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김다혜 프로필 사진

김다혜

KIM, DA HEA

경영대학

경영학과

연구분야

Asset pricing, Derivatives,
Asset pricing, Derivatives

2020

2026

연도별 연구 활동 현황

전체 6건 중 1번부터 6번까지의 결과를 표시합니다.

2026

Article

Does options trading stabilize stock prices? : Evidence from a natural experiment

Kim, Da-Hea

2026-04
Journal of Banking and Finance
ELSEVIER

2025

Article

Effects of Social Media-Based Peer Opinions on the Prices of Cryptocurrency Options

Kim, Da-Hea

2025-10
Journal of Futures Markets
WILEY

Article

Self-supervised risk factor model using dual Recurrent State Space Models

Lee, Ji-hun ;
Oh, Seungjun ;
Park, Jongchan ;
Kim, Da-Hea ;
Kim, Yusung

2025-07
Knowledge-Based Systems
Elsevier B.V.

2022

Article

Investment horizon and option market activity

Kim, Da-Hea

2022-05
Journal of Futures Markets
WILEY

2020

Article

Informed options trading on the implied volatility surface: A cross-sectional approach

Kim, Baeho ;
Kim, Da-Hea ;
Park, Haehean

2020-05
Journal of Futures Markets
WILEY

Article

The role of psychological barriers in lottery-related anomalies

Byun, Suk-Joon ;
Goh, Jihoon ;
Kim, Da-Hea

2020-05
Journal of Banking and Finance
ELSEVIER