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Sungjune Pyun
Sungjune Pyun
Yonsei University
Verified email at yonsei.ac.kr - Homepage
Title
Cited by
Cited by
Year
Variance risk in aggregate stock returns and time-varying return predictability
S Pyun
Journal of Financial Economics 132 (1), 150-174, 2019
582019
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
22022
Implied variance and market index reversal
CS Jones, SJ Pyun, T Wang
12016
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
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Articles 1–7