个人简历
教育背景：2011 德州农工，金融学博士2002 高丽大学，金融学硕士2000 高丽大学，工商管理学士 教授课程：金融计量经济学、固定收益、公司金融RESEARCH & TEACHING INTERESTS Research Interests: Empirical Asset Pricing, Fixed Income Securities, Derivatives, Empirical Corporate Finance, Banking Teaching Interests: Investment, Derivatives, Fixed Income Securities, Risk Management, Corporate Finance, Banking Work in Progress “Time-varying Factors in the Term Structure: Information or Noise” (with Dong-Hyun Ahn) “Chines AH Premium and Short Sale Constraints” (with Sungbin Sohn and Lei Sun) “Stock Returns and Liquidity: Pricing the Funding and Macro Components of Liquidity” (with Sungbin Sohn) “Impact of Bank Credits on Output Volatility” (with Yang Li and Chunyang Wang) “State-Level Demographics and Local Return Predictability” (with Sudheer Chava, Michael Gallmeyer, and Daeyong Lee) “Uncertainty and the Value of Cash Holdings” (with Hyun Joong Im and Gege Zhao) TEACHING EXPERIENCE Fixed Income Securities, Peking University - Graduate level, Fall 2011, Spring 2013, Spring 2014, Fall 2014, and Spring 2015 Corporate Finance, Peking University - Graduate level, Spring 2012, Fall 2012, Fall 2013, and Fall 2014 Financial Econometrics, Peking University - Graduate level, Spring 2012 Research Methodology, Peking University - Graduate level, Spring 2013 and Spring 2014 Corporate Finance, South University of Science and Technology of China - Undergraduate level, Spring 2015 Managerial Finance I, Texas A&M University - Undergraduate level, Spring 2009 PROFESSIONAL EXPERIENCE Chief Researcher, Nice Pricing Services Inc., 2006 - Research on Derivative and Fixed Income Securities Pricing Associate Researcher, Korea Deposit Insurance Corporation, 2001-2002 - Research on Banking System, Financial Restructuring, and Deposit Insurance Fund Bonds
近期论文
发表论文“Credit Conditions and Stock Return Predictability,” (with Sudheer Chava and Michael Gallmeyer) Journal of Monetary Economics, Vol. 74, September 2015, p. 117-132 “Financial Constraints, Board Governance Standards, and Corporate Cash Holdings” (with Choonsik Lee) forthcoming at the Review of Financial Economics “Long-term Perspective on the Stock Market Matters in Asset Pricing” (with Bumjean Sohn) forthcoming at the Finance Research Letters 图书章节“The Roles of Financial Intermediaries in Raising Capital” (with Neal Galpin) Capital Structure and Corporate Financing Decisions, 2011, H. Kent. Baker and Gerald Martin, Editor, John Wiley & Sons, Inc. 工作论文“Do the Empirical Pricing Factors Proxy for Innovations to the State Variables in the ICAPM? A Direct Time-Series Test” (with Bumjean Sohn)Revision Requested by the Review of Finance “Bank Lending Cycles and Time-varying Risk Premiums” (with Sudheer Chava and Michael Gallmeyer) “Credit Conditions and Stock Return Volatility” (with Sudheer Chava and Michael Gallmeyer) “Early Warning Indicators of Banking Crisis and Bank Related Stock Returns” (with Bumjean Sohn) “Stock Return Decomposition of Chinese AB Share Dual-listed Companies” (with Xiao Chen) “Cross-listing and the Value of Corporate Cash Holdings: Evidence from Chinese A-shares and H-shares” (with Seungjoon Oh and Xinrui Xie) “Investment Horizons of Art Investments: Evidence from Chinese Art Market” (with Lan Ju, Tianyu Liang, and Zhiyong Tu)
