Associate Professor of Finance, Business Admin. Depart., Konkuk University
Konkuk University, 120 Neungdong-ro, Gwangjin-gu, Seoul, Korea
Education
KAIST College of Business, Seoul Korea, Ph.D. in Finance
KAIST, Daejon Korea, B.S. in Mathematics
Experience
2019.9-current Associate Professor of Finance, Business Admin. Depart., Konkuk University
2015.3-2019.8 Assistant & Associate Professor of Finance, School of Business, Ajou University
2014.3-2015.2 Visiting Professor, Business School, Dongguk University
Publication (selected)
"Index options open interest and stock market returns." Journal of Futures Markets (SSCI), 2020 (First Author)
"Uncertainty and the volatility forecasting power of option-implied volatility." Journal of Futures Markets (SSCI), 2020
"Risk changes and external financing activities: Tests of the dynamic trade-off theory of capital structure." Journal of Empirical Finance (SSCI), 2019
"What options to trade and when: Evidence from seasoned equity offerings," Journal of Financial Markets (SSCI), 2018 (Corresponding Author)
"Investor sentiment and return predictability of the option to stock volume ratio," Financial Management (SSCI), 2017 (Corresponding Author)
"Capital structure and corporate reaction to negative stock return shocks," International Review of Economics & Finance (SSCI), 2017 (First Author)
"Individual mean-variance relation and stock-level investor sentiment," Journal of Business Economics and Management (SSCI), 2017 (Corresponding Author)
“The information content of option implied information for volatility forecasting with investor sentiment,” Journal of Banking & Finance (SSCI), 2015 (First Author)
“Corporate vulnerability index as a fear gauge? Exploring the contagion effect between US and Korean markets,” Journal of Derivatives (SSCI), 2015
“Investor sentiment and return predictability of disagreement,” Journal of Banking & Finance (SSCI), 2014 (Corresponding Author)
Honors and Awards
한국금융공학회 우수논문상, 2015.12
동국대학교 우수 강의상 2015.2
서울대학교 증권금융연구소 연구지원, 2014.6
KAIST 우수 연구 논문상 2013.10