Research
Published or Accepted Papers
Published or Accepted Papers
Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs
with Jaewon Choi and Yesol Huh. Management Science, forthcoming
Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs
with Jaewon Choi and Yesol Huh. Management Science, forthcoming
Corporate Bond Mutual Funds and Asset Fire Sales
with Jaewon Choi, Saeid Hoseinzade, and Hassan Tehranian. Journal of Financial Economics, 2020
Corporate Bond Mutual Funds and Asset Fire Sales
with Jaewon Choi, Saeid Hoseinzade, and Hassan Tehranian. Journal of Financial Economics, 2020
The paper is a merger outcome of two independent papers:
"Liquidity-Sensitive Trading and Corporate Bond Fund Fire Sales" with Jaewon Choi (also Chapter 2 of my Ph.D. dissertation) and "Corporate Bond Mutual Funds and Asset Fire Sales" by Saeid Hoseinzade and Hassan Tehranian.
Does Product Market Competition Affect Corporate Governance? Evidence from Corporate Takeovers
with Frederick Dongchuhl Oh. Journal of Empirical Finance, 2020
Does Product Market Competition Affect Corporate Governance? Evidence from Corporate Takeovers
with Frederick Dongchuhl Oh. Journal of Empirical Finance, 2020
Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS-Bond Basis
with Jaewon Choi and Or Shachar. Management Science, 2019
Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS-Bond Basis
with Jaewon Choi and Or Shachar. Management Science, 2019
Working Papers
Working Papers
The More Illiquid, The More Expensive: The Reversal of the Liquidity Premium in Corporate Bonds
with Jaewon Choi, Jungsuk Han, and Ji Hee Yoon
The More Illiquid, The More Expensive: The Reversal of the Liquidity Premium in Corporate Bonds
with Jaewon Choi, Jungsuk Han, and Ji Hee Yoon
Extrapolative Belief and Credit Bubbles: A Demand-Based Approach
with Jaewon Choi and Byounghyun Jeon
Extrapolative Belief and Credit Bubbles: A Demand-Based Approach
with Jaewon Choi and Byounghyun Jeon
A Search-Based Theory of the Reversal of the Liquidity Premium Puzzle
with Jaewon Choi, Jungsuk Han, and Ji Hee Yoon
A Search-Based Theory of the Reversal of the Liquidity Premium Puzzle
with Jaewon Choi, Jungsuk Han, and Ji Hee Yoon
Work in Progress
Work in Progress
Liquidity biases in corporate bonds
Liquidity biases in corporate bonds
Also, please refer my recent CV.