Dr. Yoontae Jeon
Assistant Professor
Finance & Business Economics
CONTACT INFORMATION
BIO
Dr. Yoontae Jeon received his Ph.D. in Finance from the Rotman School of Management, University of Toronto. His main research interests include Derivatives, Information in Financial Markets, Cryptocurrency, and Financial Econometrics. His current research focuses on extracting information embedded in financial derivatives products.
JOURNAL PUBLICATIONS
January 2023
The Impact Of Public Information On Housing Market Decisions: Evidence From Third-party Avms
JOURNAL : JOURNAL OF REAL ESTATE RESEARCH
CONTRIBUTORS: Yoontae Jeon, Michael j Seiler, Youngme Seo
August 2022
News As Sources Of Jumps In Stock Returns: Evidence From 21 Million News Articles For 9000 Companies
JOURNAL : JOURNAL OF FINANCIAL ECONOMICS
CONTRIBUTORS: Yoontae Jeon, Thomas h Mccurdy, Xiaofei Zhao
May 2022
Which Uncertainty Measures Matter For The Cross-section Of Stock Returns? #
JOURNAL : FINANCE RESEARCH LETTERS
CONTRIBUTORS: Kiryoung Lee, Yoontae Jeon, Minki Kim
December 2021
Chinese Economic Policy Uncertainty And U.s. Corporate Investment
JOURNAL : INTERNATIONAL REVIEW OF FINANCE
CONTRIBUTORS: Kiryoung Lee, Yoontae Jeon, Laleh Samarbakhsh, Insik Kim
November 2021
Chinese Economic Policy Uncertainty And The Cross-section Of U.s. Asset Returns
JOURNAL : INTERNATIONAL REVIEW OF ECONOMICS & FINANCE
CONTRIBUTORS: Kiryoung Lee, Yoontae Jeon, Eun-young Nam
July 2021
Time-varying Crash Risk Embedded In Index Options: The Role Of Stock Market Liquidity
JOURNAL : REVIEW OF FINANCE
CONTRIBUTORS: Peter Christoffersen, Bruno Feunou, Yoontae Jeon, Chayawat Ornthanalai
June 2021
Macroeconomic Uncertainty Shocks And Households’ Consumption Choice
JOURNAL : JOURNAL OF MACROECONOMICS
CONTRIBUTORS: Eun-young Nam, Kiryoung Lee, Yoontae Jeon
June 2021
Which Economic Uncertainty Measure Matters For Households' Portfolio Decision?
JOURNAL : THE JOURNAL OF FINANCIAL RESEARCH
CONTRIBUTORS: Kiryoung Lee, Yoontae Jeon, Insik Kim
March 2021
Fragmentation In The Bitcoin Market: Evidence From Multiple Coexisting Order Books
JOURNAL : FINANCE RESEARCH LETTERS
CONTRIBUTORS: Yoontae Jeon, Laleh Samarbakhsh, Kenji Hewitt
December 2020
Chinese Economic Policy Uncertainty And U.s. Households' Portfolio Decisions
JOURNAL : PACIFIC-BASIN FINANCE JOURNAL
CONTRIBUTORS: Kiryoung Lee, Yoontae Jeon, Chanik Jo
March 2020
Measuring Chinese Consumers’ Perceived Uncertainty
JOURNAL : INTERNATIONAL REVIEW OF ECONOMICS & FINANCE
CONTRIBUTORS: Kiryoung Lee, Yoontae Jeon
December 2017
Time-varying Window Length For Correlation Forecasts
JOURNAL : ECONOMETRICS
CONTRIBUTORS: Yoontae Jeon, Thomas h Mccurdy
December 2015
Option Valuation With Observable Volatility And Jump Dynamics
JOURNAL : JOURNAL OF BANKING & FINANCE
CONTRIBUTORS: Peter Christoffersen, Bruno Feunou, Yoontae JeonOTHER PUBLICATIONS
January 2020
Fragmentation In The Bitcoin Market: Evidence From Multiple Coexisting Order Books
CONTRIBUTORS: Yoontae Jeon, Laleh Samarbakhsh, Kenji Hewitt
January 2019
News As Sources Of Jumps In Stock Returns: Evidence From 21 Million News Articles For 9000 Companies
CONTRIBUTORS: Yoontae Jeon, Thomas h Mccurdy, Xiaofei Zhao
January 2019
Stock Return Autocorrelations And Expected Option Returns
CONTRIBUTORS: Yoontae Jeon, Raymond Kan, Gang Li
January 2017
Time-varying Crash Risk Embedded In Index Options: The Role Of Stock Market Liquidity
CONTRIBUTORS: Peter Christoffersen, Bruno Feunou, Yoontae Jeon, Chayawat Ornthanalai
January 2016
Time-varying Window Length For Correlation Forecasts
CONTRIBUTORS: Yoontae Jeon, Thomas h Mccurdy
January 2014