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CV

Academic Positions

The University of Sydney Business School, Discipline of Finance, Australia
Senior Lecturer in Finance, 2015 – present

University of Neuchatel, Institute of Financial Analysis, Switzerland
Assistant Professor of Finance, 2011 – 2015

Education

Ohio State University, Fisher College of Business, USA
Visiting Scholar (Post doctoral student), 2010 – 2011

Korea Advanced Institute of Science and Technology (KAIST) Business School, Korea
Ph.D. in Finance, 2010

Monash University, Department of Accounting and Finance, Australia
Visiting doctoral student, 2008

Korea Advanced Institute of Science and Technology (KAIST), Korea
B.S. in Management Engineering, 2004

Research Interests

Empirical Asset pricing, Investments, Financial Market Anomalies

Publications

1.    Momentum and Downside Risk (with Tong Suk Kim), Journal of Banking and Finance, Vol 72, 104-118 (2016)

2.    The Financial Performance of Socially Responsible Investments: Insights from the ICAPM (with Yuchao Xiao, Robert Faff, and Philip Gharghori), Journal of Business Ethics, forthcoming

3.    Time-Varying Expected Momentum Profits (with Dongcheol Kim, Tai-Yong Roh, and Suk Joon Byun), Journal of Banking and Finance, Vol 49, 191–215 (2014)

4.    Pricing Innovations in Consumption Growth: A Re-evaluation of the Recursive Utility Model (with Yuchao Xiao, Robert Faff, and Philip Gharghori), Journal of Banking and Finance, Vol 37, 4465–4475 (2013)

5.    Are Good-News Firms Riskier than Bad-News Firms? (with Tong Suk Kim), Journal of Banking and Finance, Vol 36, 1528-1535 (2012)

6.    Macroeconomic Risk and the Cross-Section of Stock Returns (with Jangkoo Kang, Tong Suk Kim, and Changjun Lee), Journal of Banking and Finance, Vol 35, 3158-3173 (2011)

7.    Future Labor Income Growth and the Cross Section of Equity Returns (with Dongcheol Kim and Tong Suk Kim), Journal of Banking and Finance, Vol 35, 67-81 (2011)

Working Papers

1.    Why Has the Size Effect Disappeared? (with Dong-Hyun Ahn and Bohyun Yoon)

2.    A Joint Explanation for the Cross-Sectional and Intertemporal Variations of Momentum Profits (with Dongcheol Kim), Revise & Resubmit

3.    Dispersion of Beliefs, Ambiguity, and the Cross-Section of Stock Returns (with Deok-Hyeon Lee and Tong Suk Kim), Revise & Resubmit

4.    A Growth Risk-Based Explanation of PEAD (with Dongcheol Kim and Deok-Hyeon Lee)

5.    What Drives the Dispersion Anomaly? (with Buhui Qiu and Tai-Yong Roh)

6.    Consumption Growth Predictability and Asset Prices (with Changjun Lee and Tai-Yong Roh), Revise & Resubmit

Work in Progress

1.    Why Are Momentum Profitabilities Different Across Countries? (with Dong-Hyun Ahn and Tai-Yong Roh)

2.    Asset Pricing with Leisure: Implications for the Cross Section of Stock Returns

3.    Long-Run Risk with Durable Consumption: A Potential Resolution of Business Cycle Variation Puzzle (with Dong-Hyun Ahn and Hwagyun Kim)

Awards and Honors

Dean’s Citation for Teaching Award, University of Sydney Business School, S2 2016
Dean’s Citation for Teaching Award, University of Sydney Business School, S1 2016
Semifinalist for Best Paper Award, 2016 FMA Asia Pacific Conference
Outstanding Paper Award, 10th International Conference on Asia-Pacific Financial Markets, 2015
Best Paper Award, Joint Conference Allied Korea Finance Associations, 2014
Nominated for Best Paper Award, European Financial Management Association Meeting, 2013
Outstanding Paper Award, 7th International Conference on Asia-Pacific Financial Markets, 2012
Best Paper Award, Joint Conference Allied Korea Finance Associations, 2012
American Finance Association Student Travel Grant Award, 2010
Outstanding Paper Award, 4th International Conference on Asia-Pacific Financial Markets, 2009
Financial Management Association Doctoral Student Consortium, 2009
Selected for a Special PhD Paper Presentation Session at Financial Management Association, 2009
Doctoral Student Dissertation Award, Financial News & Korea American Finance Association, 2009
Best Paper Award, Doctoral Consortium hosted by five Korean Finance Associations, 2009
Best Paper Award, Citi Bank & KAIST Financial Paper Competition, 2008
Excellent Paper Award, KAIST Business School Doctoral Conference, 2007

Academic Presentations (including presentation by co-authors)

2017: European Financial Management Association (Athens), Financial Research Network (FIRN) Annual Conference (Uluru, scheduled), Auckland Finance Meeting (Two Papers, Queenstown, scheduled), Paris Financial Management Conference (scheduled), International Conference on Asia-Pacific Financial Markets (Seoul, scheduled)

