Title/Affiliation：Dean, SungKyunKwanUniversityBusinessSchool,Seoul,Korea

Research Interests：International Finance

Email: rheesg@skku.edu

Journal Articles

2009

1、S. Ghon Rhee, Jianxin Wang.Foreign institutional ownership and stock market liquidity: Evidence from Indonesia.Journal of Banking & Finance, 2009,33(7):1312-1324. (Database: Elsevier ScienceDirect Complete)

2、Sumit Agarwal, Sheri Faircloth, Chunlin Liu, S.Ghon Rhee.Why do foreign investors underperform domestic investors in trading activities? Evidence from Indonesia. Journal of Financial Markets, 2009,12(1): 32-53.

(Database: Elsevier ScienceDirect Complete)

2008

3、Jack C. De Jong Jr, S. Ghon Rhee.Abnormal returns with momentum/contrarian strategies using exchange-traded funds. Journal of Asset Management, 2008,9(4): 289-299. (Database: EBSCO BSP )

4、Rosita P. Chang, S. Ghon Rhee, Gregory R. Stone, Ning Tang.How does the call market method affect price efficiency? Evidence from the Singapore Stock Market. Journal of Banking & Finance, 2008,32(10): 2205-2219. (Database: Elsevier ScienceDirect Complete)

5、Stephen Brown, S. Ghon Rhee, Liang Zhang.The return to value in Asian stock markets. Emerging Markets Review, 2008,9(3): 194-205. (Database: Elsevier ScienceDirect Complete)

6、Stephen Brown, Daphne Yan Du, S. Ghon Rhee, Liang Zhang.The returns to value and momentum in Asian Markets. Emerging Markets Review, 2008,9(2): 79-88. (Database: Elsevier ScienceDirect Complete)

7、Sumit Agarwal, Chunlin Liu, S. GhonRhee.Investor demand for IPOs and aftermarket performance: Evidence from the Hong Kong stock market. Journal of International Financial Markets, Institutions and Money, 2008,18(2):176-190. (Database: Elsevier ScienceDirect Complete)

2007

8、Kenneth A. Kim, Sang-Hyop Lee, S. Ghon Rhee.Large shareholder monitoring and regulation: The Japanese banking experience. Journal of Economics and Business, 2007,59(5): 466-486.

(Database: Elsevier ScienceDirect Complete)

9、Pin-Huang Chou, Wen-Shen Li, S. Ghon Rhee, Jane-Sue Wang.Do macroeconomic factors subsume market anomalies in long investment horizons?.Managerial Finance, 2007,33(8): 534-552. (Database: Proquest )

10、Sumit Agarwal, Chunlin Liu, S. Ghon Rhee.Where does price discovery occur for stocks traded in multiple markets? Evidence from Hong Kong and London. Journal of International Money and Finance, 2007,26(1): 46-63. (Database: Elsevier ScienceDirect Complete)

11、Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu, S. Ghon Rhee.Earnings management behaviors under different economic environments: Evidence from Japanese banks. International Review of Economics & Finance, 2007,16(3): 429-443. (Database: Elsevier ScienceDirect Complete)

2005

12、Soon Huat Chan, Kenneth A. Kim, S. Ghon Rhee.Price limit performance: evidence from transactions data and the limit order book. Journal of Empirical Finance, 2005,12(2): 269-290. (Database: Elsevier ScienceDirect Complete)

2004

13、Jeffrey D. Gramlich, Piman Limpaphayom, S. Ghon Rhee.Taxes, keiretsu affiliation, and income shifting. Journal of Accounting & Economics, 2004,37(2): 203-228. (Database: Elsevier ScienceDirect Complete)

14、Mamduh Hanafi, S. Ghon Rhee.The Wealth Effect of Foreign Investor Presence: Evidence from the Indonesian Market. Management International Review, 2004,44(2): 157-171. (Database: Proquest)

1999

15、Rosita P. Chang, Shuh-Tzy Hsu, Nai-Kuan Huang, S. Ghon Rhee.The effects of trading methods on volatility and liquidity: Evidence from the Taiwan Stock Exchange. Journal of Business Finance & Accounting, 1999,26(1/2): 137-170. (Database: EBSCO BSP)

1997

16、S. Ghon Rhee, Kenneth A. Kim.Price limit performance: Evidence from the Tokyo Stock Exchange. The Journal of Finance, 1997,52(2): 885-901. (Database: EBSCO BSP)

17、Edmund J. Boyle, Mark M. Higgins, Ghon S. Rhee.Stock Market Reaction to Ethical Initiatives of Defense Contractors: Theory and Evidence.Critical Perspectives on Accounting, 1997,8(6):541-561.

