| Academic Experience: | Graduate Center of the CUNY
Associate Professor of Financial Economics, Dec. 2021 – Present. Brooklyn College of the CUNY, Kopelman School of Business Associate Professor of Finance, Sept. 2021 – Present. Assistant Professor of Finance, Aug. 2015 – Aug. 2021. University of North Dakota, Nistler College of Business and Public Administration Visiting Assistant Professor of Finance, Aug. 2014 – May 2015. |
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| Education: | Ph.D. 2013, Illinois Institute of Technology, Finance.
M.S. 2011, University of Chicago, Financial Mathematics. M.A. 2022, Yonsei University, Applied Statistics. B.S. 2000, Yonsei University, Applied Statistics. |
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| Fields: | Empirical Asset Pricing, Market Microstructure, Investment and Portfolio Management, Financial Engineering, Risk Management | |
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| Selected Publications: | “Market Leverage, Debt Heterogeneity, an Equity Returns,” Financial Management, Forthcoming, with M. S. Kang. “Macroeconomic Impact and Stock Returns’ Vulnerability by Size, Solvency, and Financial Distress,” Finance Research Letters 59 (2024), with C. Baek and M. Glambosky. “The Risk Transmission of COVID-19 In the US Stock Market,” Applied Economics 53 (2021), with K. Lee. “COVID-19 and Stock Market Volatility: An Industry Level Analysis,” Finance Research Letters 37 (2021), with S. Mohanty and M. Glambosky. “Yield Curve Risks in Currency Carry Forwards,” Journal of Futures Markets 40 (2020), with J. Lee, K. J. Oh, and M. J. Lee. “Dynamic Risk Factors in Carry Trades,” Journal of Fixed Income 40 (2019), with K. Lee and M. Glambosky. “Nonparametric Factor Analytic Risk Measurement in Common Stocks in Financial Firms: Evidence from Korean Firms,” Asia-Pacific Journal of Financial Studies 44 (2015), with J. Cursio and S. Y. Cha. “Size and Value Risk in Financial Firms,” Journal of Banking & Finance 55 (2015), with J. Bilson. “CTA Performance Persistence: 1994-2010,” Journal of Alternative Investments 16 (2014), with M. Molyboga and J. Bilson. |
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| Working Papers: |
“Yield Curve and Time-Varying Debt Structure,” with M. S. Kang and S. Ji. “Does ESG Enhance Asset Quality and Funding Cost Management in Banking Diversification?,” with M. Kang. “How Do We Value the Intangible Investment of Banks in the Digital Economy?,” with H. Park. “Textual Mining, Investment Sentiment, and Bitcoin Anomalies,” with M. Song and M. Kang. “Macroeconomic Risk Exposure and Stock Returns: The Case of the U.S. Energy Industry,” with K. Lee. “Herd Instinct in the Digital Currency Markets,” with M. Song. |
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| Teaching: | Graduate Courses Applied Econometrics, Financial Econometrics, Derivative Pricing, Financial Engineering Undergraduate Courses |
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| Honors, Grants, & Awards: |
Koppelman School of Business Dean’s Impact Award – Impact on Learning, 2024. Koppelman School of Business Faculty Research Excellence Award, 2024. PSC-CUNY Research Award # 66519-00 54, 2023.
Koppelman School of Business Faculty Research Excellence Award, 2023. Koppelman School of Business Dean’s Impact Award – Impact on Students, 2023. Koppelman School of Business Faculty Research Excellence Award, 2021. Koppelman School of Business Faculty Research Excellence Award, 2020. PSC-CUNY Research Award # 62056-00 50, 2019. RF-CUNY Faculty Travel Grant, 2019. Koppelman School of Business Faculty Teaching Excellence Award, 2018. PSC-CUNY Research Award # 69050-00 47, 2016. Koppelman School of Business Faculty Research Excellence Award, 2016. Koppelman School of Business Faculty Development Research Grant, 2016. Beta Gamma Sigma (BΓΣ) Honors Society, 2014. Doctoral Student TA Fellowship, Illinois Institute of Technology, 2011 – 2013. Merit-based Scholarship, Illinois Institute of Technology, 2011 – 2013. TA Fellowship, University of Chicago, 2010 – 2011. University Honors Program Scholarship, Yonsei University, 2000 – 2002. National Merit Scholarship, 1992 – 2000.
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View a PDF version of the Curriculum Vitae