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ÆíÁýÀ§¿øÀå, Review of Financial Studies, 2022-ÇöÀç
ÆíÁýÀ§¿øÀå, Journal of Banking and Finance, 2019 – ÇöÀç
ÆíÁýÀ§¿øÀå, Journal of Financial Research, 2019 – ÇöÀç
ÆíÁýÀ§¿øÀå, Asia-Pacific Journal of Financial Studies, 2014 – ÇöÀç
ÆíÁýÀ§¿øÀå, Pacific-Basin Finance Journal, 2021 - ÇöÀç
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William F. Sharpe ÃÖ¿ì¼ö ³í¹®»ó, Journal of Financial and Quantitative Analysis 2022
Review of Finance ÃÖ¿ì¼ö ¸®ºä¾î»ó
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´º¿å´ëÇб³ ½ºÅϽºÄð David M. Graifman ÃÖ¿ì¼ö Á¹¾÷³í¹®»ó
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±¹¹Î¿¬±Ý±â±Ý ¿ÜºÎÆò°¡À§¿ø Àü¹®°¡±×·ì, 2019 – ÇöÀç
TFS-ICAP´º¿å ¿Üȯ¿É¼Ç°Å·¡ ÄÁ¼³ÆÃ, 2008
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“Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs” with Yesol Huh and Sean Shin. Management Science, accepted
“On the Interest Rate Sensitivity of Corporate Securities” with Matthew Richardson and Robert Whitelaw, Review of Asset Pricing Studies, forthcoming
“Sitting Bucks: Stale Pricing in Fixed Income Funds” with Mathias Kronlund and Jimmy Oh. Journal of Financial Economics, forthcoming
“Mutual Fund Flows and Fluctuation in Credit and Business Cycles”with Azi Ben-Rephale and Itay Goldstein. Journal of Financial Economics, 139(1), January 2021, pp. 84-108.
“Granularity of Corporate Debt” with Dirk Hackbarth and Josef Zechner. Journal of Financial and Quantitative Analysis, 56(4), June 2021, pp. 1127-1162
“Corporate Bond Mutual Funds and Asset Fire Sales” with Saeid Hoseinzade, Sean Seunghun Shin, and Hassan Tehranian. Journal of Financial Economics, 138(2), November 2020, pp. 432-457.
“Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS-Bond Basis” with Or Shashar and Sean Seunghun Shin. Management Science, 65(9), September 2019, pp. 4100-4122.
“Asymmetric Learning from Price and Post-Earnings Announcement Drift” with Linh Le and Jared Williams. Contemporary Accounting Research, 36(3), Fall 2019, pp. 1724-1750.
“Reaching for Yield in Corporate Bond Mutual Funds” with Mathias Kronlund. Review of Financial Studies, 31(5), May 2018, pp. 1930-1965.
“Corporate Debt Maturity Profiles” with Dirk Hackbarth and Josef Zechner. Journal of Financial Economics, 130(3), December 2018, pp. 484-502.
“Anomalies and Market (Dis)Integration” with Yongjun Kim. Journal of Monetary Economics, 100, December 2018, pp. 16-34.
"The Volatility of a Firm's Assets and the Leverage Effect" with Matthew Richardson.Journal of Financial Economics, 121(2), August 2016, pp. 254-277.
"What Drives the Value Premium?: The Role of Asset Risk and Leverage" (solo-authored), Review of Financial Studies, 26(11), November 2013, pp. 2845-2875.
"Credit Risk Model with Lagged Information"(solo-authored), Journal of Derivatives, Winter 2008, pp. 85-93