Sol Kim

502 total citations
34 papers, 308 citations indexed

About

Sol Kim is a scholar working on Finance, Economics and Econometrics and Information Systems. According to data from OpenAlex, Sol Kim has authored 34 papers receiving a total of 308 indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in Finance, 8 papers in Economics and Econometrics and 4 papers in Information Systems. Recurrent topics in Sol Kim's work include Financial Markets and Investment Strategies (21 papers), Stochastic processes and financial applications (20 papers) and Financial Risk and Volatility Modeling (11 papers). Sol Kim is often cited by papers focused on Financial Markets and Investment Strategies (21 papers), Stochastic processes and financial applications (20 papers) and Financial Risk and Volatility Modeling (11 papers). Sol Kim collaborates with scholars based in South Korea, Canada and Japan. Sol Kim's co-authors include In Joon Kim, Hyoung‐Goo Kang, Suk Joon Byun, Jun Sik Kim, Changjun Lee, Jun Kim, Ingoo Han, Kaja Abbas, Ausraful Islam and Sushant Sahastrabuddhe and has published in prestigious journals such as SHILAP Revista de lepidopterología, Strategic Management Journal and Expert Review of Vaccines.

In The Last Decade

Sol Kim

27 papers receiving 296 citations

Peers

Sol Kim
Rainer Baule Germany
Mona A. ElBannan Egypt
Yuk Ying Chang New Zealand
A.A. Azeez Sri Lanka
Lee M. Dunham United States
Keith Lam Macao
M. Humayun Kabir New Zealand
Sahil Raina Canada
Gerard T. Olson United States
Giuseppe Galloppo Italy
Rainer Baule Germany
Sol Kim
Citations per year, relative to Sol Kim Sol Kim (= 1×) peers Rainer Baule

Countries citing papers authored by Sol Kim

Since Specialization
Citations

This map shows the geographic impact of Sol 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 Sol Kim with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Sol Kim more than expected).

Fields of papers citing papers by Sol Kim

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Sol 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 Sol Kim. The network helps show where Sol Kim may publish in the future.

Co-authorship network of co-authors of Sol Kim

This figure shows the co-authorship network connecting the top 25 collaborators of Sol Kim. A scholar is included among the top collaborators of Sol 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 Sol Kim. Sol Kim is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Kim, Sol. (2025). The Best Option Pricing Model for Mini KOSPI 200 Options. 38(1). 121–151.
2.
Kim, Sol, Laura Skrip, Sushant Sahastrabuddhe, et al.. (2025). Progress and challenges in Nipah vaccine development and licensure for epidemic preparedness and response. Expert Review of Vaccines. 24(1). 183–193. 4 indexed citations
3.
Kim, Sol, et al.. (2023). Exploring the Personal Experiences by Members in Street Dance Club. The Korean Journal of Growth and Development. 31(4). 273–283.
4.
Kim, Sol, et al.. (2022). Does Bitcoin Contribute to Portfolio Performance?. Korean Journal of Financial Studies. 51(6). 665–692.
5.
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
6.
Kim, Sol & Jun Kim. (2021). Exploring the Changes and Prospects of the Street Dance Environment caused by COVID-19. Korean Journal of Sports Science. 30(2). 257–272. 1 indexed citations
7.
Kim, Sol. (2021). Portfolio of Volatility Smiles versus Volatility Surface: Implications for pricing and hedging options. Journal of Futures Markets. 41(7). 1154–1176. 1 indexed citations
8.
Kim, Sol, et al.. (2020). Risk management and corporate social responsibility. Strategic Management Journal. 42(1). 202–230. 119 indexed citations
9.
Kim, Sol, et al.. (2017). Lead–Lag Relationship Between Returns and Implied Moments: Evidence from KOSPI 200 Intraday Options Data. Review of Pacific Basin Financial Markets and Policies. 20(3). 1750017–1750017. 1 indexed citations
10.
Kim, Sol, et al.. (2017). Skewness Versus Kurtosis: Implications for Pricing and Hedging Options. Asia-Pacific Journal of Financial Studies. 46(6). 903–933. 3 indexed citations
11.
Byun, Suk Joon, et al.. (2017). Ad Hoc Black and Scholes Procedures with the Time-to-Maturity. Review of Pacific Basin Financial Markets and Policies. 21(1). 1850006–1850006.
12.
Kim, Sol. (2017). Pricing and hedging options with rollover parameters. The Journal of Risk. 2 indexed citations
13.
Kim, Sol, et al.. (2016). Investor Sentiment and Credit Default Swap Spreads During the Global Financial Crisis. Journal of Futures Markets. 37(7). 660–688. 11 indexed citations
14.
15.
Kim, Sol, et al.. (2012). Can the Indicative Price System Mitigate Expiration‐Day Effects?. Journal of Futures Markets. 33(10). 891–910. 5 indexed citations
16.
Kim, Sol. (2009). Option Pricing with Extreme Events: Using Câmara and Heston(2008)‘s Model*. 38(2). 187–209. 5 indexed citations
17.
Kim, Sol. (2009). The performance of traders' rules in options market. Journal of Futures Markets. 29(11). 999–1020. 20 indexed citations
18.
Kim, Sol. (2007). Information Contents of Call-Put Options Trading Value Ratio. 15(2). 31–53. 3 indexed citations
19.
Kim, In Joon & Sol Kim. (2005). Is it important to consider the jump component for pricing and hedging short-term options?. Journal of Futures Markets. 25(10). 989–1009. 24 indexed citations
20.
Kim, In Joon & Sol Kim. (2003). On the usefulness of implied risk-neutral distributions – evidence from the Korean KOSPI 200 Index options market. The Journal of Risk. 6(1). 93–110. 13 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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