Concepedia

Jun Sik Kim

JS

15

Publications

571

Citations

13

H-Index

2002

Active since

Affiliations

Sungkyunkwan University(Current)

Incheon National University

Korea Advanced Institute of Science and Technology

Hansung University

Ajou University

Jun Sik Kim is an author at Sungkyunkwan University specializing in asset pricing, finance, and business.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsManagementEngineeringVolatility ModelingEconomicsAccountingStatistics

Publications per year

2002–2020

15

Publications

15

Investor sentiment and return predictability of disagreement

Jun Sik Kim, Doojin Ryu, Sung Won Seo · Journal of Banking & Finance · 2014 · 120 citations

Financial Economics, Asset Pricing, Behavioral Decision Making +6

The information content of option-implied information for volatility forecasting with investor sentiment

Sung Won Seo, Jun Sik Kim · Journal of Banking & Finance · 2014 · 85 citations

Option Pricing, Volatility Modeling, Financial Economics +13

A Camera Calibration Method using Concentric Circles for Vision Applications

In-So Kweon, Jun Sik Kim · 2002 · 66 citations

Engineering, Image Analysis, Calibration +17

Are the KOSPI 200 implied volatilities useful in value-at-risk models?

Jun Sik Kim, Doojin Ryu · Emerging Markets Review · 2014 · 45 citations

Kospi 200, Risk Management

Corporate Vulnerability Index as a Fear Gauge?<i>Exploring the Contagion Effect between U.S. and Korean Markets</i>

Jun Sik Kim, Doojin Ryu, Sung Won Seo · The Journal of Derivatives · 2015 · 44 citations

Rows per page

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