2016: FMA Asia Pacific Conference (Sydney), European Financial Management Association (Basel), IFABS (International Finance and Banking Society) Conference (Barcelona), Multinational Finance Conference (Stockholm), Paris Financial Management Conference

2015: University of Sydney, University of Bristol, Victoria University of Wellington, University of Reading, Massey University (Manawatu and Albany campuses), SGF (Swiss Society for Financial Market Research) Conference (Zurich), Multinational Finance Conference (Halkidiki, Greece), Financial Research Network (FIRN) Annual Conference (Palm Cove), International Conference on Asia-Pacific Financial Markets (Seoul), Auckland Finance Meeting

2014: Hanyang University, Financial Management Association Annual Meeting (Nashville), IFABS (International Finance and Banking Society) Conference (Lisbon), World Finance Conference (Two Papers, Venice), Multinational Finance Conference (Prague), Joint Conference Allied Korea Finance Associations (Cheonan)

2013: Kyung Hee University, International Paris Finance Meeting,  Financial Management Association Annual Meeting (Chicago), European Financial Management Association (Reading, UK), Multinational Finance Conference (Izmir, Turkey)

2012: Yonsei University, Financial Management Association Annual Meeting (Two Papers, Atlanta), SGF (Swiss Society for Financial Market Research) Conference (Zurich), Australian Finance and Banking Conference (Sydney), International Conference on Asia-Pacific Financial Markets (Seoul), Joint Conference Allied Korea Finance Associations (Cheonan)

2011: KAIST, Yonsei University, University of Neuchatel, Sejong University, Hallym University, Australian Finance and Banking Conference (Sydney), Multinational Finance Conference (Rome), Korea Securities Association Annual Meetings (Seoul)

2010: European Finance Association Annual Meeting (Frankfurt), Financial Management Association Annual Meeting (New York),  International Conference on Asia-Pacific Financial Markets (Seoul), Joint Conference Allied Korea Finance Associations (Two Papers, Dogo)

2009: Financial Management Association Annual Meeting (Two Papers, Reno), International Conference on Asia-Pacific Financial Markets (Seoul), Asian Finance Association International Conference (Brisbane), Joint Conference Allied Korea Finance Associations (Dogo)

2008: International Conference on Asia-Pacific Financial Markets (Seoul)

Teaching Experiences

Instructor at the University of Sydney (2015 – present)
Postgraduate Courses: International Business Finance, Derivative Securities, Financial Modelling, Capital Markets and Corporate Finance

Instructor at University of Neuchatel (2011 – 2015)
Master Courses: Derivatives, Fixed Income Analysis

Teaching Assistant at KAIST (2006 – 2009)
MBA Courses: Fixed Income Analysis, Investment Theory and Analysis, Market Risk Management, Credit Risk Management, Financial Market Microstructure, Computer Programming in Finance, Financial Mathematics

Teaching Assistant at Monash University (2008)
Course: Advanced Modeling in Finance

Professional Activities

Referee Activity: Journal of Banking and Finance, Journal of Financial Markets, Journal of Empirical Finance, Financial Review, Pacific-Basin Finance Journal, Journal of Macroeconomics, Journal of Applied Economics, International Review of Financial Analysis, Accounting and Finance, Applied Financial Economics, Asia-Pacific Journal of Financial Studies, Korean Journal of Finance

Discussion: 2017 European Financial Management Association (Athens), 2017 PhD Conference in Economics and Business (Melbourne), 2016 China International Conference in Finance (Xiamen), 2016 FMA Asia Pacific Conference (Sydney), 2016 Paris Financial Management Conference, 2016 Multinational Finance Conference (Stockholm), 2015 Auckland Finance Meeting, 2015 International Conference on Asia-Pacific Financial Markets (Seoul), 2015 Financial Research Network (FIRN) Annual Conference (Palm Cove), 2015 SGF (Swiss Society for Financial Market Research) Conference (Zurich), 2014 World Finance Conference (Venice), 11th International Paris Finance Meeting, 2013 European Financial Management Association (Reading, UK), 2012 Financial Management Association Annual Meetings (Atlanta), 2012 Annual Conference of Asia-Pacific Association of Derivatives (Busan), 2011 Multinational Finance Conference (Rome), 2010 Financial Management Association Annual Meetings (New York)

Session chair: 2015 SGF (Swiss Society for Financial Market Research) Conference (Zurich), 2014 World Finance Conference (Venice)

Conference Review Committee: 2017 FMA (Boston), 2017 FMA Europe (Lisbon), 2017 FMA Asia (Taipei), 2016 European Finance Association (Oslo), 2016 FMA (Las Vegas), 2016 SGF (Swiss Society for Financial Market Research) Conference, 2015 European Finance Association (Vienna), 2015 FMA (Orlando), 2015 FMA Asia (Seoul), 2015 SGF Conference, 2014 FMA (Nashville), 2014 SGF Conference, 2013 SGF Conference

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