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Kim,  Soohun Assistant Professor 사진
Kim, Soohun Assistant Professor
Contact Information
Research Areas Asset Pricing, Financial Econometrics, Financial Market Frictions, Derivatives
Biography

Education

    Sep 2007-Aug 2013 PhD in Finance | Northwestern University, Evanston, IL
    Mar 1998-Feb 2002 BA, Economics | Seoul National University, Seoul, South Korea

Career

    Jun 2020-Now, Assistant Professor of Finance KAIST, Seoul, South Korea
    Jun 2013-May 2020, Assistant Professor of Finance Georgia Institute of Technology, Atlanta, GA
Publications & Research

Publications (patents, etc.)

    - Analyzing Active Fund Managers' Commitment to ESG: Evidence from the United Nations Principles for Responsible Investment, Management Science, Accepted with Aaron Yoon

    - Revealed Heuristics: Evidence from Investment Consultants’ Search Behavior, Review of Asset Pricing Studies,
    Forthcoming with Sudheer Chava and Daniel Weagley

    - Characteristic-based Returns: Alpha or Smart Beta?, Journal of Investment Management, Forthcoming with Robert Korajczyk and Andreas Neuhierl

    - Arbitrage Portfolios, Review of Financial Studies, (2021) with Robert Korajczyk and Andreas Neuhierl

    - Self-fulfilling arbitrages necessitate crash risk, Journal of Financial Market (2020) with Donghyun Ahn and Kyoungwon Seo

    - Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach, Journal of Econometrics, (2018) with Georgios Skoulakis

    WORKING PAPERS
    - Capital Allocation and the Market for Mutual Funds: Inspecting the Mechanism (2021) with Jules van Binsbergen and John Kim

    - Large Sample Estimators of Stochastic Discount Factor (2021) with Robert Korajczyk

    - Payoff Estimation of Analysts’ Herding Incentive (2021) with Jonathan Clarke and Kyoungwon Seo

    - The More Resilient, the More Vulnerable (2021) with Donghyun Ahn and Kyoungwon Seo

    - Testing Ex-post Implications of Asset Pricing Models using Individual Stocks over Short Horizons (2019) with Georgios Skoulakis

    - A Hidden Markov Modeling of Momentum (2018) with Kent Daniel and Ravi Jagannathan

    - Global Diversification with Local Stocks: A Road Less Traveled (2017) with Cheol Eun, Fengrong Wei, and Teng Zhang

Research Areas

    Contact : Joo, Sunhee ( shjoo2006@business.kaist.ac.kr )

    Faculty & Research

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