Curriculum Vitae

Academic Experience:		Graduate Center of the CUNY Professor of Financial Economics, Sept. 2025 – Present. Associate Professor of Financial Economics, Dec. 2021 – Aug. 2025. 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.

Education:		Ph.D. 2013, Illinois Institute of Technology, Finance. M.S. 2011, University of Chicago, Financial Mathematics. M.A. 2002, Yonsei University, Applied Statistics. B.A. 2000, Yonsei University, Economics.

Fields:		Empirical Asset Pricing, Market Microstructure, Investment and Portfolio Management, Financial Engineering, Risk Management

Selected Publications:		“Yield Curve and Time-Varying Debt Concentration,” Financial Review, Forthcoming, with M. S. Kang and Shuangshunag Ji. “Macroeconomic Factors, Firm-level Financial Characteristics and Stock Returns: The Case of the US Energy,” Applied Economics, Forthcoming, with K. Y. Lee. “Textual Mining, Investment Sentiment, and Bitcoin Anomalies,” Journal of Investing 34 (2025), with M. Song and M. Kang. “Does ESG Enhance Asset Quality and Funding Cost Management in Banking Diversification?,” Finance Research Letters 73 (2025) with M. Kang. “Market Leverage, Debt Heterogeneity, and Equity Returns,” Financial Management 53 (2024), 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.

Working Papers:		“How Do We Value the Intangible Investment of Banks in the Digital Economy?,” with H. Park. “Herd Instinct in the Digital Currency Markets,” with M. Song.

Teaching:		Graduate Courses Financial Markets and Instruments, Asset Pricing, Financial Econometrics, Derivative Pricing, Financial Engineering Undergraduate Courses Derivatives, Fixed Income Securities, Security Analysis and Valuation, Financial Modeling, Investments, Portfolio Management, Corporate Finance

Honors, Grants, & Awards:		Koppelman School of Business Faculty Service Excellence Award, 2025. PSC-CUNY Research Award # 68418-00 56, 2025. 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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