[1] Variance Risk in Aggregate Stock Returns and Time-varying Return Predictability, 2019, Journal of Financial Economics
[2] Consumption growth persistence and the stock-bond correlation with Christopher Jones (USC Marshall), Forthcoming, Journal of Financial and Quantitative Analysis
[4] Trade Competition and International Stock Returns with Johan Sulaeman (National University of Singapore), paper to be updated soon
[5] Return Extrapolation and Day/Night Effects with Christopher Jones (USC Marshall) and Tong Wang (Oklahoma)
[7] Implied Variance and Market Index Reversal with Christopher Jones (USC Marshall) and Tong Wang (Oklahoma)
© Sungjune Pyun