Jaewon Choi : Citation Profile


Are you Jaewon Choi?

University of Illinois at Urbana-Champaign (50% share)
Yonsei University (50% share)

8

H index

8

i10 index

174

Citations

RESEARCH PRODUCTION:

10

Articles

8

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 19
   Journals where Jaewon Choi has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 5 (2.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch2101
   Updated: 2022-11-19    RAS profile: 2022-06-12    
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Relations with other researchers


Works with:

Zechner, Josef (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jaewon Choi.

Is cited by:

Boyarchenko, Nina (8)

Zhu, Qifei (4)

Christiansen, Charlotte (3)

Kovner, Anna (3)

Moench, Emanuel (3)

Shachar, Or (3)

Crump, Richard (3)

Ferrero, Andrea (2)

Eren, Egemen (2)

Episcopos, Athanasios (2)

Garcia-Appendini, Emilia (2)

Cites to:

Acharya, Viral (14)

Pedersen, Lasse (10)

Campbell, John (10)

Fama, Eugene (9)

French, Kenneth (9)

Bollerslev, Tim (7)

merton, robert (6)

Stulz, René (6)

Adrian, Tobias (6)

Zakrajšek, Egon (5)

Amihud, Yakov (5)

Main data


Where Jaewon Choi has published?


Journals with more than one article published# docs
Journal of Financial Economics4
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Jaewon Choi (2022 and 2021)


YearTitle of citing document
2022Under pressure: market conditions and stress. (2022). Zhu, Sonya ; Hordahl, Peter ; Aldasoro, Iaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:2209c.

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2021Disentangling types of liquidity and testing limits?to?arbitrage theories in the CDS–bond basis. (2021). Schnitzler, Jan ; Augustin, Patrick. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:120-146.

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2021The expected investment growth premium. (2021). Yu, Jianfeng ; Wang, Huijun ; Li, Jun. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:905-933.

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2021Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk. (2021). Zhu, Zhongyan ; Ou, Jitao ; Jiang, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:537-586.

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2022Monetary Policy and Asset Valuation. (2022). Ludvigson, Sydney C ; Lettau, Martin ; Bianchi, Francesco. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:967-1017.

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2022Debt Refinancing and Equity Returns. (2022). Wagner, Christian ; Nagler, Florian ; Friewald, Nils. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2287-2329.

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2022Does amortization matter? Evidence from the syndicated loan market. (2022). Nguyen, CA. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:92-123.

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2022Quantitative easing and agency MBS investment and financing choices by mortgage REITs. (2022). Frame, W ; Steiner, Eva. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:4:p:931-965.

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2022Banks vs. markets : Are banks more effective in facilitating sustainability?. (2022). Zhao, Binru ; Xie, RU ; Ongena, Steven ; Newton, David P. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2022_005.

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2022Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?. (2022). Szabo, Milan. In: Working Papers. RePEc:cnb:wpaper:2022/6.

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2022The rise of bond financing in Europe. (2022). Darmouni, Olivier ; Papoutsi, Melina. In: Working Paper Series. RePEc:ecb:ecbwps:20222663.

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2022Macroprudential regulation of investment funds. (2022). Wicknig, Florian ; Kaufmann, Christoph ; di Iasio, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20222695.

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2021A review of the Post-Earnings-Announcement Drift. (2021). Fink, Josef. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303750.

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2021Debt maturity dispersion and the cost of bank loans. (2021). Wang, Chih-Wei ; King, Tao-Hsien Dolly ; Chiu, Wan-Chien. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001711.

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2022Duration of executive compensation and maturity structure of corporate debt. (2022). Tang, Tian ; Huang, Minjie ; Fu, Xudong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000311.

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2021The role of the leverage effect in the price discovery process of credit markets. (2021). Zimmermann, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302013.

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2021Optimal capital structure, ambiguity aversion, and leverage puzzles. (2021). Liu, Hening ; Duan, Xiaoman ; Cao, Wenbin ; Attaoui, Sami. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001111.

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2022Price impact, strategic interaction and portfolio choice. (2022). Curatola, Giuliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001959.

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2022Does investor sentiment affect fund crashes? Evidence from Chinese open-end funds. (2022). Jiang, Shuyang ; Ma, Yuyin ; Li, Shouwei ; Wang, HU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000213.

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2022Factor investing in Brazil: Diversifying across factor tilts and allocation strategies. (2022). Casalin, Fabrizio ; Rodrigues, Alexandre Alles. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000231.

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2021Investor sentiment in the equity market and investments in corporate-bond funds. (2021). Islam, Mohd Anisul. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002246.

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2022The role of asset payouts in the estimation of default barriers. (2022). Leledakis, George ; Episcopos, Athanasios ; Bougias, Alexandros. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s105752192200062x.

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2021The value premium during flights. (2021). Galvani, Valentina. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319306117.

