Research
Research
Journal Articles
The Effect of Ex Ante Litigation Risk on Corporate Fraud: Evidence from Securities Class Action Act in Korea (with Seungho Choi, Yong Kyu Gam, and Hojong Shin), 2024, Finance Research Letters, 64, 105445.
Working Papers
Causal Effect of Information Costs on Asset Pricing Anomalies, (with Zoran Ivković and Dmitriy Muravyev). Click here for the latest version on SSRN.
Revise & Resubmit at Management Science.
Presentations: 2024 Northern Finance Association Annual Conference (co-author); SFS Cavalcade North America 2023; 2022 Financial Research Association Conference; 2023 Midwest Financial Association Annual Meeting; University of Western Ontario 2022 (co-author); 2022 China International Conference in Finance; 2022 American Finance Association (AFA) Ph.D. Student Poster Session; 2021 Financial Management Association (FMA) Annual Meeting Main Session, Denver, Colorado; 2021 New Zealand Finance Meeting; 2021 Michigan State University Finance Department Brown Bag Seminar.
To be presented at the American Finance Association Annual Meeting 2006 (Philadelphia, PA).
Market Risk Premium and ESG Risk (with Daewoung Choi, Kevin Yong Kyu Gam, Dmitriy Muravyev, and Hojong Shin). Click here for the latest version on SSRN.
Does More Public Information Always Improve Price Efficiency? Evidence from the EDGAR Adoption (with Daewoung Choi, Kevin Yong Kyu Gam, Jaejin Lee, and Hojong Shin). Click here for the latest version on SSRN.
Spillover Effects of Bank M&As on Local Entrepreneurs’ Workplace Safety (with Daewoung Choi, Kevin Yong Kyu Gam, Jaejin Lee, and Hojong Shin).
Presentations: 2005 European Financial Management Association conference (co-author).
The Costs of External Tournament Incentives: Insights from Workplace Safety (with Daewoung Cho, Junho Park, and Hojong Shin).
Risk Premium in S&P 500 Weekly Index Options (with Dmitriy Muravyev).
Presentations: 2021 Financial Management Association Annual Meeting New Ideas Session, Denver, Colorado; 2021 SoFiE Econometrics of Derivatives Markets Summer School at Northwestern University.