PUBLICATION
When institutions passively curb earnings management: Evidence from the Korean market; with Chune Young Chung, Ji Hoon Hwang, and Chang Liu
Finance Research Letters (2018, Vol 25)
Daily stock trading by investor type and information asymmetry: Evidence from the Korean market; with Chune Young Chung, Kyung Soon Kim, and Hong Kee Sul
Emerging Markets Finance & Trade (2019, Vol 55)
Do institutional investors enhance accounting earnings attributes in the Korean market?; with Chune Young Chung, Kyung Soon Kim, Jinhwon Lee, and Kyungjin Lee
Emerging Markets Finance & Trade (2019, Vol 55)
Insider Trading, Informativeness, and Price Efficiency Around the World; with Lilian Ng, Qinghai Wang, and Xiaoqiong Wang
Asia-Pacific Journal of Financial Studies (2019, Vol 48)
ICT and Transport Infrastructure Development; with KY Na, BG Park, CH Yoon, and SW Yoon
Applied Economics (2020, Vol 52)
Risk-taking and Performance of Government Bond Mutual Funds; with Chengcheng Li and Crystal X. Wang
International Review of Financial Analysis (2021, Vol 76)
Geographic Clustering of Institutional Investors; with Crystal X. Wang and Qinghai Wang
Journal of Financial Economics (2022, Vol 144)
Informed trading of out-of-the-money options and market efficiency; with Chang-Mo Kang, Junyong Kim, and Geul Lee
Journal of Financial Research (2022, Vol 45)
Risk Management Transparency and Compensation; with Chang-Mo Kang
Journal of Corporate Finance (2022, Vol 75)
WORKING PAPERS
Mandatory Disclosure, Internal Information Asymmetry, and Insider Trading: Evidence from FAS 131; with Chang-Mo Kang and Youngdeok Lim
(2020 CAFM, Submitted)
Flights to Quality and Momentum Crashes; with Chang-Mo Kang and Junyong Kim
(2020 CAFM, 2020 FMA, 2020 SFR)
Aggregation of Idiosyncratic Shocks in the Customer-Supplier Network; with Yi Liu
(2020 FMA, Semifinalist for Investments Award of 2020 FMA)
Cluster Trading of Corporate Insiders; with Chang-Mo Kang and Qinghai Wang
(2018 McCombs Finance PhD Alumni Conference, 2018 APAD, 2018 FMA, 2018 CAFM)
A Behavioral Model for Mutual Fund Dynamics: Structural Estimation Approach
(Job Market Paper, 2014 KAFA Best Doctoral Dissertation Award, 2015 SFS Cavalcade)
Liquidity Dry-ups in Equity Markets; with Chengcheng Li and Crystal X. Wang
(2018 FMA, Submitted)
Which Volatility Drives the Anomaly? Cash Flow versus Discount Rate; with Junyong Kim
(2018 APAD)
Price Discovery of Bond ETF and Underlying Bonds; with Xiaoting Hao, Hong Kee Sul, and Qinghai Wang