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    Joint Appointment
  • Àü°ø   À繫
    Ph.D. New York University
  • À̸ÞÀÏ   jaewchoi@yonsei.ac.kr

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2010 ¹Ú»ç ´º¿å´ëÇб³ ½ºÅϽºÄð 
2004 ¼®»ç ÇÁ¸°½ºÅÏ´ëÇб³
1999 ÇÐ»ç ¼­¿ï´ëÇб³

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Asset Pricing
Institutional Investors (Mutual Funds, Hedge Funds, Broker Dealers)
Credit Markets
Capital Structure
Macroeconomy and Financial Markets

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“Mutual Fund Flows and Fluctuation in Credit and Business Cycles”with Azi Ben-Rephale and Itay GoldsteinJournal of Financial Economics, forthcoming.
Granularity of Corporate Debt” with Dirk Hackbarth and Josef ZechnerJournal of Financial and Quantitative Analysis, forthcoming. 

“Corporate Bond Mutual Funds and Asset Fire Sales” with Saeid HoseinzadeSean Seunghun Shin, and Hassan TehranianJournal 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 ShinManagement Science, 65(9), September 2019, pp. 4100-4122.
“Asymmetric Learning from Price and Post-Earnings Announcement Drift” with Linh Le and Jared WilliamsContemporary Accounting Research, 36(3), Fall 2019, pp. 1724-1750.
“Reaching for Yield in Corporate Bond Mutual Funds” with Mathias KronlundReview of Financial Studies31(5), May 2018, pp. 1930-1965. 
Corporate Debt Maturity Profiles” with Dirk Hackbarth and Josef ZechnerJournal of Financial Economics, 130(3), December 2018, pp. 484-502.
Anomalies and Market (Dis)Integration” with Yongjun KimJournal 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 Studies26(11), November 2013, pp. 2845-2875.
"Credit Risk Model with Lagged Information"(solo-authored), Journal of DerivativesWinter 2008, pp. 85-93 

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ÆíÁýÀ§¿øÀå, Journal of Banking and Finance

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