Chad
Department of Finance

Doctoral Student

Office
B356 Amos Hall
620 S. Lumpkin St.
Athens, GA, 30602
Email Address
Documents
Vita
Sites
Personal Website

Education

Ph.D., Finance, University of Georgia, 2022 (expected)
M.S., Financial Engineering, University of Illinois Urbana-Champaign, 2016
M.A., Applied Statistics, Yonsei University, 2014
B.S., Electronic Engineering, Sogang University, 2011

Research Interests

Asset Pricing
Behavioral Finance
Market Microstructure

Selected Publications

Journal Articles

  • Single-authored. Documenting the Post-2000 Decline in the Idiosyncratic Volatility Effect. Critical Finance Review, forthcoming.
  • Joseph H. T. Kim, Jiwook Jang, and Chaehyun Pyun. Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach. North American Actuarial Journal, 2019. 23:1, 82-97.