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

"On the transaction cost of Bitcoin", 2017, Finance Research Letters 23, 300-305

"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

“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.