Kyounghun Bae, Ph.D.
222 Wangsimni-ro, Seongdong-gu Seoul 04763, South Korea Tel: (82 2) 2220 1044 Fax: (82 2) 2220 1169 [email protected]
Current Position ● Assistant Professor, Hanyang University, Republic of Korea (March 2017 - Present)
Education ● Ph.D. in Finance, the University of Maryland at College Park (2015) ○ Committee: Albert S. “Pete” Kyle(Chair), Steve Heston, Mark Loewenstein, Anna Obizhaeva, John C. Chao ● M.S. in Economics, the University of Texas at Austin (2010) ● M.S. in Business, Seoul National University, Republic of Korea (2008) ● B.S. in Engineering, Seoul National University, Republic of Korea (2005)
Research Interests ● Primary: Market Microstructure, Asset Pricing, Portfolio Choice ● Other: Textual Analysis, Blockchain, Cryptocurrency
Professional Experience ● Director for Blockchain Finance and Economics Research Center at Hanyang University (2018-current)
Academic Appointments ● Assistant Professor, Ulsan National Institute of Science and Technology (UNIST), School of Business Administration, Republic of Korea (August 2015 - February 2017)
Editorial Board Appointments ● Korean Journal of Financial Studies (2019 - Current) ● Korean Journal of Futures and Options (2017 - Current)
Other Positions and Employment ● Research Assistant, Lower Colorado River Authority, USA (2009) ● Engineer, POSCO, Republic of Korea (2004-2006) ● Sergeant (Military Service), Eighth US Army, Republic of Korea (2001-2003)
Leadership and Service ● Hedge Fund Research Group, Seoul National University (2007-2008) ● Engineering Alpine Club, Seoul National University (1998-Current)
Skills ● Programming: Python, R, SAS, and STATA ● Languages: English(Fluent), Korean(Native)
Publications 1. “Do investors use options and futures to trade on different types of information? Evidence from an aggregate stock index” joint with Dixon, Journal of Futures Markets 38, no. 2 (2018): 175-198. 2. “Liquidity risk and Exchange-traded-fund returns, variances, and tracking errors” joint with Kim (Forthcoming at the Journal of Financial Economics) 3. “A study on Overseas ISA Cases and their Implications” joint with Kang, Park, and Oh (Forthcoming at the Korean Journal of Financial Studies)
Works In Progress 1. “Optimal Consumption with Perishable and Durable Goods in Complete Market” 2. “An Empirical Analysis of Predatory Trading” joint with Dixon, and Lee 3. “An Invariance Relationship in the Number of Buy-Sell Switching Points” joint with Kyle, Lee, and Obizhaeva 4. “Complex Emotions and Bitcoin Pricing” joint with Chae, Goo, and Kang 5. “Price Impact under Risk-averse Market Makers” joint with Kim, and Koo 6. “Returns to Scale Classification via Data Envelopment Analysis and Growth Opportunities” joint with Choi, and Lee
References
Albert S. “Pete” Kyle Charles E. Smith Chair Professor Department of Finance University of Maryland College Park, MD 20742-1815 office: (301) 405-9684 email: [email protected]
Steve Heston Professor of Finance Department of Finance University of Maryland College Park, MD 20742-1815 office: (301) 405-9686 email: [email protected]
Mark Loewenstein Associate Professor of Finance Department of Finance University of Maryland College Park, MD 20742-1815 office: (301) 405-2063 email: [email protected]