Jaewon Choi : Citation Profile


Seoul National University

11

H index

11

i10 index

356

Citations

RESEARCH PRODUCTION:

16

Articles

10

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 32
   Journals where Jaewon Choi has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 7 (1.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch2101
   Updated: 2025-05-17    RAS profile: 2024-08-09    
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Relations with other researchers


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:

Boyarchenko, Nina (11)

Shachar, Or (6)

Foley-Fisher, Nathan (5)

Verani, Stephane (5)

Czech, Robert (4)

Kovner, Anna (4)

Zhu, Qifei (4)

Moench, Emanuel (4)

Crump, Richard (4)

Zechner, Josef (4)

He, Zhiguo (4)

Cites to:

Acharya, Viral (14)

Campbell, John (10)

Pedersen, Lasse (10)

French, Kenneth (10)

Fama, Eugene (9)

Bollerslev, Tim (7)

Shleifer, Andrei (6)

Stulz, René (6)

merton, robert (6)

Adrian, Tobias (6)

Lo, Andrew (6)

Main data


Where Jaewon Choi has published?


Journals with more than one article published# docs
Journal of Financial Economics5
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Jaewon Choi (2025 and 2024)


YearTitle of citing document
2024Essays on Responsible and Sustainable Finance. (2024). Malakar, Baridhi. In: Papers. RePEc:arx:papers:2406.12995.

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2024Understanding 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.

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2024Foreign 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.

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2024How 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.

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2024Bonds 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.

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2024First-mover advantage in funds revisited. (2024). Dunne, Peter ; Chen, Yuting. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/24.

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2024Climate Change Impacts on Public Finances Around the World. (2024). Barrage, Lint. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11443.

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2025Mitigating fragility in open-ended investment funds: the role of redemption restrictions. (2025). Vivar, Luis Molestina. In: Working Paper Series. RePEc:ecb:ecbwps:20253025.

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2024Do 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.

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2024ESG investment preference and fund vulnerability. (2024). Wang, HU. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005185.

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2024Volatility 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.

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2024Maturity 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.

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2024Are 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.

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2024Central 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.

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2024Investor 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.

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2024Bond 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.

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2024Liquidity 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.

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2024The 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.

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2024Does 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.

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2024Sustainable 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.

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2024Asset 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.

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2024Efficient 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.

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2024Monetary 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.

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2024Firm-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.

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2024The 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.

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2024Do 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.

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2024Refinancing 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.

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2025Reaching 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.

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2024Central Banking Post Crises. (2024). Kiley, Michael ; Mishkin, Frederic S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-35.

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2024Reaching 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.

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2024Clustering in Natural Disaster Damages. (2024). Seltzer, Lee ; Kim-Sherman, Jacob. In: Staff Reports. RePEc:fip:fednsr:99082.

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2024Anomaly 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.

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2024Book-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.

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2025Nonlinear 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.

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2024Contingent 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..

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2024Bond 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..

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2024The 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.

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2024Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435.

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2024Once 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.

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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
2023Network-based measures of systemic risk in Korea.(2023) In: Journal of Derivatives and Quantitative Studies: 선물연구.
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This paper has nother version. Agregated cites: 0
article
2017Corporate Debt Maturity Profiles In: CEPR Discussion Papers.
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paper52
2018Corporate debt maturity profiles.(2018) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 52
article
2019Bond Funds and Credit Risk In: CEPR Discussion Papers.
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paper0
2022Bond funds and credit risk.(2022) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 0
paper
2021Granularity of Corporate Debt In: Journal of Financial and Quantitative Analysis.
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article19
2013Granularity of corporate debt.(2013) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 19
paper
2016The volatility of a firms assets and the leverage effect In: Journal of Financial Economics.
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article26
2020Corporate bond mutual funds and asset fire sales In: Journal of Financial Economics.
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article34
2021Mutual fund flows and fluctuations in credit and business cycles In: Journal of Financial Economics.
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article13
2022Sitting bucks: Stale pricing in fixed income funds In: Journal of Financial Economics.
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article6
2018Anomalies and market (dis)integration In: Journal of Monetary Economics.
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article27
2017Customer Liquidity Provision : Implications for Corporate Bond Transaction Costs In: Finance and Economics Discussion Series.
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paper28
2024Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs.(2024) In: Management Science.
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This paper has nother version. Agregated cites: 28
article
2013Did liquidity providers become liquidity seekers? In: Staff Reports.
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paper15
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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article22
2024Reaching for Yield and the Cross Section of Bond Returns In: Management Science.
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article0
2024Magnetic excitations in strained infinite-layer nickelate PrNiO2 films In: Nature Communications.
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article0
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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paper4
2023Mutual Fund Flows and the Supply of Capital in Municipal Financing In: NBER Working Papers.
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paper1
2022Capital Structure Priority Effects in Durations, Stock-Bond Comovements, and Factor Pricing Models In: The Review of Asset Pricing Studies.
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article1
2013What Drives the Value Premium?: The Role of Asset Risk and Leverage In: The Review of Financial Studies.
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article39
2018Reaching for Yield in Corporate Bond Mutual Funds In: The Review of Financial Studies.
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article64
2019Asymmetric Learning from Prices and Post‐Earnings‐Announcement Drift In: Contemporary Accounting Research.
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article2

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