Kyuseok Lee

College of Business, Korea Advanced Institute of Science and Technology (KAIST)

85 Hoegiro, Dongdaemoon-gu

Seoul 02455

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

5

DOWNLOADS

873

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

An Adaptive Successive Over-Relaxation Method for Computing the Black-Scholes Implied Volatility

Number of pages: 57 Posted: 15 Nov 2007
Minqiang Li and Kyuseok Lee
Bloomberg LP and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 721 (37,653)
Citation 4

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Successive over-relaxation, Black-Scholes formula, Implied volatility, Convergence acceleration, Rational approximation

2.

Stock Market Integration at Home

KAIST College of Business Working Paper Series No. 2014-012
Number of pages: 51 Posted: 25 Sep 2014
Cheol S. Eun, Kyuseok Lee and Qinghai Wang
Georgia Institute of Technology - Finance Area, College of Business, Korea Advanced Institute of Science and Technology (KAIST) and University of Central Florida - College of Business Administration
Downloads 82 (324,434)

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3.

Determinants of Short-Term Institutional Trading During Tranquil and Crisis Time

KAIST College of Business Working Paper Series No. 2014-013
Number of pages: 48 Posted: 25 Sep 2014
Soo-Hyun Kim and Kyuseok Lee
Soongsil University and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 40 (457,343)

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Short-term institutional trading; Crisis; International institutional investors; Momentum trading

4.

A Structural Model of Analyst Forecasts: Applications to Forecast Informativeness and Dispersion

Number of pages: 63 Posted: 12 Jun 2020
Georgia Institute of Technology - Scheller College of Business, College of Business, Korea Advanced Institute of Science and Technology (KAIST), College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Seoul National University
Downloads 30 (503,506)

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Analyst, herding, EPS forecast, structural model

5.

The Influences of Major Currencies in Foreign Exchange Markets: A Regression‐Based Measure and its Application

International Review of Finance, Vol. 16, Issue 2, pp. 277-289, 2016
Number of pages: 13 Posted: 03 Jun 2016
Soo‐Hyun Kim and Kyuseok Lee
Soongsil University and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 0 (719,019)
Citation 1
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