Room: T306 (School of Business building, 3rd floor)
Office hours: By appointment
Tel: +358 50 304 3004
Email: [email protected]
Website: personal webpage
Research
Published or Accepted Papers:
"Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs" (with Jaewon Choi and Yesol Huh), Management Science, accepted
“Corporate Bond Mutual Funds and Asset Fire Sales” (with Jaewon Choi, Saeid Hoseinzade, and Hassan Tehranian), Journal of Financial Economics, 2020
"Does Product Market Competition Affect Corporate Governance? Evidence from Corporate Takeovers" (with Frederick Dongchuhl Oh), Journal of Empirical Finance, 2020
"Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS-Bond Basis" (with Jaewon Choi and Or Shachar) Management Science, 2019
Working papers:
"The More Illiquid, The More Expensive: A Search-Based Explanation of Illiquidity Premium" (with Jaewon Choi, Jungsuk Han, and Ji Hee Yoon)
"Blockholder Governance in Bad Times" (with Joon Ho Hwang)
Teaching
Derivatives and Fixed Income (BSc)
Quantitative Finance and Machine Learning Applications (MSc)
Bachelor's Thesis Seminar
Derivative Valuation and Analysis (Executive Education; Certified European Financial Analyst Program)