Education
Ph.D. Finance, University of Illinois at Urbana-Champaign, 2017
B.B.A. Business Administration and B.A. Applied Statistics, Yonsei University, 2012
Research
Does Corporate Environmental Responsibility Create Value?: Evidence from Supreme Court Rulings (with Taehyun Kim), Journal of Behavioral and Experimental Finance, 2025, 45, 101006
Does Corporate Environmental Responsibility Create Value?: The Role of Investors’ ESG Preferences (with Taehyun Kim), Economics Letters, 2024, 241, 111790
Labor Leverage and Firm Risk: Evidence from Korea (with Wonho Cho), Pacific-Basin Finance Journal, 2024, 84, 102218
Do Financial Analysts Herd? (with Jin Yeub Kim and Myungkyu Shim), Global Economic Review, 2023, 52(3), pp. 202-219
Trade Linkage and Transmission of Geopolitical Risks: Evidence from the Peace Progress in 2018 (with Taehyun Kim), Journal of Korea Trade, 2022, 26(3), pp. 45-62
Time-varying Risk Premia in Korea: Inference from Large Panel (with Wonho Cho), Korean Journal of Economics, 2020, 27(2), pp. 67-98
Revisiting the Time-Varying Credit Rating Policy: A New Test of Procyclicality (with Daniel Hwang), Applied Economics Letters, 2020, 27(10), pp. 810-815
Asset Redeployability and the q-theory of Investment Journal of Market Economy, 2020, 49(1), pp. 53-72
Anomalies and Market (Dis)Integration (with Jaewon Choi), Journal of Monetary Economics, 2018, 100, pp. 16-34