11
H index
11
i10 index
356
Citations
Seoul National University | 11 H index 11 i10 index 356 Citations RESEARCH PRODUCTION: 16 Articles 10 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jaewon Choi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 5 |
The Review of Financial Studies | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year | Title of citing document |
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2024 | Essays on Responsible and Sustainable Finance. (2024). Malakar, Baridhi. In: Papers. RePEc:arx:papers:2406.12995. Full description at Econpapers || Download paper |
2024 | Understanding the Excess Bond Premium. (2024). Yuan, Jun ; Hull, John ; Cheng, Ing-Haw ; Martineau, Charles ; Strela, Vasily ; Nozawa, Yoshio ; Wu, Yuntao ; Benson, Kevin. In: Papers. RePEc:arx:papers:2412.04063. Full description at Econpapers || Download paper |
2024 | Foreign Exchange Fixings and Returns around the Clock. (2024). Mueller, Philippe ; Whelan, Paul ; Krohn, Ingomar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:541-578. Full description at Econpapers || Download paper |
2024 | How Integrated are Credit and Equity Markets? Evidence from Index Options. (2024). Trolle, Anders B ; Junge, Benjamin ; Collindufresne, Pierre. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:949-992. Full description at Econpapers || Download paper |
2024 | Bonds versus Equities: Information for Investment. (2024). Chang, Huifeng ; Eisfeldt, Andrea L ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3893-3941. Full description at Econpapers || Download paper |
2024 | First-mover advantage in funds revisited. (2024). Dunne, Peter ; Chen, Yuting. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/24. Full description at Econpapers || Download paper |
2024 | Climate Change Impacts on Public Finances Around the World. (2024). Barrage, Lint. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11443. Full description at Econpapers || Download paper |
2025 | Mitigating fragility in open-ended investment funds: the role of redemption restrictions. (2025). Vivar, Luis Molestina. In: Working Paper Series. RePEc:ecb:ecbwps:20253025. Full description at Econpapers || Download paper |
2024 | Do mutual funds and ETFs affect the commonality in liquidity of corporate bonds?. (2024). Cotelioglu, Efe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000550. Full description at Econpapers || Download paper |
2024 | ESG investment preference and fund vulnerability. (2024). Wang, HU. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005185. Full description at Econpapers || Download paper |
2024 | Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds. (2024). Chen, Steven Shu-Hsiu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054. Full description at Econpapers || Download paper |
2024 | Maturity diversification: The use of foreign and domestic bonds. (2024). Sapp, Stephen. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012443. Full description at Econpapers || Download paper |
2024 | Are fund managers rewarded for taking cyclical risks?. (2024). Ryan, Ellen. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000119. Full description at Econpapers || Download paper |
2024 | Central banks’ corporate asset purchase programmes and risk-taking by bond funds in the aftermath of market stress. (2024). Gallo, Raffaele ; Branzoli, Nicola ; Portioli, Dario ; Ilari, Antonio. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000469. Full description at Econpapers || Download paper |
2024 | Investor flows, performance, and fragility of U.S. municipal bond mutual funds. (2024). Peterson, Mark A. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000524. Full description at Econpapers || Download paper |
2024 | Bond convenience curves and funding costs. (2024). Sihvonen, Markus ; Nissinen, Juuso. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000965. Full description at Econpapers || Download paper |
2024 | Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?. (2024). Weistroffer, Christian ; Wedow, Michael ; Vivar, Luis Molestina ; Dekker, Lennart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001774. Full description at Econpapers || Download paper |
2024 | The green corporate bond issuance premium. (2024). Caramichael, John ; Rapp, Andreas C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000463. Full description at Econpapers || Download paper |
2024 | Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds. (2024). Huang, Jingzhi ; Wang, Ying. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001341. Full description at Econpapers || Download paper |
2024 | Sustainable investing in times of crisis: Evidence from bond holdings and the COVID-19 pandemic. (2024). Fatica, Serena ; Panzica, Roberto. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001559. Full description at Econpapers || Download paper |
2024 | Asset life, leverage, and debt maturity matching. (2024). Geelen, Thomas ; Hajda, Jakub ; Morellec, Erwan ; Winegar, Adam. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000199. Full description at Econpapers || Download paper |
2024 | Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399. Full description at Econpapers || Download paper |
2024 | Monetary policy and fragility in corporate bond mutual funds. (2024). Kuong, John Chi-Fong ; Zhang, Jinyuan ; Odonovan, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001545. Full description at Econpapers || Download paper |
2024 | Firm-level ESG information and active fund management. (2024). Chen, Linquan ; Kumar, Alok ; Leung, Woon Sau. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s1042957324000500. Full description at Econpapers || Download paper |
2024 | The impact of asset-liability maturity mismatch on stock returns: Evidence from China during 1998–2021. (2024). Bai, Yunxia ; Chen, Taoqin ; Qiu, Muqing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001100. Full description at Econpapers || Download paper |
2024 | Do hedge funds bet against beta?. (2024). Riley, Timothy B ; Yan, Qing ; Malakhov, Alexey. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1507-1525. Full description at Econpapers || Download paper |
