On the Efficiency Contributions of Analyst Recommendations to Financial Markets
with Suzanne S. Lee (Georgia Tech)

- Forthcoming at the Journal of Financial Markets, May 2025

Market Returns Dormant in Options Panels
with Yoosoon Chang (Indiana Univ), Soohun Kim (KAIST), and Joon Y. Park (Indiana Univ)

- Submitted, Jun 2025

- MFA (2025), NBER-NSF Conference (2024), FMA (2024), SoFiE (2024), SETA (2022), FMA on derivatives and volatility (2021), AKFA (2021), KAEA (2021), APAD (2020), Baruch College (2019)

Characteristics-based Risk Decomposition and Mispricing in High-frequency Return Panels
with Suzanne S. Lee (Georgia Tech) and Soohun Kim (KAIST)

- SoFiE (2025), Eastern FA (2025), MFA (2025), SWFA (2025), Erasmus University Rotterdam (2024), University of College Dublin (2024)

Risk Perception and Corporate Financing Behaviors
with Armen Hovakimian (Baruch College) and Joonsung (Francis) Won (University of Virginia)

- Revise & Resubmit, Feb 2025

- CICF (2023), FMA (2022), CFEA (2022), Korea-America Finance Association (KAFA) Brown Bag, Baruch College

Complementarity of Passive and Active Investment on Stock Price Efficiency

- CICF (2021), MFA (2020), FMA (2018), NFA (2018), Triple Crown Conference (2019), Baruch College (2020), Yeshiva University (2019)

Realized Skewness for Information Ambiguity
with Suzanne S. Lee (Georgia Tech)

- FMA (2016), NFA (2016), MFA (2016)

Functional Factors and Functional Factor Pricing Models
with Yoosoon Chang (Indiana Univ), Soohun Kim (KAIST), and Joon Y. Park (Indiana Univ)