(Database: Elsevier ScienceDirect Complete)

18、S. Ghon Rhee, Chi-Jeng Wang.The bid-ask bounce effect and the spread size effect: Evidence from the Taiwan stock market. Pacific-Basin Finance Journal, 1997,5(2):231-258. (Database: Elsevier ScienceDirect Complete)

1995

19、Rosita P. Chang, D. W. McLeavey, S. Ghon Rhee.Short-term abnormal returns of the contrarian strategy in the Japanese stock market. Journal of Business Finance & Accounting, 1995,22(7): 1035-1048. (Database: EBSCO BSP)

20、Rosita P. Chang, S. Ghon Rhee, Susatio Soedigno.Price volatility of Indonesian stocks. Pacific-Basin Finance Journal, 1995,3(2/3): 337-355. (Database: Elsevier ScienceDirect Complete)

1993

21、S. Ghon Rhee.The emerging bond markets of South-east Asia. Organisation for Economic Cooperation and Development. The OECD Observer, 1993(181): 18-22. (Database: Proquest)

22、S. Ghon Rhee, Rosita P. Chang.The microstructure of Asian equity markets. Journal of Financial Services Research, 1993,6(4): 437-454. (Database: Springer Online Archive Collections)

1992

23、Paul M. Mangiameli, S. Ghon Rhee, George F. Tannous.Investment in Salvage Equipment. Managerial and Decision Economics, 1992,13(5): 421-428. (Database: Proquest)

24、Michael J. McNamara, S. Ghon Rhee.Ownership Structure and Performance: The Demutualization of Life Insurers. Journal of Risk and Insurance, 1992,59(2): 221-238. (Database: EBSCO BSP)

25、S. Ghon Rhee, Rosita P. Chang.Intra-Day Arbitrage Opportunities in Foreign Exchange and Eurocurrency Markets. The Journal of Finance, 1992,47(1): 363-379. (Database: EBSCO BSP)

1990

26、Rosita P. Chang, S. Ghon Rhee.The Impact of Personal Taxes on Corporate Dividend Policy and Capital Structure Decisions. Financial Management, 1990,19(2): 21-31. (Database: JSTOR)

1986

27、Rosita P. Chang, S. Ghon Rhee.Does the Stock Market React to Announcements of the Producer Price Index?.The Financial Review, 1986,21(1): 125-134. (Database: Proquest) Abstract Only

1985

28、Rosita P. Chang, Blair M. Lord, S. Ghon Rhee.Inflation-Caused Wealth-Transfer: A Case of the Insurance Industry. Journal of Risk and Insurance, 1985,52(4): 627-643. (Database: Proquest)

29、S. Ghon Rhee, Rosita P. Chang, Peter E. Koveos.The Currency-of-Denomination Decision for Debt Financing. Journal of International Business Studies, 1985,16(3): 143-150. (Database: Proquest)

1984

30、Gershon N. Mandelker, S. Ghon Rhee.The Impact of the Degrees of Operating and Financial Leverage on Systematic Risk of Common Stock. Journal of Financial and Quantitative Analysis, 1984,19(1): 45-57.

(Database: EBSCO BSP)

31、S. Ghon Rhee.Shareholder Limited Liability and Mean-Variance Models of Capital Structure. Decision Sciences, 1984,15(1): 1-13. (Database：Wiley InterScience) Abstract Only

1982

32、S. Ghon Rhee, Franklin L. McCarthy.Corporate Debt Capacity and Capital Budgeting Analysis. Financial Management, 1982,11(2): 42-50. (Database: Proquest)