Dept. of Finance

안동규
  • Field

    International business, international finance, business ethics

  • Name

    Korean Donggyu Ahn

  • Title

    Professor

  • Office

    College of Social Sciences & Business 1 10401

  • Tel

    033-248-1853

  • email

Educational background

1983-1988 Ohio State University (Doctor of Business Administration - The Department of Business Administration)

1981-1983 Duke University (Master of Business Administration - The Department of Business Administration)

1976-1980 Seoul National University(Bachelor of Arts - The Department of German Language and Literature)

Major careers

2002~2003 Head professor of the major of Finance

2002~2003 Dean of the Division of Business Administration

1998~2001 Vice dean of Graduate School of Business 

1994~1997 Dean of the Department of Finance

Dean of the Faculty of Business 

Dean of Graduate School of Business 

Studies & Books

■ 연구논문

- "성경에 나타나는 리더십유형을 통한 인간존중경영에 관한 연구", 한국로고스경영학회, 2016.6

- "CSR과 기업성과의 관계 - 중국기업의 기업지향성을 중심으로-", 한국로고스경영학회, 2016.3

- "수출기업의 재무헤징(Financial Hedging)과 기업가치의 관계 및 특성에 관한 연구", (사)한국무역연구원. 2012.9

- "동계올림픽 재무ㆍ마케팅이 지역 가치창출에 미치는 영향", 강원발전연구원, 2008

- "동계올림픽이 국가ㆍ지역발전에 미치는 영향 및 효과 분석", 한국체육정책학회, 2007

- “기업부패지수 측정모형 개발에 관한 연구”, 서울시립대학교 반부패행정 시스템 연구소, 2000

- “The Effects of the Announcement of Foregin Direct Investment into the U.S. on The U.S. Stockholders.” 오하이오주립대학교, 1998

- “한국기업의 재무윤리적 분석”, 『기업윤리연구』, 1995.

- “한국 자본주의의 경제윤리, 시장경제와 한국의 자본주의”, 한림과학원, 1995

 

■ 저서

- "풀뿌리기업론", 한국분권아카데미, 2012

- “지역창조”, 다움, 2007

- “강원지역 균형발전 연구”, 소화, 2006

- “마을창조”, 소화, 2006

- “분권과혁신”, 소화, 2004

- “리스금융론” 공저, 『법문사』, 1995

Others

■ Citation

- Presidential citation, Contribute to Olympic, 2012
- Prime ministry citation,  Local authority capacity building. 2015

조규성
  • Field

    Fiancial management, Investment / Risk management

  • Name

    Korean Jo, Kyoo-sung

  • Title

    Associate professor

  • Office

    College of Social Sciences & Business 1 10433

  • Tel

    033-248-1854

  • email

Educational background

1994 ~ 1999 Seoul National University (Doctor of Business Administration)

1990 ~ 1992 Seoul National University (Master of Business Administration)

1984 ~ 1990 Seoul National University (Bachelor of Business Administration)

Major careers

2004 ~ 2007 Dean of the Department of Financial Science
2003 ~ 2004 Senior researcher of The Institute of Finance and Banking, Seoul National University
2000 ~ 2003 University of Pensylvania Postdoctoral trainee
1999 ~ 2000 BK21 researcher of the Graduate School of Business, Seoul National University
1997 ~ 1998 Teaching assistant of the Business School, Seoul National University
1992 ~ 1994 Researcher of The Institute of Finance and Banking, Seoul National University

Studies & Books

■ Research

- “Institutional and individual investors’ trading patterns and price changes”, The Korean journal of financial management, 2007.

- Futures, Options, and Swaps, Cho Jaeho, Park Jongwon, Jo Kyoosung, Dasan Press, 2009.

Others

■ Social activities

- Evaluation member of the Environmental Facilities Private Project

김태규
  • Field

    Corporate Finance, Financial Investment, Empirical Financial Analysis

  • Name

    Korean Kim, Taekyu

  • Title

    Associate professor

  • Office

    College of Social Sciences & Business 1 10432

  • Tel

    033-248-1857

  • email

Educational background

2003-2010 Ph.D. in Finance, University of Houston
2001-2003 M.S. in Financial Mathematics, Florida State University
1996-1998 M.S. in Management Engineering, KAIST
1989-1995 Bachelor of Public Administration, Korea University  

Major careers

2017- Department Chair of Finance, Hallym University

2010- Assistant and Associate Professor, Department of Finance, Hallym University

