Sungkyunkwan University ( SKKU ) SKK Business School | Faculty

List

 Asset pricing, Derivatives

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

(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

Faculty