Jung-Suk Yu : Citation Profile

University of New Orleans (33% share)
Samsung Economic Research Institute (SERI) (33% share)
Dankook University (34% share)

2

H index

1

i10 index

32

Citations

RESEARCH PRODUCTION:

2

Articles

RESEARCH ACTIVITY:

   1 years (2007 - 2007). See details.
   Cites by year: 32
   Journals where Jung-Suk Yu has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyu42
   Updated: 2025-12-13    RAS profile: 2024-11-04    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jung-Suk Yu.

Is cited by:

Kuttu, Saint (3)

Çevik, Emrah (1)

Hanousek, Jan (1)

Novotny, Jan (1)

Henry, Ólan (1)

Humphery-Jenner, Mark (1)

Kočenda, Evžen (1)

Azimi, Mohammad Naim (1)

Wu, Yanrui (1)

Drachal, Krzysztof (1)

Cites to:

Harvey, Campbell (4)

Bekaert, Geert (4)

Schmukler, Sergio (3)

Kaminsky, Graciela (3)

Wu, Guojun (2)

Lo, Andrew (1)

Tauchen, George (1)

Das, Sanjiv (1)

Inclan, Carla (1)

McCurdy, Thomas (1)

Keim, Donald (1)

Main data

Where Jung-Suk Yu has published?

Recent works citing Jung-Suk Yu (2025 and 2024)

YearTitle of citing document
2024Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns. (2024). Zhang, Yali ; Zhao, Xiaojun ; Shang, Pengjian ; Xu, Chao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000227.

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2024Conditional volatility targeting strategy considering jump effects: Evidence from sustainable ESG equity index. (2024). Huang, Jr-Wei ; Cheng, Hung-Wen ; Yang, Sharon S. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002774.

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2025Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2024Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity. (2024). Wang, Tianyang ; Shangguan, Peng ; He, Mengying ; Qu, Hui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:218-251.

Full description at Econpapers || Download paper

Works by Jung-Suk Yu:

YearTitleTypeCited
2007Emerging Market Efficiencies: New Zealands Maturation Experience in the Presence of Non‐Linearity, Thin Trading and Asymmetric Information In: International Review of Finance.
[Full Text][Citation analysis]		article9
2007Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article23

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