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.
Empirical Asset pricing; Market Microstructure; Macro-Finance.
Job Market Paper
“Counterparty Risk and Cross-market Price Discovery: Evidence from a Quasi-natural Experiment”
“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
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