Seongjin (Justin) Kim

PhD. Student (FINC)


Seongjin (Justin) Kim is a PhD student in the Department of Finance at Texas A&M University. He holds a Master’s degree in Business Administration (Finance) from Yonsei University and a Bachelor’s degree in Commerce (Economics & Finance) from The University of Sydney. His research interests include (1) Empirical Asset pricing, (2) Market Microstructure, and (3) Macro-Finance.

Research Interests

Empirical Asset pricing; Market Microstructure; Macro-Finance.

Job Market Paper

“Counterparty Risk and Cross-market Price Discovery: Evidence from a Quasi-natural Experiment”

Working Papers

Explaining Stock Market Anomalies with Equity Duration

How to (Properly) Compute Credit Default Swap Returns” (with L. Kang, H. Kim, J. Kim, and S. Sorescu)


“Risk aversion, Uncertainty, and Monetary Policy in Zero Lower Bound Environments” (with J. Hahn and W. W. Jang), Economics Letters,  (July 2017): Vol. 156, 118-122

Professional Service

Referee, Journal of Money, Credit and Banking (JMCB)


Dean’s Award for Outstanding Research by a Doctoral Student, Texas A&M University, 2022

Graduate Fellowship, Texas A&M University, 2018 – Current

Teaching and Research Assistantship, Yonsei University, 2015 – 2018