Thomas Kim, PhD

Research Interests
Financial Markets, Investments, Digital Currencies
Teaching Interests
Derivative Market, Fixed Income Securities, Investment Theories, Corporate Finance
Publications
Journal Articles
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“Asymmetric Correlation as an Explanation for the Effect of Asset Skewness on Equity Returns”, with Y. Peter Chung, 2017, Asia Pacific Journal of Finanacial Studies 46 (5), 686-699
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“Extreme Returns and Herding of Trades”, with Y. Peter Chung, 2017, Review of Finance 21 (6), 2379–2399
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“On the transaction cost of Bitcoin”, 2017, Finance Research Letters 23, 300-305
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“Does Individual-Stock Skewness/Coskewness Reflect Portfolio Risk?”, 2015, Finance Research Letters, 15, 167-174.
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“Predecessors of Bitcoin and their implications for the prospect of virtual currencies”, 2015, Plos One 10(4)
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“The Win-Loss Ratio as an Ability Signal of Mutual Fund Managers: A Measure that is Less Influenced by Luck”, 2015, with Peter Y. Chung, Financial Markets and Portfolio Management, 29 (4), 301-336.
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“Are Trading Imbalances Indicative of Private Information?”, 2014, with Hans R. Stoll, Journal of Financial Markets 20, 151-174.
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“The Timing of Opening Trades and Pricing Errors”, 2013, Financial Management 42 (3), 503-516.
Courses Taught
- Derivative Securities
- Futures and Options
- Statistics I
Professional Affiliations
- American Finance Association
- Financial Management Association
Awards & Honors
- Beta Gamma Sigma
- Best Paper Award
- Doctoral Fellowship