경영전문대학원 EMBA
관심분야
Asset pricing, Derivatives
학력
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(Ph.D.) 2015 KAIST Management Engineering, Finance
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(B.S.) 2008 KAIST Management Engineering
약력/경력
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2017.9-Present: SKK Business School, Sungkyunkwan University, Assistant Professor
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2016.7-2017.6: NTU Business School, Nanyang Technological University, Research Fellow
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2015.9-2016.6: Hankuk University of Foreign Studies Business School, Adjunct Professor
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2015.9-2016.2: SKK Business School, Sungkyunkwan University, Adjunct Professor
학술지 논문
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(2020)
The role of psychological barriers in lottery-related anomalies.
JOURNAL OF BANKING & FINANCE.
114,
1
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(2019)
Informed options trading on the implied volatility surface: A cross-sectional approach.
JOURNAL OF FUTURES MARKETS.
40,
5
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(2017)
Informed Trading in the Options Market and Stock Return Predictability.
JOURNAL OF FUTURES MARKETS.
37,
11
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(2017)
Investor Sentiment and Return Predictability of the Option to Stock Volume Ratio.
FINANCIAL MANAGEMENT.
46,
3
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(2017)
INDIVIDUAL MEAN-VARIANCE RELATION AND STOCK-LEVEL INVESTOR SENTIMENT.
JOURNAL OF BUSINESS ECONOMICS AND MANAGEMENT.
18,
1
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(2016)
Delta-hedged gains and risk-neutral moments.
JOURNAL OF RISK.
19,
2
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(2016)
Gambling preference and individual equity option returns.
JOURNAL OF FINANCIAL ECONOMICS.
122,
1
