• 72 Citations
  • 4 h-Index
20082019
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Research Output 2008 2019

  • 72 Citations
  • 4 h-Index
  • 8 Article
2019

Asymmetric Learning from Prices and Post-Earnings-Announcement Drift

Choi, J., Thompson, L. & Williams, J., 2019 Sep 1, In : Contemporary Accounting Research. 36, 3, p. 1724-1750 27 p.

Research output: Contribution to journalArticle

Post-earnings announcement drift
Private information
Investors
Earnings surprises
Earnings response coefficients

Dealer liquidity provision and the breakdown of the law of one price: Evidence from the CDS–bond basis

Choi, J., Shachar, O. & Shin, S. S., 2019 Jan 1, In : Management Science. 65, 9, p. 4100-4122 23 p.

Research output: Contribution to journalArticle

Dealers
Mispricing
Law of one price
Liquidity provision
Breakdown
2018
4 Citations (Scopus)

Anomalies and market (dis)integration

Choi, J. & Kim, Y., 2018 Dec, In : Journal of Monetary Economics. 100, p. 16-34 19 p.

Research output: Contribution to journalArticle

Market integration
Anomaly
Risk premia
Bond returns
Corporate bonds
7 Citations (Scopus)

Corporate debt maturity profiles

Choi, J., Hackbarth, D. & Zechner, J., 2018 Dec, In : Journal of Financial Economics. 130, 3, p. 484-502 19 p.

Research output: Contribution to journalArticle

Maturity
Corporate debt
Debt maturity
Rollover
Debt
9 Citations (Scopus)

Reaching for yield in corporate bond mutual funds

Choi, J. & Kronlund, M., 2018 May 1, In : Review of Financial Studies. 31, 5, p. 1930-1965 36 p.

Research output: Contribution to journalArticle

Corporate bonds
Mutual funds
Interest rates
Benchmark
Cash
2016
19 Citations (Scopus)

The volatility of a firm's assets and the leverage effect

Choi, J. & Richardson, M., 2016 Aug 1, In : Journal of Financial Economics. 121, 2, p. 254-277 24 p.

Research output: Contribution to journalArticle

Leverage effect
Assets
Equity
Corporate security
Financial leverage
2013
30 Citations (Scopus)

What drives the value premium? The role of asset risk and leverage

Choi, J., 2013 Nov 1, In : Review of Financial Studies. 26, 11, p. 2845-2875 31 p.

Research output: Contribution to journalArticle

Leverage
Value premium
Assets
Firm growth
Equity
2008
3 Citations (Scopus)

Credit risk model with lagged information

Choi, J., 2008 Dec 1, In : Journal of Derivatives. 16, 2, p. 85-93 9 p.

Research output: Contribution to journalArticle

Credit risk models
Credit spreads
Default intensity
Time lag
Asset value