1998-2000 SK Telecom

Studies & Books

■ Theses

- Credit Ratings and Corporate Investment Decisions, 2017, Korean Journal of Financial Studies, Vol. 46, No. 4

- Credit Rating Changes and Insider Trading, 2017, Journal of Industrial Economics and Business, Vol. 30, No. 4

- Insider Trading in Stock Repurchase Firms, 2016, Journal of Industrial Economics and Business, Vol. 29, No. 5

- The Announcement Effect of Corporate Investment on the Stock Price: Focusing on the Perspective of Information Asymmetry, 2016, Korean Corporation Management Review, Vol. 23, No. 1

- Financial Distress Risk and Stock Returns, 2016, Journal of the Korean Data Analysis Society, Vol. 18, No. 1(B)

- Credit Ratings and Equity Returns, 2014, Asian Review of Financial Research, Vol. 27, No. 3

- The Asymmetric Information Effect of Commercial Paper Credit Rating Changes, 2014, Korean Journal of Financial Management, Vol. 31, No. 2

- Determinants of Insider Trading Profits, 2014, Korean Journal of Financial Studies, Vol. 43, No. 2

- Changing Dividend Policy in Korea: Explanations Based on Catering, Risk, and the Firm’s Lifecycle, 2013, Asia-Pacific Journal of Financial Studies, Vol. 42, No. 6

- Influencing Factors on Insiders' Trading Behaviors, 2013, Journal of the Korean Data Analysis Society, Vol. 15, No. 3(B)

- Capital Expenditure and Agency Cost, 2012, Journal of the Korean Data Analysis Society, Vol. 14, No. 2(B)

- Information Asymmetry and the Effect of Credit Rating Change Announcements, 2012, Korean Journal of Financial Management, Vol. 29, No. 2

Others

■ Awards

- Nam-Gok Best Paper Award, Korean Financial Management Association, 2014

김지현
  • Field

    Investment theory, financial management, fund, and behavioral finance

  • Name

    Korean Kim, Jee-hyun

  • Title

    Assistant professor

  • Office

    College of Social Sciences & Business 1 10403

  • Tel

    033-248-1852

  • email

Educational background

2005-2012 Seoul National University (Doctor of Business Administration, Finance)

2000-2003 Seoul National University (Master of Business Administration, Finance)

1995-1999 Seoul National University (Bachelor of Business Administration)

Major careers

2012- Assistant professor of the Department of Finance, Hallym University

2012 Researcher of The Institute of Finance and Banking, Seoul National University

2003-2005 KT Economic Management Research Institute

Studies & Books

■ Research
- 수시공시와 자율공시간 정보의 사전유출 비교: 단일판매 공급계약을 대상으로, 2017, 경영연구
- 신용매수거래가 개별주식의 변동성, 유동성, 수익률예측력에 미치는 영향, 2017, 경영경제연구
- 호가의 분할제출과 증권사 트레이더 매매전략에 관한 연구, 2014, 재무관리연구
- Risk and Reward in Venture Capital Funds, 2014, Seoul Journal of Business
- 주가연계증권의 만기일 효과에 대한 연구, 2014, 산업경제연구
- 병원의 수익성은 무엇으로 결정되는가?:국내연구의 동향 분석, 2013, 한국보건행정학회지
- 국내 주식시장의 시장충격비용 및 결정요인 분석, 2013, 재무관리연구
- Three Essays on Trading Behavior of Professional Investors, 2012, Seoul National University
- The Herding Behavior of Professionals and Its Impact in the Korean Stock Market, 2012, 한국증권학회지
- 국내 능동적 펀드의 운용능력과 펀드매니저의 군집 행동, 2011, 재무연구

Others

■ Awards

- Excellent paper award of the Korean Finance Association (2011)

박윤정
  • Field

    Finance (financial derivatives, credit risk, etc.)

  • Name

    Korean Park, Yuen Jung

  • Title

    Assistant professor

  • Office

    College of Social Sciences & Business 1 10402

  • Tel

    033-248-1855

  • email

Educational background

8/2007 - 2/2012 : Doctor of management engineering, the College of Business, KAIST (Field of Specialization: Finance)

3/2000 - 2/2002 : Master of finance engineering, the College of Business, KAIST

3/1994 - 2/1999 : Bachelor of English Language and Literature, Sogang University 

Major careers

2016-2017 Department Chair of Department of Finance, Hallym University

3/2013 – Assistant professor of the Department of Finance, Hallym University

Fall 2012 : Acting Professor of the College of Business, KAIST

5/2011 - 6/2012 : University of Illinois at Urbana-Champaign, Visiting Scholar

5/2004 - 8/2007 : Daewoo Securities Co., Ltd., Derivatives Trading Unit 1

1/2002 - 4/2004 : Research team, NICE Pricing Services Inc.

