| Alternative models for the conditional heteroscedasticity of stock returns D Kim, SJ Kon Journal of Business, 563-598, 1994 | 366 | 1994 |
| Investor sentiment from internet message postings and the predictability of stock returns SH Kim, D Kim Journal of Economic Behavior & Organization 107, 708-729, 2014 | 342 | 2014 |
| Modern portfolio theory: Foundations, analysis, and new developments JC Francis, D Kim John Wiley & Sons, 2013 | 307 | 2013 |
| Accruals quality, stock returns, and macroeconomic conditions D Kim, Y Qi The Accounting Review 85 (3), 937-978, 2010 | 295 | 2010 |
| The errors in the variables problem in the cross‐section of expected stock returns D Kim The Journal of Finance 50 (5), 1605-1634, 1995 | 279 | 1995 |
| Market valuation of joint ventures: Joint venture characteristics and wealth gains SH Park, D Kim Journal of Business Venturing 12 (2), 83-108, 1997 | 229 | 1997 |
| A reexamination of firm size, book-to-market, and earnings price in the cross-section of expected stock returns D Kim Journal of Financial and Quantitative Analysis 32 (4), 463-489, 1997 | 202 | 1997 |
| A multifactor explanation of post-earnings announcement drift D Kim, M Kim Journal of Financial and Quantitative Analysis 38 (2), 383-398, 2003 | 112 | 2003 |
| Margin requirements, price fluctuations, and market participation in metal futures GA Hardouvelis, D Kim Journal of Money, Credit and Banking 27 (3), 659-671, 1995 | 91 | 1995 |
| The extent of nonstationarity of beta D Kim Review of Quantitative Finance and Accounting 3, 241-254, 1993 | 91 | 1993 |
| Evaluating asset pricing models in the Korean stock market SH Kim, D Kim, HS Shin Pacific-Basin Finance Journal 20 (2), 198-227, 2012 | 89 | 2012 |
| Structural change and time dependence in models of stock returns D Kim, SJ Kon Journal of Empirical Finance 6 (3), 283-308, 1999 | 81 | 1999 |
| On the information uncertainty risk and the January effect D Kim The Journal of Business 79 (4), 2127-2162, 2006 | 76 | 2006 |
| The impact of commercial banks on underwriting spreads: Evidence from three decades D Kim, D Palia, A Saunders Journal of Financial and Quantitative Analysis 43 (4), 975-1000, 2008 | 73 | 2008 |
| Are initial returns and underwriting spreads in equity issues complements or substitutes? D Kim, D Palia, A Saunders Financial Management 39 (4), 1403-1423, 2010 | 59 | 2010 |
| A Bayesian significance test of the stationarity of regression parameters D Kim Biometrika 78 (3), 667-675, 1991 | 43 | 1991 |
| Future labor income growth and the cross-section of equity returns D Kim, TS Kim, BK Min Journal of Banking & Finance 35 (1), 67-81, 2011 | 40 | 2011 |
| Time-varying expected momentum profits D Kim, TY Roh, BK Min, SJ Byun Journal of Banking & Finance 49, 191-215, 2014 | 38 | 2014 |
| The long-run behavior of debt and equity underwriting spreads D Kim, D Palia, A Saunders | 37* | 2003 |
| Bank funding structure and lending under liquidity shocks: Evidence from Korea H Jung, D Kim Pacific-Basin Finance Journal 33 (1), 62-80, 2015 | 30 | 2015 |
Anthony SaundersNYU Stern School of BusinessVerified email at stern.nyu.edu
