Concepedia

Donghyun Kim

DK

Statistics

Publications

5

Citations

93

H-Index

5

Active since

2019

Affiliations

Chung-Ang University(Current)

University of Central Florida

Pusan National University

Indiana University Kokomo

Donghyun Kim is an author at Chung-Ang University specializing in finance, business, and multivariate stochastic volatility.

Top concepts

FinanceBusinessAsset PricingOption PricingMultivariate Stochastic VolatilityAccountingStock PricesGlobal FinanceBehavioral FinanceFinancial Economics

Publications per year

2019–2022

5

Publications

5

Pricing external barrier options under a stochastic volatility model

Donghyun Kim, Ji‐Hun Yoon, Chang-Rae Park · Journal of Computational and Applied Mathematics · 2021 · 24 citations

Option Pricing, Multivariate Stochastic Volatility, Asset Pricing +5

Geographic clustering of institutional investors

Donghyun Kim, Qinghai Wang, Xiaoqiong Wang · Journal of Financial Economics · 2021 · 23 citations

Financial Network, Geographic Clustering, Finance +1

Pricing of vulnerable options under hybrid stochastic and local volatility

Donghyun Kim, Sun‐Yong Choi, Ji‐Hun Yoon · Chaos Solitons & Fractals · 2021 · 20 citations

Option Pricing, Multivariate Stochastic Volatility, Asset Pricing +6

Insider Trading, Informativeness, and Price Efficiency Around the World

Donghyun Kim, Lilian Ng, Qinghai Wang et al. · Asia-Pacific Journal of Financial Studies · 2019 · 16 citations

Market Microstructure, Stock Price Efficiency, Financial Economics +13

Risk management transparency and compensation

Chang‐Mo Kang, Donghyun Kim · Journal of Corporate Finance · 2022 · 10 citations

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