 

Studies & Books

■ SSCI/SCI-listed
- “Macroeconomic Conditions and Credit Default Swap Spread Changes”, Corresponding Author, 2017.8, Journal of Futures Markets (SSCI)
- “Investor Sentiment and Credit Default Swap Spreads during the Global Financial Crisis”, Corresponding Author, 2017.7, Journal of Futures Markets (SSCI)
- “Stochastic Volatility of the Futures Prices of Emission Allowances: a Bayesian Approach”, Corresponding Author, 2017.1, Physica A: Statistical Mechanics and its Applications (SCI)
- “Hawkes-diffusion Process and the Conditional Probability of Defaults in the Eurozone”, Corresponding Author, 2016.5, Physica A: Statistical Mechanics and its Applications (SCI)
- “The Linkage between the Options and Credit Default Swap Markets during the Subprime Mortgage Crisis,” Corresponding author, 2013.6, Journal of Futures Markets (SSCI)
- “The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads,” First author, 2012.8, Asia-Pacific Journal of Financial Studies (SSCI)


■ 국내저널(KCI-listed)
- “CDS에 내재된 Q-P 비율에 관한 연구,” 교신저자, 2017.5, 보험금융연구
- “장외 개별주식옵션의 내재변동성 결정요인에 관한 실증분석,” 공동저자, 2017.3, 재무관리연구
- “한국과 일본 시장에서 주가지수, 국가 CDS 스프레드 및 변동성지수간의 선·후행 관계,” 교신저자, 2016.11, 보험금융연구
- “CDS 스프레드 기간구조에 대한 고찰,” 교신저자, 2016.3, 한국증권학회지
- “신용부도스왑 스프레드에 대한 체계적 위험의 영향,” 교신저자, 2015.3, 한국증권학회지
- “신용부도스왑의 주식위험 헤지효과에 관한 연구,” 교신저자, 2015.2, 경제연구
- “축약형 모형을 이용한 CDS 기간구조의 추정,” 교신저자, 2014.11, 재무연구
- “회사채 CDS 스프레드 결정요인에 관한 연구:주식 유동성 및 점프를 중심으로,” 제1저자, 2014.8, 선물연구
- “Does CDS Slope Predict Future Stock Returns? Evidence from the Korean Market,” 교신저자, 2013.5, 선물연구
- “국내 개별주식 옵션 가격 구조에 대한 체계적 위험의 영향,” 2012.9, 단독저자, 한국증권학회지
- “장외 개별주식 옵션시장에서 내재변동성의 정보효과,” 단독저자, 2012.5, 선물연구 

Others

■ 수상실적

- Ph.D Excellent Research Award, KAIST, 2011

변희섭
  • Field

    Corporate finance, corporate governance structure, and financial institution theory

  • Name

    Korean Byun, Hee-sub

  • Title

    Assistant professor

  • Office

    College of Social Sciences & Business 1 10513호

  • Tel

    033-248-1856

  • email

Educational background

2009 ~ 2012 Korea University (Doctor - Business Administration / Finance theory)

2007 ~ 2009 Hanyang University (Master - Economics / Industrial organization theory)

2001 ~ 2007 Hanyang University (Bachelor - Economics, Business Administration)

Major careers

2015 ~ Assistant professor of the Department of Financial Science, the College of Business Administration, Hallym University

2013 ~ 2015 Researcher of the Korea Deposit Insurance Corporation (Risk handing planning office)

2011 ~ 2013 Lecturer of the College of Business Administration, Korea University, University of Seoul, and Ewha Womans University

Studies & Books

■ 해외 저널(SSCI listed journal)

- Does “Vote no” Change Corporate Governance and Firm Value? Evidence from the Shareholder Activism of the Korean National Pension Service, 2014, Emerging Markets Finance and Trade, Vol.50 No.5, pp.41-58. (공동저자)

