Research

Publications

Top Management Team Incentive Dispersion and Earnings Quality (with Hangsoo Kyung and Jeff Ng), 2022, Contemporary Accounting Research 39, 1949-1985

Trust and Trading Volume, 2021, Economics Letters 207, 110003

Capital Regulation with Two Banking Sectors: Cyclicality and Implementation (with Vishal Mangla), 2019, Journal of Money, Credit and Banking 51, 485-537

Capital Asset Pricing Model: A Time-Varying Volatility Approach (with Kun Ho Kim), 2016, Journal of Empirical Finance 37, 268-281

A New Model for Limit Order Book Dynamics (with Jeffrey Russell), 2010, Ch. 16 in Tim Bollerslev, Jeffrey Russell, and Mark Watson (eds), Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle, Oxford: Oxford University Press

Working Papers

Optimal Disclosure in Crowded Markets (with Vishal Mangla)

Leaks, Disclosures and Internal Communication (with Snehal Banerjee)

The Effects of an Ex-post Settling up Mechanism on Financial Misreporting and Compensation Shielding When CEOs have Career Concerns and Ability Uncertainty (with Yuyeon Ahn, Soong Soo Han, and Jeong Hwan Joo)

New Insights on the Forward Premium Regression through a Portfolio-Based Approach (with Jinyong Kim and Kun Ho Kim)

Conceal to Coordinate (with Snehal Banerjee and Vishal Mangla)

Loan Officer's Incentives, Discretion and Communication