معرفی
Dr. Yoontae Jeon is an Associate Professor in the Department of Finance and Business Economics at the DeGroote School of Business, McMaster University. He earned his Ph.D. in Finance from the Rotman School of Management at the University of Toronto. His research focuses on Derivatives, Information in Financial Markets, Cryptocurrency, and Financial Econometrics.
- Education: Ph.D. in Finance, Rotman School of Management, University of Toronto
Dr. Jeon’s research explores the interplay between financial derivatives and market dynamics, emphasizing how information embedded in derivatives products influences asset pricing and market behavior. His work spans topics such as weather volatility, economic uncertainty, market liquidity, and Bitcoin market fragmentation. Recent publications analyze stock return autocorrelations, public information in housing markets, and news-driven jumps in stock returns.
His publications trend indicates a focus on financial risk modeling, information economics, and cryptocurrency dynamics. Notable contributions include studies on time-varying crash risk, uncertainty measures in stock returns, and economic regularization techniques.
Dr. Jeon collaborates with scholars such as Raymond Kan, Thomas McCurdy, and Chayawat Ornthanalai, reflecting a strong network in quantitative finance and derivatives research.
