Financial Markets, Investments, Digital Currencies

Derivative Market, Fixed Income Securities, Investment Theories, Corporate Finance

Journal Articles

• “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.

• Statistics I
• Futures and Options

• American Finance Association
• Financial Management Association

• Beta Gamma Sigma
• Best Paper Award
• Doctoral Fellowship