Yongjin Kim

University of New Mexico - Department of Finance, International, and Techology (FIT)

MSC 05-3090

U of New Mexico

Albuquerque, NM 87131

United States

SCHOLARLY PAPERS

4

DOWNLOADS

665

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Learning about the Consumption Risk Exposure of Firms

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 63 Posted: 04 Aug 2021 Last Revised: 29 Nov 2023
Yongjin Kim, Lars-Alexander Kuehn and Kai Li
University of New Mexico - Department of Finance, International, and Techology (FIT), Carnegie Mellon University - David A. Tepper School of Business and Peking University HSBC Business School
Downloads 256 (219,113)
Citation 1

Abstract:

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Parameter uncertainty, Bayesian learning, Systematic consumption risk, Investment-based asset pricing, SMM

2.

Does Corporate Investment Respond to the Time-Varying Cost of Capital? Empirical Evidence

Journal of Financial and Quantitative Analysis
Number of pages: 63 Posted: 26 Sep 2017 Last Revised: 28 Aug 2020
Yongjin Kim
University of New Mexico - Department of Finance, International, and Techology (FIT)
Downloads 189 (291,687)

Abstract:

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Capital investment, Time-varying cost of capital, Option-implied cost of equity, Investment elasticity

3.

Debt Maturity Choice and Firms' Investment

Number of pages: 66 Posted: 20 Sep 2017
Yongjin Kim
University of New Mexico - Department of Finance, International, and Techology (FIT)
Downloads 118 (428,527)

Abstract:

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4.

Does Macro-Asset Pricing Matter for Corporate Finance?

forthcoming in Critical Finance Review
Number of pages: 43 Posted: 20 Sep 2017 Last Revised: 11 Dec 2019
Yongjin Kim and Bryan Routledge
University of New Mexico - Department of Finance, International, and Techology (FIT) and Carnegie Mellon University - David A. Tepper School of Business
Downloads 102 (476,655)

Abstract:

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Time-Varying Equity Premium, Corporate Investment, Sub-Optimal Investment Policy