자산가격 연구실

[1] Bank Capital and Bank Stock Performance: When Times are Tough, Capital is King (with Christa H.S. Bouwman and Hagen Kim). [2] Heterogeneous Intermediary Capital, Asset Prices, and Fire Sales (with Christa H.S. Bouwman and Hagen Kim). [4] Stock Return Predictability and Machine Learning: Incorporating Transaction Costs (with Yonghwan Jo and Yonghwi Kim). [5] M&A as a Lottery: Probability Distortion in Market Reactions (with Xiao Pan). [1] Prospect-Theory Valuation and Corporate Acquisitions (with Xiao Pan). [2] Leveraging Stock Market Anomalies via Machine Learning (with Yejin Kim).