Author Page for Jun Kyung Auh

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 and Suresh M. Sundaresan

Yonsei University - School of Business and Columbia Business School - Finance and Economics

Downloads 413 (82,645)

Citation 7

Abstract:

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 and Jennie Bai

Yonsei University - School of Business and Georgetown University - Department of Finance

Downloads 277 (128,879)

Citation 2

Abstract:

3.

Procyclical Credit Rating Policy

Georgetown McDonough School of Business Research Paper No. 2581738

Number of pages: 65 Posted: 22 Mar 2015

Jun Kyung Auh

Yonsei University - School of Business

Downloads 275 (129,874)

Citation 4

Abstract:

4.

Loan Terms and Collateral: Evidence from the Bilateral Repo Market

Number of pages: 48 Posted: 28 Nov 2015 Last Revised: 30 Sep 2017

Jun Kyung Auh and Mattia Landoni

Yonsei University - School of Business and Federal Reserve Banks - Federal Reserve Bank of Boston

Downloads 243 (147,149)

Citation 3

Abstract:

5.

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

Downloads 205 (173,103)

Citation 2

2

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, You Suk Kim and Mattia Landoni

Yonsei University - School of Business, Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of Boston

Downloads 110 (289,122)

Citation 2

Abstract:

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, You Suk Kim and Mattia Landoni

Yonsei University - School of Business, Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of Boston

Downloads 95 (319,606)

Abstract:

6.

The Full Story of Runs

Number of pages: 59 Posted: 25 May 2017 Last Revised: 06 Dec 2017

Jun Kyung Auh and Hayong Yun

Yonsei University - School of Business and Michigan State University - Department of Finance

Downloads 96 (315,196)

Abstract:

7.

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

Number of pages: 48 Posted: 30 Oct 2020

Jun Kyung Auh and Wonho Cho

Yonsei University - School of Business and Yonsei University

Downloads 40 (489,599)

Jun Kyung Auh

Yonsei University - School of Business

Georgetown University - Department of Finance

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Scholarly Papers (7)

Repo Rollover Risk and the Bankruptcy Code

Abstract:

Cross-Asset Information Synergy in Mutual Fund Families

Abstract:

Procyclical Credit Rating Policy

Abstract:

Loan Terms and Collateral: Evidence from the Bilateral Repo Market

Abstract:

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

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

Abstract:

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

Abstract:

The Full Story of Runs

Abstract:

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

Abstract: