Dr Sungjun Cho

Lecturer in Finance

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ORCID: 0000-0002-8809-3699
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Biography

Sungjun Cho is a lecturer(assistant professor) in finance at AMBS. He has a PhD in Economics from Columbia University, New York(2007). Before joining AMBS, Sungjun worked at Deutsche Bank in New York as a researcher(equity trader).

Areas of expertise

Education / academic qualifications

  • 2007 - Doctor of Social Science, Essays on Empirical Asset Pricing, Columbia University

Related information

Publications

An analysis of illiquidity in commodity markets

Research output: Contribution to journal › Article

The Size Premium and Macro Volatility Risks: Evidence from US and UK Equity Markets

Research output: Contribution to journal › Article

Correcting estimation bias in regime switching dynamic term structure models

Research output: Contribution to conference › Paper

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Student Theses

Three essays on commodity markets

UoM administered thesis: Phd

Essays in Asset Pricing

UoM administered thesis: Phd

A study of asset comovement, integration and contagion in country, style and industry portfolios

UoM administered thesis: Phd

View all (3)