Suk Joon Byun

628 total citations
22 papers, 478 citations indexed

About

Suk Joon Byun is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Suk Joon Byun has authored 22 papers receiving a total of 478 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 11 papers in Economics and Econometrics and 2 papers in General Economics, Econometrics and Finance. Recurrent topics in Suk Joon Byun's work include Stochastic processes and financial applications (14 papers), Financial Markets and Investment Strategies (13 papers) and Financial Risk and Volatility Modeling (11 papers). Suk Joon Byun is often cited by papers focused on Stochastic processes and financial applications (14 papers), Financial Markets and Investment Strategies (13 papers) and Financial Risk and Volatility Modeling (11 papers). Suk Joon Byun collaborates with scholars based in South Korea, United States and Canada. Suk Joon Byun's co-authors include In Joon Kim, Wi Saeng Kim, Jun Sik Kim, Sonya S. Lim, Bart Frijns, Sol Kim, Yahua Xu and Sung Won Seo and has published in prestigious journals such as Journal of Banking & Finance, Energy Economics and Journal of Financial and Quantitative Analysis.

In The Last Decade

Suk Joon Byun

17 papers receiving 459 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Suk Joon Byun South Korea 7 328 169 105 98 88 22 478
Juri Hinz Australia 11 259 0.8× 189 1.1× 86 0.8× 114 1.2× 7 0.1× 35 412
Atilla Çifter Türkiye 13 278 0.8× 195 1.2× 59 0.6× 40 0.4× 94 1.1× 36 420
Lan Bai China 12 598 1.8× 166 1.0× 18 0.2× 163 1.7× 33 0.4× 14 647
Peng‐Fei Dai China 12 382 1.2× 108 0.6× 14 0.1× 67 0.7× 46 0.5× 23 467
Heni Boubaker France 11 675 2.1× 251 1.5× 61 0.6× 149 1.5× 27 0.3× 38 758
Dimitris Psychoyios Greece 8 437 1.3× 307 1.8× 23 0.2× 120 1.2× 18 0.2× 24 614
Niyati Bhanja India 12 538 1.6× 159 0.9× 28 0.3× 93 0.9× 38 0.4× 32 581
Aidan Meyler Germany 10 280 0.9× 101 0.6× 55 0.5× 56 0.6× 13 0.1× 18 478
Mengxi He China 10 521 1.6× 171 1.0× 30 0.3× 135 1.4× 28 0.3× 41 578

Countries citing papers authored by Suk Joon Byun

Since Specialization
Citations

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

Fields of papers citing papers by Suk Joon Byun

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Suk Joon Byun. 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 Suk Joon Byun. The network helps show where Suk Joon Byun may publish in the future.

Co-authorship network of co-authors of Suk Joon Byun

This figure shows the co-authorship network connecting the top 25 collaborators of Suk Joon Byun. A scholar is included among the top collaborators of Suk Joon Byun 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 Suk Joon Byun. Suk Joon Byun 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.
2.
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
3.
Byun, Suk Joon, et al.. (2020). Estimation of stochastic volatility and option prices. Journal of Futures Markets. 41(3). 349–360. 1 indexed citations
4.
Byun, Suk Joon, et al.. (2019). Downside uncertainty shocks in the oil and gold markets. International Review of Economics & Finance. 66. 291–307. 6 indexed citations
5.
Byun, Suk Joon, et al.. (2017). A comprehensive look at the return predictability of variance risk premia. Journal of Futures Markets. 38(4). 425–445. 17 indexed citations
6.
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.
7.
Byun, Suk Joon, et al.. (2016). Continuing Overreaction and Stock Return Predictability. Journal of Financial and Quantitative Analysis. 51(6). 2015–2046. 33 indexed citations
8.
Byun, Suk Joon, et al.. (2015). Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps. International Review of Financial Analysis. 40. 88–102. 4 indexed citations
9.
Byun, Suk Joon, et al.. (2015). The role of the variance premium in Jump-GARCH option pricing models. Journal of Banking & Finance. 59. 38–56. 19 indexed citations
10.
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
11.
Byun, Suk Joon, et al.. (2013). Forecasting carbon futures volatility using GARCH models with energy volatilities. Energy Economics. 40. 207–221. 248 indexed citations
12.
Byun, Suk Joon, et al.. (2012). Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility*. Asia-Pacific Journal of Financial Studies. 41(1). 103–124. 6 indexed citations
13.
Byun, Suk Joon, et al.. (2011). Conditional Volatility and the GARCH Option Pricing Model with Non‐Normal Innovations. Journal of Futures Markets. 33(1). 1–28. 12 indexed citations
14.
Byun, Suk Joon, et al.. (2011). Implied risk aversion and volatility risk premiums. Applied Financial Economics. 22(1). 59–70. 1 indexed citations
15.
Kim, In Joon, et al.. (2010). Foreign investors and corporate governance in Korea. Pacific-Basin Finance Journal. 18(4). 390–402. 77 indexed citations
16.
Byun, Suk Joon, et al.. (2005). A Parallel Monte Carlo Simulation on Cluster Systems for Financial Derivatives Pricing. 2. 1040–1044. 5 indexed citations
17.
Kim, In Joon, Suk Joon Byun, & Sonya S. Lim. (2004). VALUING AND HEDGING AMERICAN OPTIONS UNDER TIME-VARYING VOLATILITY. 1(2). 195–204.
18.
Kim, In Joon, et al.. (2003). Valuation of Arithmetic Average Reset Options. The Journal of Derivatives. 11(1). 70–80. 3 indexed citations
19.
20.
Byun, Suk Joon & In Joon Kim. (2000). RELATIONSHIPS BETWEEN AMERICAN PUTS AND CALLS ON FUTURES CONTRACTS. Journal of the Korea Society for Industrial and Applied Mathematics. 4(2). 11–20. 1 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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