Thomas Kim, PhD

Thomas Kim, PhD
Assistant Professor of Finance
College of Business
Finance, Operations Management and International Business
918-631-2862 Helmerich Hall Room 118A

Education

PhD – Vanderbilt University MBA – University of Texas at Austin

Research Interests

Financial Markets, Investments, Digital Currencies

Teaching Interests

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

Publications

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.

Courses Taught

  • Statistics I
  • Futures and Options

Professional Affiliations

  • American Finance Association
  • Financial Management Association

Awards & Honors

  • Beta Gamma Sigma
  • Best Paper Award
  • Doctoral Fellowship