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2022Modeling and forecasting firm-specific volatility: The role of asymmetry and long-memory. (2022). Gonzalez-Pla, Francisco ; Lovreta, Lidija. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001933.

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2021Financial oligopolies and parallel exclusion in the credit default swap markets. (2021). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:56:y:2021:i:c:s1386418120300756.

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2022Predictive information in corporate bond yields. (2022). Lin, Hai ; Zhou, Guofu ; Wu, Chunchi ; Guo, XU. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000616.

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2021Debt rollover risk, credit default swap spread and stock returns: Evidence from the COVID-19 crisis. (2021). Wang, Teng ; Qiu, Buhui ; Liu, YA. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308921000140.

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2022Implications of public corruption for local firms: Evidence from corporate debt maturity. (2022). Hassan, M. Kabir ; Kozlowski, Steven E ; Karim, Md Sydul. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308922000043.

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2022Large international corporate bonds: Investor behavior and firm responses. (2022). Schmukler, Sergio ; Williams, Tomas ; Larrain, Mauricio ; Calomiris, Charles W. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000563.

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2021Risk and return in international corporate bond markets. (2021). Bekaert, Geert ; de Santis, Roberto A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000573.

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2021From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress. (2021). Ferriani, Fabrizio. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001086.

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2021Bond market intermediation and the Role of Repo. (2021). Infante, Sebastian ; Huh, Yesol. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302612.

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2021Aggregate Distress Risk and Equity Returns. (2021). Jiang, Xiaowen ; Guo, Hui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002478.

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2022Negative externalities of mutual fund instability: Evidence from leveraged loan funds. (2022). Mahlmann, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s037842662100279x.

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2022Stocks versus corporate bonds: A cross-sectional puzzle. (2022). Driessen, Joost ; van Zundert, Jeroen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000474.

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2022How do corporate bond investors measure performance? Evidence from mutual fund flows. (2022). Prokopczuk, Marcel ; Hollstein, Fabian ; Dang, Thuy Duong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001492.

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2021Systematic risk, debt maturity, and the term structure of credit spreads. (2021). Yang, Jun ; Xu, YU ; Chen, Hui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:770-799.

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2021Capital supply and corporate bond issuances: Evidence from mutual fund flows. (2021). Zhu, Qifei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:551-572.

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2021Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence. (2021). Wen, Quan ; Bali, Turan G ; Bai, Jennie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1017-1037.

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2022Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market. (2022). Wang, Ashley ; Sun, Zheng ; Li, YI ; Jiang, Hao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:277-302.

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2022Dominant currency debt. (2022). Malamud, Semyon ; Eren, Egemen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:2:p:571-589.

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2022Do real estate values boost corporate borrowing? Evidence from contract-level data. (2022). Steiner, Eva ; Kankanhalli, Gaurav ; Connolly, Robert A ; Campello, Murillo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:2:p:611-644.

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2022The maturity premium. (2022). Zechner, Josef ; Weiss, Patrick ; Chaderina, Maria. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:2:p:670-694.

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2022Sitting bucks: Stale pricing in fixed income funds. (2022). Jimmy, Ji Yeol ; Kronlund, Mathias ; Choi, Jae Won. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:296-317.

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2022Endogenous inattention and risk-specific price underreaction in corporate bonds. (2022). Li, Jiacui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:595-615.

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2021Liquidity and price pressure in the corporate bond market: evidence from mega-bonds. (2021). Wang, Liying ; Helwege, Jean. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000231.

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2021Credit default swaps and corporate bond trading. (2021). Czech, Robert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s1042957321000334.

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2021Reversal effect and corporate bond pricing in China. (2021). Wang, Guanying ; Zhang, Heming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001712.

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2022The impact of rollover restriction on stock price crash risk. (2022). Liu, Haiming ; Wang, Xiaoxiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000919.

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2022On the benefits of active stock selection strategies for diversified investors. (2022). Auer, Benjamin R ; Stadtmuller, Immo ; Schuhmacher, Frank. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:342-354.

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2021Flight to quality and implicit guarantee: Evidence from Chinese trust products. (2021). Sohn, Sungbin ; Park, Heungju. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:399-419.

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2021Chinese Economic Policy Uncertainty and the Cross-Section of U.S. Asset Returns. (2021). Nam, Eun-Young ; Jeon, Yoontae ; Lee, Kiryoung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1063-1077.

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2022The value premium and investors appetite for risk. (2022). Jacob, Maram ; Qadan, Mahmoud. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:194-219.

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2021The Last Resort in a Changing Landscape. (2021). Daly, Mary. In: FRBSF Economic Letter. RePEc:fip:fedfel:91337.

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2021The Last Resort in a Changing Landscape. (2021). Daly, Mary. In: Speech. RePEc:fip:fedfsp:91338.

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2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-06.

