Thomas Kim, PhD
Financial Markets, Investments, Digital Currencies
Derivative Markets, Fixed Income Securities, Investment Theories, Corporate Finance, Risk Management, Statistics
“Bitcoin Dilemma: Is Popularity Destroying Value?” 2020, Finance Research Letters, 33, article 101228.
“Which Firms Benefit from Market Making?”, 2020, with Y. Peter Chung, Kenji Kutsuna, and Richard Smith, Financial Markets and Portfolio Management 34, 33-63.
“What Causes the Asymmetric Correlation in Stock Returns?”, 2019, with Y. Peter Chung and Hyun A. Hong, Journal of Empirical Finance 54, 190-212.
“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
“Extreme Returns and Herding of Trades”, with Y. Peter Chung, 2017, Review of Finance 21 (6), 2379–2399
“On the transaction cost of Bitcoin”, 2017, Finance Research Letters 23, 300-305
“Does Individual-Stock Skewness/Coskewness Reflect Portfolio Risk?”, 2015, Finance Research Letters, 15, 167-174.
“Predecessors of Bitcoin and their implications for the prospect of virtual currencies”, 2015, Plos One 10(4)
“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.
“Are Trading Imbalances Indicative of Private Information?”, 2014, with Hans R. Stoll, Journal of Financial Markets 20, 151-174.
“The Timing of Opening Trades and Pricing Errors”, 2013, Financial Management 42 (3), 503-516.
“Is Bitcoin Immune to the COVID-19 Pandemic?”, with Svetlana Orlova, Applied Finance Letters, forthcoming.
“Is it Worth to Hold Bitcoin?”, Finance Research Letters, forthcoming.
- Derivative Securities
- Futures and Options
- Statistics I
- American Finance Association
- Financial Management Association
Awards & Honors
- University Research Grant
- Beta Gamma Sigma
- Best Paper Award
- Doctoral Fellowship