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About

Professor

  • Assistant Professor
  • KIM, DA HEA

Research Interest

 Asset pricing, Derivatives

Education

  • (Ph.D.) 2015 KAIST Management Engineering, Finance
  • (B.S.) 2008 KAIST Management Engineering

Experience

  • 2017.9-Present: SKK Business School, Sungkyunkwan University, Assistant Professor
  • 2016.7-2017.6: NTU Business School, Nanyang Technological University, Research Fellow
  • 2015.9-2016.6: Hankuk University of Foreign Studies Business School, Adjunct Professor
  • 2015.9-2016.2: SKK Business School, Sungkyunkwan University, Adjunct Professor

Journal Article

  • (2020)  The role of psychological barriers in lottery-related anomalies.  JOURNAL OF BANKING & FINANCE.  114,  1
  • (2019)  Informed options trading on the implied volatility surface: A cross-sectional approach.  JOURNAL OF FUTURES MARKETS.  40,  5
  • (2017)  Informed Trading in the Options Market and Stock Return Predictability.  JOURNAL OF FUTURES MARKETS.  37,  11
  • (2017)  Investor Sentiment and Return Predictability of the Option to Stock Volume Ratio.  FINANCIAL MANAGEMENT.  46,  3
  • (2017)  INDIVIDUAL MEAN-VARIANCE RELATION AND STOCK-LEVEL INVESTOR SENTIMENT.  JOURNAL OF BUSINESS ECONOMICS AND MANAGEMENT.  18,  1
  • (2016)  Delta-hedged gains and risk-neutral moments.  JOURNAL OF RISK.  19,  2
  • (2016)  Gambling preference and individual equity option returns.  JOURNAL OF FINANCIAL ECONOMICS.  122,  1