Field of Study

• Empirical Asset Pricing; Market Liquidity; Stock Market Efficiency; International Finance

Education

• KAIST, Ph.D. in Management Engineering (Finance)

• KAIST, M.S. in Management Engineering (Managerial Economics)

• Yonsei University, B.S. in Electrical & Electronic Engineering (Minor in Economics)

Courses

Undergraduate Courses

• Investments, Money and Banking, Financial Derivatives, Principles of Economics

Graduate Courses

• Seminar in Investments, Research Methods on Financial Markets, Financial Derivatives, Finance Machine Learning

Major Career

• Associate Professor, Department of International Finance, HUFS, 2025.3-present

• Assistant Professor, Department of International Finance, HUFS, 2021.3-2025.2

• Associate Research Fellow, Securities & Derivatives R&D Center, Korea Exchange, 2017.7-2021.2

Key Papers

• Simultaneous inference in testing conditional alphas of momentum portfolios (with J.Kim and S.Lee), North American Journal of Economics and Finance, 82, 2026, 102557

• Industry-adjusted book-to-market ratio and value premium (with J.Kim and S.Lee), Finance Research Letters, 86, 2025, 10834

• Impacts of analyst coverage initiation on market quality (with D. Ryu), Investment Analysts Journal, 53(4), 2024, 484-500

• Price informativeness: a potential explanation for the idiosyncratic volatility puzzle (with J. Kim), Applied Economics Letters, 30, 2023, 2264-2269

• Transitory prices, resiliency, and the cross-section of stock returns (with J. Kim), International Review of Financial Analysis, 63, 2019, 243-256