Associate & Full Professor, Business School, Sungkyunkwan University - (2005.03~Present)
____ Dean, Business School (2021.01~Present)
____ Dean, Graduate School of Global Insurance & Pension (2020.07~Present)
____ Director, SKKU-Samsung Finance MBA (2013.08~12, 2015.03~Present)
____ Associate Dean, Business School & Director, Management Research Center (2015.01~2016.12)
____ Director, EMBA Program (2011.01~2013.08)
Visiting Scholar, Owen Graduate School of Management, Vanderbilt University (2014.01~2015.02)
Associate Visiting Professor of Finance, Smeal College of Business Administration, Pennsylvania State University (2003.07~2004.06)
Assistant & Associate Professor, Sookyung Women's University (2000.09 - 2005.02; on leave: 2003.09~2004.08)
Faculty of Business, City University of Hong Kong; Assistant Professor(1996.09~2000.08), tenured in 2000
President, Korean Securities Association (2020.03~2021.02)
Editor, Asia-Pacific Journal of Financial Studies (2013.03~2016.06)
Editor, Asian Review of Financial Research (2010.01~2011.12)
Associate Editor, Asia-Pacific Journal of Financial Studies (2003~2010)
Associate Editor, Korean Journal of Finance (2009 ~2010)
Associate Editor, Asian Review of Finance Research(2007 - 2008)
Director, Korean Securities Association, Korea Finance Association, Korean Money & Finance Association, Korean Financial Management Association, Korean Association of Finance Consuers, Korean Academic Association of Business Administration
Preparation Committee for Alternative Trading Systems (2020~Present)
Advisory Committee for Court Fair Value Assessment, Korea Exchange (2103~Present)
Advisory Committee for Ethical Management, Samsung Life Insurance (2017~Present)
Chairman, Clearing & Settlement Risk Management Committee, Korea Exchange (2017~2018)
Fund Provision Subcommittee, Public Fund Management Committee (2017~2020)
External Review Committee for Permissions for Investment Businesses, Financial Supervisory Service (2017~2021)
Journal Articles
(2024)
Sensitivity of Chinese stock markets to individual investor sentiment: An analysis of Sina Weibo mood related to COVID-19.
JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE.
41,
(2022)
Is There a Greenium in Korean Bond Markets?: An Empirical Analysis of Bond Secondary-Market Trading Data*.
Korean Journal of Financial Studies.
51,
4
(2021)
Is there an issuance premium for sri bonds?: Evidence from the periods before and after the covid-19 outbreak.
Korean Journal of Financial Studies.
50,
4
(2020)
주식의 복권성향과 개인투자자의 자기과신성향 사이의 관계에 대한 연구.
재무관리연구.
37,
1
(2019)
Execution costs, investability, and actual foreign investment in emerging markets.
China Finance Review International.
(2018)
Which liquidity proxy measures liquidity best in emerging markets?.
ECONOMIES.
6,
4
(2018)
광고에 의한 기업 인지도 상승이주주베이스 및 유동성에 미치는 영향.
한국증권학회지.
47,
4
(2017)
Minimum Trade Unit and Liquidity: The Case of the Korea Exchange.
Journal of The Korean Data Analysis Society.
19,
5
(2017)
Information asymmetry and investor trading behavior around bond rating change announcements.
EMERGING MARKETS REVIEW.
32,
(2017)
투자자별 거래변화와 시장 간의 정보이전 효율성: 코스피200 옵션거래승수 인상이 KRX 시장과 Eurex 시장간의 정보이전에 미치는 영향에 대한 분석.
재무연구.
30,
3
(2017)
코넥스시장의 거래방식 변경이 유동성 및 가격효율성에 미치는 영향.
한국증권학회지.
46,
3
(2017)
파생상품 헤지가 주식의 거래와 변동성에 미치는 영향 -한국 ELW 시장에 대한 실증분석-.
유라시아연구.
14,
1
(2017)
국내 선물시장에서의 증거금률 산정모형에 관한 연구.
한국증권학회지.
46,
1
(2017)
기업고유 변동성과 체계적 변동성이 유동성에 미치는 효과.
재무연구.
30,
1
(2015)
기업고유위험과 공매도 : 한국주식 시장에 대한 실증분석.
재무연구.
28,
2
(2015)
국고채시장의 시장조성활동이 가격발견기능과 유동성에 미치는 영향.
한국증권학회지.
44,
1
(2014)
Does Trading by Small Investors Improve or Deteriorate Price Efficiency? Evidence from the Minimum Trade Unit Changes on the Korea Exchange.
