses, FIRN Research Paper No 2633816, http://dx.doi.org10.2139/ssrn.2633816, https://ssrn.com/abstract=2633816
,Preprints
Implicit Trading Costs, Divergence of opinion and Short-selling Constraints in Limit Order Book Market, http://dx.doi.org/10.2139/ssrn.1469484
,Implicit Trading Costs, Divergence of Opinion and Short-Selling Constraints in Limit Order Book Market, http://dx.doi.org/10.2139/ssrn.1469516
,The Informational Advantage of Local Investors: Evidence from Fund Managers’ Trades Around Credit Events, http://dx.doi.org/10.2139/ssrn.2131956
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