Haehean Park 


(发布于:2017-06-18 )


                                                                                                                          Haehean Park

Southwestern University of Finance and Economics (SWUFE)

School of Insurance

555 Liutai Avenue, Wenjian District, Gezi Building #225

Chengdu, Sichuan, P.R. China

Mobile: +86-13018273787 or +82-10-9071-1324

E-mail: hhpark@swufe.edu.cn

EDUCATION

Korea University Business School, Seoul, Korea

Ph.   D in Finance                                                     2011-February   2017

Thesis title: Essays on the   Informed Trading and Information Asymmetry

Thesis Committee: Baeho Kim, Kyungsuh   Park, Bumjean Sohn, Jinguan Park, Sunjoong Yoon

Hankuk University of Foreign Studies, Seoul,   Korea

M.A. in Finance (Valedictorian)                                                December   2010

Thesis title: Forecasting the Jumps of Stock   Index Using Volatility Skew

   Thesis Committee: Sol Kim, Jin-woo Park, Hyo-suk Kang

Bachelor   of English Literature                                                        2008  

 

Research Interests

Primary: Market Microstructure, Empirical Asset   Pricing, Derivatives, Market Efficiency and   Anomalies

Secondary:   International Finance, Behavioral Finance, Ethics   in Finance

Papers

Working Papers

1.         “A Smiling Bear in the Equity   Options Market and the cross section of stock return” (with Baeho Kim,   Hyeongsop Shim)

·           Park, H., Kim, B., & Shim, H. (2019). A smiling bear in the   equity options market and the cross‐section of stock returns. Journal of   Futures Markets; 1-23 2019

·           Semi-final list for   the Best-paper award: The FMA Annual Meeting 2016.

·           Runner-Up Award at Derivative   Markets Conference 2015.

·           Honorable   mentions Award at the 11th Annual Conference of the Asia-Pacific   Association of Derivatives Conference 2015.

·           Presented at   Australasian Finance and Banking Conference,   2015; Derivatives Markets Conference, 2015; Asia-Pacific Association of   Derivatives Conference, 2015; Asia-Pacific Financial Markets, 2015, Financial   Management Association (FMA) Annual Meeting, Oct 2016.

·           Research   Grant funded by the Korea Government (2015.5~2016.4)

The National Research Foundation of Korea

2.         “Term-structure of Informed Option   Trading and the Cross-section of Stock Returns” (with Bae-ho Kim)

·           Accepted and will be published in May 2020 at Journal of   Futures market

·           Presented at   Derivatives Markets Conference, 2019;

3.         “Financial Liberalization, Firm   Growth, and Information Environment” (with Yun-woo Park)

·           Review and Resubmit (R&R) at International Review of Economics   and Finance

4.         “Bubble, Bubble, and Trouble: A   Behavioral Perspective of the Cryptoasset Market” (with Hoje Jo and Hersh   Shefrin)

·           Review and Resubmit (R&R) at Journal of Futures Market

5.         “CO2 Emissions and the Pricing of   Climate Risk” (with Jongmoo Jay Choi and Hoje Jo)

·           Under review at Journal of Banking and Finance

·           Presented at   CAFM (Conference on Asia-Pacific Financial Markets) 2017, APRIA 2018, Asian   FA 2019

6.         “Is Corporate Social Responsibility   Priced” (with Hoje Jo and Guo Lin)

·           Under revision to submit to a journal

·           Presented at Asian   FMA 2017 and Asian FA 2018

7.         “Overnight Strategy of Foreign   Day-traders and Their Performance” (with Kyung-suh Park)

·           Under revision to submit a journal

·           Presented at   Australasian Finance and Banking Conference,   2015, Oct 2016, International   Conference on Business and Information (BAI) 2016, Financial Management   Association (FMA) Annual Meeting 2016, World Finance Conference (WFC) 2016.

