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

Journal of Financial Market (2025), 75, 100985

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

- Revise & Resubmit

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

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

- Under Review

- 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)

- Under Review

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

Passive-Active Complementarity in Price Efficiency: Evidence from Russell Reconstitutions

- Under Review

- 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)

Jump Prediction with machine learning

Decomposing Variance Risk Premium

Connectivity of Stock Market and the Cross-Section of Returns