2010 박사 뉴욕대학교 스턴스쿨
2004 석사 프린스턴대학교
1999 학사 서울대학교
부교수, 연세대학교 경영대학
부교수, 일리노이대학교 경영대학
조교수, 펜실베니아주립대학교 경영대학
Institutional Investors (Mutual Funds, Hedge Funds, Broker Dealers)
Macroeconomy and Financial Markets
주요 연구 논문 및 저서
“Mutual Fund Flows and Fluctuation in Credit and Business Cycles”with Azi Ben-Rephale and Itay Goldstein. Journal of Financial Economics, forthcoming.
“Granularity of Corporate Debt” with Dirk Hackbarth and Josef Zechner. Journal of Financial and Quantitative Analysis, forthcoming.
“Corporate Bond Mutual Funds and Asset Fire Sales” with Saeid Hoseinzade, Sean Seunghun Shin, and Hassan Tehranian. Journal of Financial Economics, 138(2), November 2020, pp. 432-457.
“Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS-Bond Basis” with Or Shashar and Sean Seunghun Shin. Management Science, 65(9), September 2019, pp. 4100-4122.
“Asymmetric Learning from Price and Post-Earnings Announcement Drift” with Linh Le and Jared Williams. Contemporary Accounting Research, 36(3), Fall 2019, pp. 1724-1750.
“Reaching for Yield in Corporate Bond Mutual Funds” with Mathias Kronlund. Review of Financial Studies, 31(5), May 2018, pp. 1930-1965.
“Corporate Debt Maturity Profiles” with Dirk Hackbarth and Josef Zechner. Journal of Financial Economics, 130(3), December 2018, pp. 484-502.
“Anomalies and Market (Dis)Integration” with Yongjun Kim. Journal of Monetary Economics, 100, December 2018, pp. 16-34.
"The Volatility of a Firm's Assets and the Leverage Effect" with Matthew Richardson.Journal of Financial Economics, 121(2), August 2016, pp. 254-277.
"What Drives the Value Premium?: The Role of Asset Risk and Leverage" (solo-authored), Review of Financial Studies, 26(11), November 2013, pp. 2845-2875.
"Credit Risk Model with Lagged Information"(solo-authored), Journal of Derivatives, Winter 2008, pp. 85-93
주요 학술활동 및 수상
편집위원장, Journal of Banking and Finance
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