| Variance risk in aggregate stock returns and time-varying return predictability S Pyun Journal of Financial Economics 132 (1), 150-174, 2019 | 58 | 2019 |
| Consumption growth persistence and the stock-bond correlation CS Jones, S Pyun Journal of Financial and Quantitative Analysis, 1-53, 2024 | 3* | 2024 |
| Return Extrapolation and Day/Night Effects CS Jones, S Pyun, T Wang Night Effects (August 4, 2022), 2022 | 2 | 2022 |
| Implied variance and market index reversal CS Jones, SJ Pyun, T Wang | 1 | 2016 |
| Stock-Bond Return Dynamics and the Expected Country Stock Returns S Pyun 한국재무학회 학술대회, 179-250, 2023 | | 2023 |
| Cross-Border Trade Competition and International Stock Return Comovement S Pyun, J Sulaeman | | 2022 |
| The Variance Risk Premium in Individual Stocks: Aggregating Factor Variance Risk S Pyun Available at SSRN 2827974, 2019 | | 2019 |