International Journal of Financial Studies.
2,
2
(2014)
Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation.
PACIFIC-BASIN FINANCE JOURNAL.
29,
3
(2013)
Liquidity in Frontier Stock Markets.
프런티어 경영연.
1,
1
(2013)
종가시세조종이 주가와 거래량에 미치는 영향.
한국증권학회지.
42,
1
Publications
(2012)
Handbook of Finance Research in Korea.
Korean Finance Association.
Solo
Honors / Awards
Namkok Research Award, Korean Financial Management Association (2020)
Oustanding Researcher Award, Korea Management Association (2020)
Best Paper Award, SMEs & Finance, Korea Securities Association & Korea SMEs and Startups Agency (2017)
Best Paper Award, Korean Journal of Finance, Korean Securities Association (2016)
Best Paper Award, Asian Review of Finance Research, Korea Finance Association (2015)
Best Paper - Merit Award, KRX Derivatives Research Center (2015)
SKK Young Fellow, Sungkyunkwan University (2011~2012)
Best Teacher Award, Sungkyunkwan University (2011)
Best Teacher Award, SKK Business School (2006, 2007, 2010, 2011, 2012, 2016, 2017, 2018, 2019)
(2018)
Advertising, shareholder base, and firm value.
12th European Academic Conference on Global Business, Economics, Finance and Banking.
SWITZERLAND
(2016)
국내 선물시장에서의 증거금률 산정모형에 관한 연구.
2016 한국파생상품학회 추계학술대회.
KOREA, REPUBLIC OF
(2016)
Financial Policy and Regulation.
2016 Vietnam Symposium in Banking and Finance.
VIET NAM
(2016)
Regulation Fair Disclosure and the Frequency of Analysts’ Earnings Forecasts.
Vietnam Symposium in Banking and Finance.
VIET NAM
(2016)
광고에 의한 기업 인지도 상승이 주주베이스 및 유동성에 미치는 영향.
한국증권학회 2016 제1차 정기학술발표회.
KOREA, REPUBLIC OF
(2016)
기업고유위험과 체계적 위험이 유동성에 미치는 효과.
한국증권학회 2016년 제1차 정기학술발표회.
KOREA, REPUBLIC OF
(2015)
Advertising, Shareholder Base, and Firm Value.
Advertising, Shareholder Base, and Firm Value.
FRANCE
(2015)
Markowitz versus Talmud: Confronting the debate with : Confronting the debate with mispricing.
2015 Paris Financial Management Association Conference.
FRANCE
(2015)
10th Annual Conference on Asia-Pacific Financial Markeets.
10th Annual Conference on Asia-Pacific Financial Markeets.
KOREA, REPUBLIC OF
(2015)
코넥스시장의 거래방식 변경이 유동성 및 가격효율성에 미치는 영향.
2015년 한국파생상품학회 추계학술발표회.
KOREA, REPUBLIC OF
(2015)
Advertising, Shareholder Base, and Firm Value.
2015 한국금융학회 정기학술대회.
KOREA, REPUBLIC OF
(2015)
Regulation Fair Disclosure and Analyst Earnings Forecast Frequency.
2015 한국금융학회 정기학술대회.
KOREA, REPUBLIC OF
(2015)
2015 Asian Finance Association: Session 1 - KFA Special Session 좌장.
2015 Asian Finance Association Annual Meeting.
CHINA
(2015)
2015 재무금융관련 5개 학회 학술연구발표.
제1분과: 기업재무.
KOREA, REPUBLIC OF
(2015)
거래승수가 유동성 및 정보효율성에 미치는 영향: 코스피200옵션 거래승수 변경사건을 이용한 실증분.
한국증권학회 1차 정기학술발표.
KOREA, REPUBLIC OF
(2015)
투자자구성 변화가 시장의 가격발견기능에 미치는 영향: 코스피200옵션 거래승수 인상이 KRX시장과 Eurex시장간의 정보이전에 미치는 영향에 대한 분석.
한국증권학회 제1차 정기학술발표.
KOREA, REPUBLIC OF
(2014)
Advertising, Shareholder Base, and Firm Value.
9th Annual Conference on Asia-Pacific Financial Markets.
KOREA, REPUBLIC OF
(2013)
국고채전문딜러(PD)에 대한 의무와 혜택이 국채전문유통시장에 미치는 영향.
경영학 통합학술대.
KOREA, REPUBLIC OF
(2012)
Which liquidity proxy measures liquidity best in emerging markets?.
2012 KFA & TFA Joint Conference in Finance.
KOREA, REPUBLIC OF