8.         “Universal Ethics or Ethical   Relativism?: Evidence from Firm Internationalization and Emissions   Reduction.” (with Jongmoo Jay Choi, Hoje Jo and Lingxia Sun)

·           Under revision to submit a journal

9.         “Exploration vs. Exploitation? Firm   Globalization and Environmental Innovation.” (with Jongmoo Jay Choi, Hoje Jo   and Lingxia Sun)

·           Under revision to submit to a journal

Work in Progress

1.         “Corporate Social Responsibility and   Equity Price: International and further U.S. evidence (with Hoje Jo, Ye Cai)

2.         “Behavior of Overconfident CEO:   Evidence from Earthquake Strikes” (with Hoje Jo, Hersh Shefrin and Guo Lin)

3.         “Internationalization and Stock   Price Crash Risk” (with Hoje Jo and Lingxia)

Korean (Domestic) Publications

1.       “Information   Flow between Stock Skew and Options Risk Neutral Skew: Evidence from KOSPI200   Options”, (with Sol Kim and Ki-Jung Eom) Korean Journal of Futures and   Options, 21(1), 97 133, 2013.

2.       “Forecasting   the Jumps of Stock Index Using Volatility Skew,” (with Sol Kim) Korean   Journal of Financial Studies, 41(2), 189-231, 2012.

3.       “Information   Contents of Open Interest Value Ratio about KOSPI200 index return,” (with Sol   Kim) 20(1), 65-100, Korean Journal of Futures and Options, 2012.

 

Work Experience

Southwestern   University of Finance and Economics, China                      

Associate   Professor                                                                    Fall   2019~

Assistant   Professor                                                       Spring 2017-Fall   2017

Korea   University Business School, Seoul, Korea

Instructor, Investment   (Undergraduate)                                                       Fall 2016

Instructor,   Investment   (Undergraduate)                                                     Spring 2016

Evaluation: 5.16/6.00

University Overall Average: 4.99/6.00

Teaching   Assistant, Finance and International Finance                                Fall 2013, Spring   2014

Teaching   Assistant, Derivatives and Risk   Management                                Fall 2012,   Spring 2013

Teaching   Assistant, International Financial Risk   Management                        Fall   2011, Spring 2012

Teaching   Assistant, Finance and Value at   Risk                                   Fall 2011-2012,   Spring 2012

Research Assistant, to Baeho Kim                                                           2015-2016

Research   Assistant, to James Park                                                                2014

Research   Assistant, to Jun-ho   Hwang                                                             2013

Research   Assistant, to Jin-wan   Cho                                                          2011-2012

Hankuk University of Foreign Studies,   Seoul, Korea

Teaching   Assistant, Derivatives and Risk   Management                                Fall 2009, Spring 2010

Teaching   Assistant, Investment and Portfolio   Theory                                            Fall   2010

Teaching   Assistant, Value at   Risk                                                  Fall 2009,   Spring 2010

Research   Assistant, to Sol   Kim                                                              2009-2010

 

Honors & Awards

1. Semi-final   list for the Best-paper award at FMA Annual Meeting (2016)

2.   Runner-Up Award at Derivative Markets Conference on Derivative Markets   Conference (2015)          

3. Honorable   mentions Award at the 11th Annual Conference of the Asia-Pacific   Association of Derivatives Conference (2015)                                                                            

4. Research Grant funded by the Korea Government   (2015.5~2016.4)    

The National Research Foundation of   Korea                    

5. Research Grant funded by the Korea   Government (2010.5~2011.4)

The National Research Foundation of   Korea                                

Personal Information

Nationality:   Republic of Korea

Languages:   Korean (Native), English

Computer   Application: SAS, STATA, Matlab, Eviews

 

 

Reference

Baeho   Kim (Advisor)

Associate   Professor of Finance

Korea   University Business School

Phone: +82   (2) 3290-2626

E-mail:   baehokim@korea.ac.kr

Bumjean   Sohn

Assistant   Professor of Finance

Korea   University Business School

Phone:   +82 (2) 3290-2832

E-mail: sohnb@korea.ac.kr

Hoje   Jo

Gerald and Bonita Wilkinson Professor of Finance

Leavey School of Business, Santa Clara University

Phone: +1 (408) 554-4779

E-mail: hjo@scu.edu

James Park

Assistant   Professor of Finance

Korea   University Business School

Phone:   +82 (2) 3290-2824

E-mail:   jpark1@korea.ac.kr

 

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