- Ownership Structure, Intensive Board Monitoring, and Firm Value: Evidence from Korea, 2013, Asia-Pacific Journal of Financial Studies, Vol.42 No.2, pp.191-227 (제1저자)

- How Does Product Market Competition Interact with Internal Corporate Governance?: Evidence from the Korean Economy, 2012, Asia-Pacific Journal of Financial Studies, Vol.41 No.4, pp.377-423 (제1저자)

 

■ 국내저널(KCI 등재지)

- 상품시장에서의 경쟁, 소유-지배 괴리도와 이사회 특성, 2016, 경영학연구, 제45권 제2호, pp.465-502 (교신저자)

- 기업의 부동산 보유와 신용등급, 2016, 부동산연구, 제26권 제1호, pp.47-62 (교신저자)

- 상품시장에서의 경쟁과 기업의 위험추구, 2016, 재무연구, 제29권 제1호, pp.37-76 (교신저자)

- Impact of Controlling Shareholders on Corporate Social Responsibility under External Financial Constraints, 2015, Seoul Journal of Business, Vol.21 No.2, pp.1-44 (제1저자)

- 지배주주 지분율과 기업의 위험추구: 경쟁위협의 규율효과, 2015, 보험금융연구, 제26권 제3호, pp.95-139 (교신저자)

- 사회적 책임 활동, 배당정책과 기업가치, 2014, 보험금융연구, 제25권 제4호, pp.99-141 (교신저자)

- Product Market Competition, Corporate Governance, and Payout Policy, 2014, Seoul Journal of Business, Vol.20 No.1, pp.1-34 (제1저자)

- 기업의 사회적 책임 활동과 배당행태, 2014, 경영학연구, 제43권 제2호, pp.353-385 (교신저자)

- 지배주주는 언제 사회적 책임을 강화하는가?, 2013, 보험금융연구, 제24권 제4호, pp.31-74 (교신저자)

- 내생성(endogeneity) 문제를 통제한 환경경영과 기업가치 간의 관계에 관한 연구, 2012, 재무연구, 제25권 제2호, pp.295-326 (교신저자)

- 상품시장에서의 경쟁과 기업지배구조의 상호작용이 투자와 배당에 미치는 영향, 2011, 재무연구, 제24권 제2호, pp.483-522 (공동저자)

- 기업지배구조는 언제 기업가치에 영향을 미치는가?: 정보비대칭과 자본비용의 관계, 2010, 재무연구, 제23권 제3호, pp.213-248 (제1저자)

- 한국주식시장에 사후적 지배구조 프리미엄이 존재하는가?, 2009, 한국증권학회지, 제38 제4호, pp.423-454 (공동저자)

- 지배주주의 존재가 기업경영에 미치는 영향: 소유구조와 임금의 관계, 2009, 재무연구, 제22권 제4호, pp.1-32 (공동저자)

Others

■ Awards

- The excellent jury award of the Korean Financial Management Association

- Outstanding paper award of 2012 KFA-TFA Joint Conference in Finance (2012)

- The best paper award of the Korean Finance Association

 

■ Consultation activities

- 2016 ~ Present expert member of the defferential rate of insurance, the Korea Deposit Insurance Corporation

- 2015 ~ 2015 Research consultant of the Korea Research Institute for Construction Policy

이덕수
  • Field

    The money economy and regional fiance

  • Name

    Korean Lee, Duk-soo

  • Title

    Visiting professor

  • Office

    College of Social Sciences & Business 1 10433

  • Tel

    033-248-1854

  • email

Educational background

2005 - 2012 : Kangwon National University (Doctor of Business Administration - The Department of Economic and Trade)

1994 – 1997 :Korea University (Master of Business Administration - Business School)

1975 – 1979 : Dongguk University (Bachelor of Law - The Department of Law)

Major careers

2014 – 2015 : Representative of Micro-Credit, Chuncheon Branch

2012 – 2015 : Visiting professor of Yeonju Campus, Yonsei University

1999 – 2009 : Branch manager of Gangwon, Cho Heung, and Shinhan Bank

1997 – 1998 : Head of the Hong Kong Office, Gangwon Bank

 

Studies & Books

■ Research
- A Study on Relationship Banking Behavior among Regional Financial Institutions in Korea, 2012
- A study on local banks' competition strategies, 1997


■ Books
- 초보자도 쉽게 읽는 금융, 강원도민일보, 2014

Others

Representative of Micro-Credit, Chuncheon Branch