个人简介

教育背景： 2011 德州农工，金融学博士 2002 高丽大学，金融学硕士 2000 高丽大学，工商管理学士 教授课程： 金融计量经济学、固定收益、公司金融 RESEARCH & TEACHING INTERESTS Research Interests: Empirical Asset Pricing, Fixed Income Securities, Derivatives, Empirical Corporate Finance, Banking Teaching Interests: Investment, Derivatives, Fixed Income Securities, Risk Management, Corporate Finance, Banking Work in Progress “Time-varying Factors in the Term Structure: Information or Noise” (with Dong-Hyun Ahn) “Chines AH Premium and Short Sale Constraints” (with Sungbin Sohn and Lei Sun) “Stock Returns and Liquidity: Pricing the Funding and Macro Components of Liquidity” (with Sungbin Sohn) “Impact of Bank Credits on Output Volatility” (with Yang Li and Chunyang Wang) “State-Level Demographics and Local Return Predictability” (with Sudheer Chava, Michael Gallmeyer, and Daeyong Lee) “Uncertainty and the Value of Cash Holdings” (with Hyun Joong Im and Gege Zhao) TEACHING EXPERIENCE Fixed Income Securities, Peking University - Graduate level, Fall 2011, Spring 2013, Spring 2014, Fall 2014, and Spring 2015 Corporate Finance, Peking University - Graduate level, Spring 2012, Fall 2012, Fall 2013, and Fall 2014 Financial Econometrics, Peking University - Graduate level, Spring 2012 Research Methodology, Peking University - Graduate level, Spring 2013 and Spring 2014 Corporate Finance, South University of Science and Technology of China - Undergraduate level, Spring 2015 Managerial Finance I, Texas A&M University - Undergraduate level, Spring 2009 PROFESSIONAL EXPERIENCE Chief Researcher, Nice Pricing Services Inc., 2006 - Research on Derivative and Fixed Income Securities Pricing Associate Researcher, Korea Deposit Insurance Corporation, 2001-2002 - Research on Banking System, Financial Restructuring, and Deposit Insurance Fund Bonds