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2022The Primary and Secondary Corporate Credit Facilities. (2022). Cox, Caren ; Boyarchenko, Nina ; Steiner, Patrick ; Shachar, OR ; Kovner, Anna ; Danzig, Andrew ; Crump, Richard K. In: Economic Policy Review. RePEc:fip:fednep:94430.

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2021Measuring Corporate Bond Market Dislocations. (2021). Shachar, Or ; Kovner, Anna ; Crump, Richard ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:89473.

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2021COVID Response: The Primary and Secondary Corporate Credit Facilities. (2021). Shachar, Or ; Kovner, Anna ; Crump, Richard ; Boyarchenko, Nina ; Danzig, Andrew ; Cox, Caren ; Steiner, Patrick. In: Staff Reports. RePEc:fip:fednsr:93083.

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2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:93712.

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2022Do ESG Ratings Reduce the Asymmetry Behavior in Volatility?. (2022). Eratalay, Mustafa Hakan ; Liebhardt, Sascha ; Zarafat, Hashem. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:320-:d:869529.

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2022The Impact of the Real Interest Rate, the Exchange Rate and Political Stability on Foreign Direct Investment Inflows: A Comparative Analysis of G7 and GCC Countries. (2022). Alshubiri, Faris. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-022-09360-0.

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2021Debt Maturity and the Dynamics of Leverage. (2021). Zechner, Josef ; Dangl, Thomas . In: Review of Financial Studies. RePEc:oup:rfinst:v:34:y:2021:i:12:p:5796-5840..

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2022Selection ability, timing ability, and performance persistence of Indian fixed income mutual funds. (2022). Gupta, Supratim ; Madhavan, Vinodh ; Patel, Mayank. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:1:d:10.1057_s41260-021-00253-x.

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2022The role of asset payouts in the estimation of default barriers. (2022). Leledakis, George ; Episcopos, Athanasios ; Bougias, Alexandros. In: MPRA Paper. RePEc:pra:mprapa:112317.

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2022Monetary Policy and Risk-Taking: Evidence from Thai Corporate Bond Markets. (2022). Amatyakul, Pongpitch ; Nookhwun, Nuwat ; Worasak, Warinthip. In: PIER Discussion Papers. RePEc:pui:dpaper:186.

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2021Navigating the factor zoo around the world: an institutional investor perspective. (2021). Bartram, Söhnke ; Pope, Peter F ; Lohre, Harald ; Ranganathan, Ananthalakshmi. In: Journal of Business Economics. RePEc:spr:jbecon:v:91:y:2021:i:5:d:10.1007_s11573-021-01035-y.

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2021Procyclical asset management and bond risk premia. (2021). Moench, Emanuel ; Fricke, Christoph ; Barbu, Alexandru. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021116.

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2022Unprofitability of food market investments. (2022). Auer, Benjamin R ; Vinzelberg, Anja. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:7:p:2887-2910.

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2021Synthetic leverage and fund risk-taking. (2021). Fricke, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:092021.

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2021On the valuation skills of corporate bond mutual funds. (2021). Zhang, Pei ; Cici, Gjergji. In: CFR Working Papers. RePEc:zbw:cfrwps:2105.

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Works by Jaewon Choi:


YearTitleTypeCited
2020Network-Based Measures of Systemic Risk in Korea In: Working Papers.
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paper0
2017Corporate Debt Maturity Profiles In: CEPR Discussion Papers.
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paper23
2018Corporate debt maturity profiles.(2018) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 23
article
2019Bond Funds and Credit Risk In: CEPR Discussion Papers.
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paper0
2021Granularity of Corporate Debt In: Journal of Financial and Quantitative Analysis.
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article5
2013Granularity of corporate debt.(2013) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 5
paper
2016The volatility of a firms assets and the leverage effect In: Journal of Financial Economics.
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article15
2020Corporate bond mutual funds and asset fire sales In: Journal of Financial Economics.
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article14
2021Mutual fund flows and fluctuations in credit and business cycles In: Journal of Financial Economics.
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article6
2018Anomalies and market (dis)integration In: Journal of Monetary Economics.
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article14
2017Customer Liquidity Provision : Implications for Corporate Bond Transaction Costs In: Finance and Economics Discussion Series.
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paper6
2013Did liquidity providers become liquidity seekers? In: Staff Reports.
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paper17
2019Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS–Bond Basis In: Management Science.
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article12
2014On the Fundamental Relation Between Equity Returns and Interest Rates In: NBER Working Papers.
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paper3
2022Natural Disasters and Municipal Bonds In: NBER Working Papers.
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paper0
2013What Drives the Value Premium?: The Role of Asset Risk and Leverage In: Review of Financial Studies.
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article30
2018Reaching for Yield in Corporate Bond Mutual Funds In: Review of Financial Studies.
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article27
2019Asymmetric Learning from Prices and Post?Earnings?Announcement Drift In: Contemporary Accounting Research.
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article2

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