| Time-varying expected momentum profits D Kim, TY Roh, BK Min, SJ Byun Journal of Banking & Finance 49, 191-215, 2014 | 37 | 2014 |
| National culture and corporate risk-taking around the world B Frijns, F Hubers, D Kim, TY Roh, Y Xu Global Finance Journal 52, 100710, 2022 | 32 | 2022 |
| A comprehensive look at the return predictability of variance risk premia SJ Byun, B Frijns, TY Roh Journal of Futures Markets 38 (4), 425-445, 2018 | 15 | 2018 |
| Who buys Bitcoin? The cultural determinants of Bitcoin activity S Foley, B Frijns, A Garel, TY Roh International Review of Financial Analysis 84, 102385, 2022 | 10 | 2022 |
| Consumption growth predictability and asset prices TY Roh, C Lee, BK Min Journal of Empirical Finance 51, 95-118, 2019 | 10 | 2019 |
| Volatility‐of‐volatility risk in the crude oil market TY Roh, A Tourani‐Rad, Y Xu, Y Zhao Journal of Futures Markets 41 (2), 245-265, 2021 | 8 | 2021 |
| Bad volatility is not always bad: evidence from the commodity markets I Indriawan, D Lien, TY Roh, Y Xu Applied Economics 52 (40), 4384-4402, 2020 | 6 | 2020 |
| Downside uncertainty shocks in the oil and gold markets TY Roh, SJ Byun, Y Xu International Review of Economics & Finance 66, 291-307, 2020 | 6 | 2020 |
| What drives the dispersion anomaly? BK Min, B Qiu, TY Roh Journal of Banking & Finance 138, 106405, 2022 | 5 | 2022 |
| The q‐factors and macroeconomic conditions: asymmetric effects of the business cycles on long and short sides BK Min, J Kang, C Lee, TY Roh International Review of Finance 20 (4), 897-921, 2020 | 5 | 2020 |
| A Study on Multi-Class Fund Flows and Consumer Protection TY Roh, SJ Yoon, SW Seo Journal of Derivatives and Quantitative Studies 25 (1), 41-74, 2017 | 2 | 2017 |
| When Gold Meets Copper: A Comprehensive Look at the Informative Role of the Relative Value of Gold on Global Stock Markets D Kim, TY Roh, SJ Yoon 한국재무학회 학술대회, 143-207, 2023 | | 2023 |
| Who buys Bitcoin? The Cultural Determinants of Bitcoin Usage S Foley, B Frijns, A Garel, TY Roh The Cultural Determinants of Bitcoin Usage (January 9, 2021), 2021 | | 2021 |
| An examination of ex ante risk and return in the cross-section using option-implied information D Kim, RR Chen, TY Roh, D Panda The European Journal of Finance 26 (16), 1623-1645, 2020 | | 2020 |
| An investment-based explanation for the dispersion anomaly BK Min, TY Roh Economics letters 186, 108832, 2020 | | 2020 |
| Volatility-of-volatility Risk in the Crude Oil Market Y Xu, TY Roh, Y Zhao | | 2019 |
| Downside Uncertainty Shocks in the Oil and Gold Markets Y Xu, RV Cho, TY Roh | | 2019 |
| Bad Volatility is not always Bad: Evidence from Commodity Markets Y Xu, T Roh | | 2018 |
| Over-Implied Models from CO2 Emission Allowance Futures Option Market DH Kim, TY Roh, SJ Byun, JS Hyun Journal of Derivatives and Quantitative Studies 24 (1), 97-118, 2016 | | 2016 |
| Essays on time-varying risk premium in stocks and options market T Roh 한국과학기술원, 2015 | | 2015 |
