Thomas Kim PhD

Assistant Professor of Finance Collins College of Business
School of Finance, Operations Management and International Business
Curriculum Vitae [PDF]

Ph.D., Vanderbilt University
M.B.A., University of Texas at Austin

Financial Markets, Investments, Digital Currencies

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

The following may be selected publications rather than a comprehensive list.

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.