Jun Sik Kim

630 total citations
29 papers, 499 citations indexed

About

Jun Sik Kim is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Jun Sik Kim has authored 29 papers receiving a total of 499 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 16 papers in Economics and Econometrics and 5 papers in Accounting. Recurrent topics in Jun Sik Kim's work include Financial Markets and Investment Strategies (15 papers), Market Dynamics and Volatility (12 papers) and Financial Risk and Volatility Modeling (7 papers). Jun Sik Kim is often cited by papers focused on Financial Markets and Investment Strategies (15 papers), Market Dynamics and Volatility (12 papers) and Financial Risk and Volatility Modeling (7 papers). Jun Sik Kim collaborates with scholars based in South Korea, United States and Canada. Jun Sik Kim's co-authors include Doojin Ryu, Sung Won Seo, In-So Kweon, Suk Joon Byun, Byung Yong Jeong, T. Ahn, Sol Kim, Daegu Son, Tae Hyun Choi and Hyun Mi Cho and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Banking & Finance and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Jun Sik Kim

27 papers receiving 474 citations

Peers

Jun Sik Kim

FINAN

EE

ACCOU

MSOR

GEEF

Guoshi Tong China

Atilla Çifter Türkiye

Joseph McCarthy United States

Takuji Kinkyo Japan

Mary Malliaris United States

Stephan Kossmeier Austria

Heni Boubaker France

Ryuichi Yamamoto Japan

Erik Kole Netherlands

Guoshi Tong China

Jun Sik Kim

188 ×0.5

FINAN

307 ×1.1

EE

49 ×0.6

ACCOU

85 ×1.1

MSOR

135 ×2.1

GEEF

Citations per year, relative to Jun Sik Kim Jun Sik Kim (= 1×) peers Guoshi Tong

Countries citing papers authored by Jun Sik Kim

Since Specialization

Citations

This map shows the geographic impact of Jun Sik Kim's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jun Sik Kim with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jun Sik Kim more than expected).

Fields of papers citing papers by Jun Sik Kim

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jun Sik Kim. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jun Sik Kim. The network helps show where Jun Sik Kim may publish in the future.

Co-authorship network of co-authors of Jun Sik Kim

This figure shows the co-authorship network connecting the top 25 collaborators of Jun Sik Kim. A scholar is included among the top collaborators of Jun Sik Kim based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jun Sik Kim. Jun Sik Kim is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Kim, Jun Sik. (2022). Investor Sentiment and Mean-variance Relationship in Cryptocurrency Market. 35(3). 35–66. 1 indexed citations

2.

Seo, Sung Won, et al.. (2021). Risk–return relationship and individualism. Applied Economics Letters. 29(8). 760–766. 1 indexed citations

3.

Kim, Jun Sik. (2021). The effect of uncertainty on the information content of term spread and its components. SHILAP Revista de lepidopterología. 29(1). 2–28.

4.

Kim, Jun Sik & Sol Kim. (2021). Thirty years of the Journal of Derivatives and Quantitative Studies: a bibliometric analysis. SHILAP Revista de lepidopterología. 29(4). 258–279. 5 indexed citations

5.

Seo, Sung Won, Suk Joon Byun, & Jun Sik Kim. (2020). Index options open interest and stock market returns. Journal of Futures Markets. 40(6). 989–1010. 1 indexed citations

6.

Kim, Jun Sik, et al.. (2020). Term Spreads and Global Asset Allocations in Korea. 34(1). 55–111. 1 indexed citations

7.

Seo, Sung Won, et al.. (2020). Uncertainty and the volatility forecasting power of option‐implied volatility. Journal of Futures Markets. 40(7). 1109–1126. 12 indexed citations

8.

Kim, Jun Sik, et al.. (2017). INDIVIDUAL MEAN-VARIANCE RELATION AND STOCK-LEVEL INVESTOR SENTIMENT. Journal of Business Economics and Management. 18(1). 20–34. 10 indexed citations

9.

Kim, Jun Sik, et al.. (2016). Investor Sentiment and Return Predictability of the Option to Stock Volume Ratio. Financial Management. 46(3). 767–796. 20 indexed citations

10.

Kim, Jun Sik & Sung Won Seo. (2015). The Effect of Short Sale Ban on the Relation between Disagreement and Stock Returns. 23(2). 155–182. 3 indexed citations

11.

Kim, Jun Sik & Doojin Ryu. (2015). Effect of the subprime mortgage crisis on a leading emerging market. Investment Analysts Journal. 44(1). 20–42. 28 indexed citations

12.

Seo, Sung Won & Jun Sik Kim. (2014). The information content of option-implied information for volatility forecasting with investor sentiment. Journal of Banking & Finance. 50. 106–120. 64 indexed citations

13.

Kim, Jun Sik & Doojin Ryu. (2014). Are the KOSPI 200 implied volatilities useful in value-at-risk models?. Emerging Markets Review. 22. 43–64. 39 indexed citations

14.

Kim, Jun Sik, Doojin Ryu, & Sung Won Seo. (2014). Investor sentiment and return predictability of disagreement. Journal of Banking & Finance. 42. 166–178. 95 indexed citations

15.

Kim, Jun Sik, et al.. (2014). Laeding and Following Variance Risk Premiums: Evidence from S&P500 and KOSPI200 Options. 22(1). 45–70.

16.

Byun, Suk Joon & Jun Sik Kim. (2013). The information content of risk-neutral skewness for volatility forecasting. Journal of Empirical Finance. 23. 142–161. 34 indexed citations

17.

Kim, Jun Sik & Doojin Ryu. (2013). Intraday price dynamics in spot and derivatives markets. Physica A Statistical Mechanics and its Applications. 394. 247–253. 15 indexed citations

18.

Kim, Jun Sik, Daegu Son, Tae Hyun Choi, et al.. (2009). Interferon Alpha-2a Reduces Early Erythema After Full-Thickness Skin Graft in the Pig. Dermatologic Surgery. 35(10). 1514–1524. 1 indexed citations

19.

Ahn, T., Jun Sik Kim, & Byung Yong Jeong. (2006). Ergonomic Job Hazard Assessment of Hotel Chef. Journal of the Ergonomics Society of Korea. 25(3). 105–111. 13 indexed citations

20.

Kweon, In-So & Jun Sik Kim. (2002). A Camera Calibration Method using Concentric Circles for Vision Applications. 300–310. 48 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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