Jun Kyung Auh

Yonsei University - School of Business

50 Yonsei-ro, Seodaemun-gu

Seoul, 120-749

Korea, Republic of (South Korea)

Georgetown University - Department of Finance

3700 O Street, NW

Washington, DC 20057

United States

  • Yonsei University - School of Business

  • Georgetown University - Department of Finance

SCHOLARLY PAPERS

7

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1

CROSSREF CITATIONS

20

Scholarly Papers (7)

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1.

Repo Rollover Risk and the Bankruptcy Code

Columbia Business School Research Paper No. 13-8
Number of pages: 61 Posted: 14 Feb 2013 Last Revised: 17 Jun 2015
Jun Kyung Auh, Jun Kyung Auh and Suresh M. Sundaresan
Georgetown University - Department of FinanceYonsei University - School of Business and Columbia University - Columbia Business School, Finance
Downloads 418 (97,804)
Citation 7

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Run Risk, Safe Harbor Debt, Optimal Liability Structure, Capital Structure, Bankruptcy Code

2.

Cross-Asset Information Synergy in Mutual Fund Families

Georgetown McDonough School of Business Research Paper No. 3163135
Number of pages: 52 Posted: 02 May 2018 Last Revised: 05 Nov 2020
Jun Kyung Auh, Jun Kyung Auh and Jennie Bai
Georgetown University - Department of FinanceYonsei University - School of Business and Georgetown University - Department of Finance
Downloads 359 (116,343)
Citation 2

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mutual fund families, equity fund, bond fund, information synergy

3.

Loan Terms and Collateral: Evidence from the Bilateral Repo Market

Number of pages: 78 Posted: 28 Nov 2015 Last Revised: 15 Feb 2022
Jun Kyung Auh, Jun Kyung Auh and Mattia Landoni
Georgetown University - Department of FinanceYonsei University - School of Business and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 325 (129,646)
Citation 3

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Secured lending, Collateral, Margin, Interest rate, Repo

4.

Procyclical Credit Rating Policy

Georgetown McDonough School of Business Research Paper No. 2581738
Number of pages: 65 Posted: 22 Mar 2015
Jun Kyung Auh and Jun Kyung Auh
Georgetown University - Department of FinanceYonsei University - School of Business
Downloads 304 (139,107)
Citation 5

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Credit Rating Policy, Business Cycle

5.

Tricks of the Trade? Pre-Issuance Price Maneuvers by Underwriter-Dealers

Downloads 223 (188,971)
Citation 3

Tricks of the Trade? Pre-Issuance Price Maneuvers by Underwriter-Dealers

Georgetown McDonough School of Business Research Paper No. 3190476, SMU Cox School of Business Research Paper No. 18-25
Number of pages: 68 Posted: 04 Jun 2018 Last Revised: 11 Jul 2019
Jun Kyung Auh, Jun Kyung Auh, You Suk Kim and Mattia Landoni
Georgetown University - Department of FinanceYonsei University - School of Business, Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 116 (326,023)
Citation 2

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Bond underwriting, Dealer market, Corporate bonds, Price support

Tricks of the Trade? Pre-Issuance Price Maneuvers by Underwriter-Dealers

Georgetown McDonough School of Business Research Paper No. 3132177, Finance Down Under 2019 Building on the Best from the Cellars of Finance, SMU Cox School of Business Research Paper No. 18-21
Number of pages: 68 Posted: 07 Mar 2018 Last Revised: 11 Jul 2019
Jun Kyung Auh, Jun Kyung Auh, You Suk Kim and Mattia Landoni
Georgetown University - Department of FinanceYonsei University - School of Business, Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 107 (345,156)
Citation 2

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Bond Underwriting, Dealer Market, Corporate Bonds, Price Support

6.

Liquidation Cascade and Hedging Front-Running: Evidence from the Structured Equity Product Market

Number of pages: 67 Posted: 30 Oct 2020 Last Revised: 15 Feb 2022
Jun Kyung Auh, Jun Kyung Auh and Wonho Cho
Georgetown University - Department of FinanceYonsei University - School of Business and Yonsei University
Downloads 192 (216,896)

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Delta-Hedging, Strategic Liquidation, Structured Equity Product, Over-the-Counter Derivatives Markets

7.

The Full Story of Runs

Number of pages: 59 Posted: 25 May 2017 Last Revised: 06 Dec 2017
Jun Kyung Auh, Jun Kyung Auh and Hayong Yun
Georgetown University - Department of FinanceYonsei University - School of Business and Michigan State University - Department of Finance
Downloads 106 (345,059)

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Bank Run, Collateral Requirement, Lending Relationship