Dr Kyung Yoon Kwon

Chancellor'S Fellowships

Accounting and Finance

Personal statement

I received my Ph.D. in Finance from Korea Advanced Institute of Science and Technology (KAIST) College of Business, in February 2017, and joined Strathclyde Business School in May 2018. My research interests lie in the areas of empirical asset pricing, market microstructure, international financial markets, and derivatives markets. My research is published in peer-reviewed journals such as Journal of Futures Markets, Pacific-Basin Finance Journal, Emerging Markets Finance and Trade, and Asia-Pacific Journal of Financial Studies. I also have acted as referee of the Journal of Futures Markets, The Financial Review, and Asia-Pacific Journal of Financial Studies.

Publications

US economic uncertainty and the Korean stock market reaction
Yun Jaesun, Kang Jangkoo, Kwon Kyung Yoon
Emerging Markets Finance and Trade Vol 57, pp. 2946-2976 (2021)
https://doi.org/10.1080/1540496X.2019.1672151
Effectiveness of the conditional random-end trading mechanism on the Korea exchange : normal trade and option shock
Eom Kyong S, Kwon Kyung Y, Park Jong-Ho
Journal of Futures Markets (2021)
https://doi.org/10.1002/fut.22223
Basis-momentum strategies and ranking periods
Kwon Kyung Yoon, Kang Jangkoo, Yun Jaesun
Finance Research Letters (2021)
https://doi.org/10.1016/j.frl.2021.101997
Can commodity futures risk factors predict economic growth?
Kang Jangkoo, Kwon Kyung Yoon
Journal of Futures Markets Vol 40, pp. 1825-1860 (2020)
https://doi.org/10.1002/fut.22155
Does economic uncertainty matter in international commodity futures markets?
Kim Sun Young, Kwon Kyung Yoon
International Journal of Finance and Economics (2020)
https://doi.org/10.1002/ijfe.1824
Weekly momentum in the commodity futures market
Kwon Kyung Yoon, Kang Jangkoo, Yun Jaesun
Finance Research Letters Vol 35 (2020)
https://doi.org/10.1016/j.frl.2019.101306

More publications