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Employment

Chinese University of Hong Kong Business School, Hong Kong

 

Education

University of Toronto, Toronto, Canada

Korea Advanced Institute of Science and Technology, Seoul, South Korea

Sogang University, Seoul, South Korea

 

Awards

Best Paper Award, Korean Finance Association Fall meeting, 2024

The SHB-KAFA Young Scholar Award, 2024

FMA Asia/Pacific Best Paper Award (Asset Pricing/Investment), 2024

Shinhan Bank & KAFA Best Paper Award, 2023

Outstanding Paper Award, Joint Conference with the Allied Korea Finance Associations, 2023

Rotman School of Management Teaching Award, University of Toronto, 2020

Financial News-KAFA Doctoral Student Dissertation Award, 2020

 

Journal referee

Review of Financial Studies, Management Science, Journal of Financial and Quantitative Analysis, Review of Asset Pricing Studies, Journal of Banking and Finance (X6), Research Policy, Journal of Empirical Finance (X2), International Journal of Finance and Economics, Asia-Pacific Journal of Financial Studies

 

Discussion

"The demand for government debt" by Dora Xia, Andreas Schrimpf, and Eren Egemen, SFS Cavalcade Asia-Pacific 2024, December 2024

"Save more or less? The impact of government health insurance change on saving behavior" by Ye (Lyren) Lu, Sydney Banking and Financial Stability Conference, December 2024

"Do Connections to the U.S. President Enable Regulatory Capture? Evidence from Antitrust Merger Reviews" by Claire Liu and Jared Stanfield, Sydney Banking and Financial Stability Conference, December 2024

"How One Country's Policy Rate Changes Are Induced by Another: A Linear Hawkes Process Approach" by Ping Chen Tsai, Ray Yeutien Chou, Chi-Feng Tzeng, and Cheoljun Eom, 18th NYCU International Finance Conference, December 2024

"The Effect of Local Stock Market Participation on Local Housing Prices" by Casey Dougal and Rodney Ndum, FMA, October 2024

"Intermediary Balance Sheet Constraints, Bond Mutual Funds’ Strategies, and Bond Returns" by Mariassunta Giannetti, Chotibhak Jotikasthira, Andreas C. Rapp, Martin Waibel, EFA, August 2024

"Dirty Air and Green Investments: the Impact of Pollution Information on Portfolio Allocations" by Raymond Fisman, Pulak Ghosh, Arkodipta Sarkar, Jian Zhang, CICF, July 2024

"Risk-Adjusting the Returns to Private Debt Funds" by Isil Erel, Thomas Flanagan, Michael Weisbach, CICF, July 2024

"What Can Macro-Active Bond Funds Tell Us About Monetary Policy Changes?" by Claire Yurong Hong, Jun Pan, Shiwen Tian, FMA Asia/Pacific, July 2024

"Game of Thrones: A Study of Multinational Corporations in the midst of International Politics" by Jiaxing You, Wei Liu, Jingjing Xia, FMA Asia/Pacific, July 2024

"Forecasting Option Returns with News" by Jie Cao, Bing Han, Gang Li, Ruijing Yang, and Xintong (Eunice) Zhan, MFA, March 2024

"Stock-Bond Return Dynamics and the Expected Country Stock Returns" by Sungjune Pyun, Young Scholar Seminar at Korean Finance Association, December 2023

"Inflation and the Relative Price Premium" by Yun Joo An, Fotis Grigoris, Christian Heyerdahl-Larsen, and Preetesh Kantak, UNSW Asset Pricing Workshop, October 2023

"Betting on Bond Ratings Disagreement" by Hwagyun Kim, Ju Hyun Kim, Nan Yang, 2023 HK PolyU Fixed Income and Institutions Research Symposium, October 2023

"Labor Market Frictions for Female Workers and Corporate Innovation" by Hyuksoon Lim, Korea-America Finance Association BrownBag Seminar, September 2023

"Asset Pricing with Misallocation" by Winston Wei Dou, Yan Ji, Di Tian, and Pengfei Wang, 9th Hong Kong Joint Finance Research Conference, August 2023

"Revisiting January and turnover effects: recent evidence around the globe" by Vitor Miguel Ribeiro, CFRI & CIRF Joint Conference, July 2023

"Dollar and Carry Redux" by Sining Liu, Thomas Maurer, Andrea Vedolin, and Yaoyuan Zhang, CICF, July 2023

"Green Portfolios" by Thomas Fischer and Frederik Lundtofte, CICF, July 2023

"The Sensitivity of Cash Savings to the Cost of Capital" by Viral V. Acharya, Soku Byoun, and Zhaoxia Xu, KIF-KAEA-KAFA, June 2023

"Digital currencies: Payment choices and commercial bank profitability" by Jaemin Son, Doojin Ryu, and Robert Webb, KAFA-KFMA-KAFE, May 2023

"Economic Links from Bonds and Cross-Stock Return Predictability" by Jian Feng, Xiaolin Huo, Xin Liu, Yifei Mao, and Hong Xiang, FMA, Oct 2022

"Does it pay to invest? The personal equity risk premium and stock market participation" by Yulia Merkoulova and Chris Veld, FMA, Oct 2021

"Local Industry Bias in Investor Behavior: Evidence from Mutual Funds" by Suzanne Chang, Eastern FA, Apr 2021

"House Price, Household Consumption Behavior, and Consumption Inequality" by Pengpeng Yue, Aslihan Korkmaz, Zhichao Yin, and Haigang Zhou, SFA, Nov 2020

"Shareholder Litigation and Readability in Financial Disclosures: Evidence from a Natural Experiment" by Abhishek Ganguly, Arup Ganguly, Lin Ge, and Chad Zutter, SWFA, Mar 2020

"Pricing of Idiosyncratic Volatility: Levels or Jumps" by Anandi Banerjee, FMA, Oct 2019

"From Nexus of Contracts to Nexus of Institutions: The Determinants of Anglo-American Corporate Governance Migration Into Emerging Economies" by Bruce Hearn, Lars Oxelheim, and Trond Randoy, FMA, Oct 2019

"Modeling VXX under jump diffusion with stochastic long-term mean" by Sebastian A. Gehricke, and Jin E. Zhang, EFMA, June 2019

"Asset Prices, Wealth Inequality and Background Risk with Durability and Habits" by Georgios Koimisis and Christos Giannikos, FMA, Oct 2018

"The Risk of Risk-Sharing: Do financial shocks drive boom-bust cycles?" by Paymon Khorrami, Young Economists Symposium, Aug 2018

"Model-Free Utility Curvature" by Alexander P. Kontoghiorghes, TADC, May 2018

"Does lottery regressivity decline with jackpot size? Evidence from the world’s largest jackpot prize" by Ki Han, Sukhun Lee, David Suk, and Hyunmo Sung, SWFA, Mar 2018

"Testing Ex-post Implications of Asset Pricing Models using Individual Stocks" by Soohun Kim and Georgios Skoulakis, Auckland Finance Meeting, Dec 2017

"The Term Structure of Sovereign CDS, Local Credit Risk, and the Cross-Section Exchange Rate Predictability" by Giovanni Calice and Ming Zeng, AFBC, Dec 2017