| 2015 | Asia-Pacific Stock Market Integration: New Evidence by Incorporating Regime Changes | 김세완 | Article |
| 2008 | Common nonlinearities in long-horizon stock returns: Evidence from the G-7 stock markets | 김세완 | Article |
| 2019 | Corrigendum to “Early 60s is not old enough: Evidence from twenty-one countries' equity fund markets” [J. Int. Money Fin. 92, 62–74](S0261560618307101)(10.1016/j.jimonfin.2018.12.005) | 김세완 | Erratum |
| 2020 | Does credit supply accelerate business cycle changes in Korea?: Some new evidence by incorporating regime changes | 김세완 | Article |
| 2019 | Does Intra-regional Trade Matter in Regional Stock Markets? New Evidence from the Asia-Pacific Region | 김세완 | Article |
| 2022 | Does the elderly's private pension ownership intensify aggregate equity demand? Empirical evidence in the US | 김세완 | Article |
| 2020 | Does Trade Elasticity Vary Across Regimes? New Evidence from Korean Exports, Incorporating Regime Changes* | 김세완 | Article |
| 2019 | Early 60s is not old enough: Evidence from twenty-one countries' equity fund markets | 김세완 | Article |
| 2011 | Economic fundamentals, Subprime lending and housing prices: Evidence from MSA-level panel data | 김세완 | Article |
| 2023 | Is OCIO superior in asset allocation performance? | 김세완 | Article |
| 2006 | Mean reversion of short-horizon stock returns: Asymmetry property | 김세완 | Article |
| 2010 | Nonlinear dynamic relations between equity return and equity fund flow: Korean market empirical evidence | 김세완 | Article |
| 2009 | Regional housing prices in the USA: An empirical investigation of nonlinearity | 김세완 | Article |
| 2013 | Revisiting asset pricing under habit formation in an overlapping-generations economy | 김세완 | Article |
| 2008 | Stock returns, asymmetric volatility, risk aversion, and business cycle: Some new evidence | 김세완 | Article |
| 2010 | The relationship between CO2 emissions and economic growth: The case of Korea with nonlinear evidence | 김세완 | Article |
| 2014 | Who mimics whom in the equity fund market? Evidence from the Korean equity fund market | 김세완 | Article |