2024 | Refinancing risk, earnings management, and stock return. (2024). Kim, Yura ; Wang, Shu-Feng ; Song, Kyojik Roy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001867. Full description at Econpapers || Download paper |
2025 | Reaching for yield: evidence from households. (2025). Zhu, Ning ; Smirnova, Oksana ; Peng, Cameron ; Gomes, Francisco. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125397. Full description at Econpapers || Download paper |
2024 | Central Banking Post Crises. (2024). Kiley, Michael ; Mishkin, Frederic S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-35. Full description at Econpapers || Download paper |
2024 | Reaching for Duration and Leverage in the Treasury Market. (2024). Kahn, Robert ; Barth, Daniel ; Monin, Phillip J ; Sokolinskiy, Oleg. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-39. Full description at Econpapers || Download paper |
2024 | Clustering in Natural Disaster Damages. (2024). Seltzer, Lee ; Kim-Sherman, Jacob. In: Staff Reports. RePEc:fip:fednsr:99082. Full description at Econpapers || Download paper |
2024 | Anomaly Identification and Premium Mining: Evidence from Chinese Urban Construction Investment Bonds. (2024). Wang, Dong ; Li, Jiahong. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09437-4. Full description at Econpapers || Download paper |
2024 | Book-to-market effect and product life cycle. (2024). Huang, Alex ; Yu, Dan-Liou ; Wang, Yanzhi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01270-8. Full description at Econpapers || Download paper |
2025 | Nonlinear structural estimation of corporate bond liquidity. (2025). Zhou, Xinyue ; Gonzalez, Diego Leal ; Stanhouse, Bryan ; Stock, Duane. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01323-y. Full description at Econpapers || Download paper |
2024 | Contingent Claims and Hedging of Credit Risk with Equity Options. (2024). Salvador, Enrique ; Avino, Davide E. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:2:p:310-348.. Full description at Econpapers || Download paper |
2024 | Bond Price Fragility and the Structure of the Mutual Fund Industry. (2024). Giannetti, Mariassunta ; Jotikasthira, Chotibhak. In: The Review of Financial Studies. RePEc:oup:rfinst:v:37:y:2024:i:7:p:2063-2109.. Full description at Econpapers || Download paper |
2024 | The integration of performance management and risk management in the public sector: an empirical case. (2024). Ievoli, R ; Damore, G ; Bracci, E ; Bruno, A. In: Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung. RePEc:spr:jmgtco:v:35:y:2024:i:1:d:10.1007_s00187-024-00369-2. Full description at Econpapers || Download paper |
2024 | Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435. Full description at Econpapers || Download paper |
2024 | Once a trader, always a trader: The role of traders in fund management. (2024). Schuster, Philipp ; Cici, Gjergji ; Weishaupt, Franziska. In: CFR Working Papers. RePEc:zbw:cfrwps:283003. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Network-Based Measures of Systemic Risk in Korea In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Network-based measures of systemic risk in Korea.(2023) In: Journal of Derivatives and Quantitative Studies: 선물연구. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Corporate Debt Maturity Profiles In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 52 |
2018 | Corporate debt maturity profiles.(2018) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
2019 | Bond Funds and Credit Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Bond funds and credit risk.(2022) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Granularity of Corporate Debt In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 19 |
2013 | Granularity of corporate debt.(2013) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2016 | The volatility of a firms assets and the leverage effect In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 26 |
2020 | Corporate bond mutual funds and asset fire sales In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 34 |
2021 | Mutual fund flows and fluctuations in credit and business cycles In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 13 |
2022 | Sitting bucks: Stale pricing in fixed income funds In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 6 |
2018 | Anomalies and market (dis)integration In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 27 |
2017 | Customer Liquidity Provision : Implications for Corporate Bond Transaction Costs In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 28 |
2024 | Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs.(2024) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2013 | Did liquidity providers become liquidity seekers? In: Staff Reports. [Full Text][Citation analysis] | paper | 15 |
2019 | Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS–Bond Basis In: Management Science. [Full Text][Citation analysis] | article | 22 |
2024 | Reaching for Yield and the Cross Section of Bond Returns In: Management Science. [Full Text][Citation analysis] | article | 0 |
2024 | Magnetic excitations in strained infinite-layer nickelate PrNiO2 films In: Nature Communications. [Full Text][Citation analysis] | article | 0 |
2014 | On the Fundamental Relation Between Equity Returns and Interest Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | Natural Disasters and Municipal Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2023 | Mutual Fund Flows and the Supply of Capital in Municipal Financing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Capital Structure Priority Effects in Durations, Stock-Bond Comovements, and Factor Pricing Models In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 1 |
2013 | What Drives the Value Premium?: The Role of Asset Risk and Leverage In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 39 |
2018 | Reaching for Yield in Corporate Bond Mutual Funds In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 64 |
2019 | Asymmetric Learning from Prices and Post‐Earnings‐Announcement Drift In: Contemporary Accounting Research. [Full Text][Citation analysis] | article | 2 |
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