Gi H. Kim

Warwick Business School - University of Warwick

Associate Professor of Finance

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 32,332

SSRN RANKINGS

Top 32,332

in Total Papers Downloads

2,953

SSRN CITATIONS
Rank 35,254

SSRN RANKINGS

Top 35,254

in Total Papers Citations

21

CROSSREF CITATIONS

8

Scholarly Papers (10)

1.

CDS-Bond Basis and Bond Return Predictability

Journal of Empirical Finance, Vol. 38, 307-337, September 2016, WBS Finance Group Research Paper No. 214
Number of pages: 69 Posted: 22 Jan 2014 Last Revised: 26 Dec 2019
Gi H. Kim, Haitao Li and Weina Zhang
Warwick Business School - University of Warwick, University of Michigan - Stephen M. Ross School of Business and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 808 (57,874)
Citation 13

Abstract:

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Credit default swaps, CDS-bond basis, basis arbitrage, corporate bonds, financial crisis, limits of arbitrage, price convergence

2.

Spreading Positions and the Commodity Futures Risk Premium

WBS Finance Group Research Paper, WFA 2020 Annual Meeting
Number of pages: 80 Posted: 28 Jul 2020 Last Revised: 05 Oct 2023
Systemic Risk Centre, London School of Economics, University of Warwick - Finance Group and Warwick Business School - University of Warwick
Downloads 762 (62,654)
Citation 1

Abstract:

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commodity financialization, speculative spread trades, commodity futures term structure

3.

The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns

Journal of Futures Markets, Vol. 37, 836-861, August 2017, WBS Finance Group Research Paper No. 157
Number of pages: 42 Posted: 22 Mar 2011 Last Revised: 26 Dec 2019
Gi H. Kim, Haitao Li and Weina Zhang
Warwick Business School - University of Warwick, University of Michigan - Stephen M. Ross School of Business and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 372 (150,336)
Citation 4

Abstract:

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Credit Default Swap, CDS-Bond Basis Arbitrage, Corporate Bond Returns, Basis Risk Factor, Financial Crisis, Funding Liquidity, Counterparty Risk, Limits-to-Arbitrage

4.

Credit Derivatives as a Commitment Device: Evidence from the Cost of Corporate Debt

Journal of Banking and Finance, Vol. 73, 67-83, December 2016, WBS Finance Group Research Paper No. 201
Number of pages: 44 Posted: 15 Apr 2013 Last Revised: 26 Dec 2019
Gi H. Kim
Warwick Business School - University of Warwick
Downloads 290 (196,174)
Citation 6

Abstract:

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Credit default swaps; Empty creditors; Cost of corporate debt; Corporate bond yields

5.

Corporate Bond Complexity

INSEAD Working Paper No. 2022/41/FIN
Number of pages: 40 Posted: 01 Jun 2022 Last Revised: 12 Sep 2022
Gi H. Kim and Massimo Massa
Warwick Business School - University of Warwick and INSEAD - Finance
Downloads 195 (287,786)

Abstract:

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corporate bond structure, contractual heterogeneity, asset complexity, institutional bond ownership, reaching for yields, information uncertainty, corporate bond funds

6.

The Impact of Shareholder Intervention on Overinvestment of Free Cash Flow by Overconfident CEOs

International Review of Financial Analysis 75, 101751, 2021
Number of pages: 49 Posted: 26 Mar 2021 Last Revised: 10 Oct 2022
Sewon Kwon, Jae Hwan Ahn and Gi H. Kim
Ewha Womans University-School of business, Inha University - College of Business Administration and Warwick Business School - University of Warwick
Downloads 125 (416,515)

Abstract:

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investment-cash flow sensitivity, CEO overconfidence, free cash flow, investment distortion, shareholder intervention

7.

Primacy in Stock Market Participation: The Effect of Initial Returns on Market Re-Entry Decisions

European Journal of Finance, Vol. 25, 883-909, 2019
Number of pages: 66 Posted: 26 Aug 2017 Last Revised: 19 Nov 2020
University of Sheffield, University of Warwick - Finance Group, Warwick Business School - University of Warwick and affiliation not provided to SSRN
Downloads 117 (437,725)

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Individual Investor Behavior, Stock Market Participation, Experiential Learning, Primacy Effect, Stock Market Re-entry Decision

8.

Bonus Incentives and Losses from Early Debt Extinguishment

Number of pages: 61 Posted: 02 Jun 2022
Inha University - College of Business Administration, Seoul National University - Business School, Warwick Business School - University of Warwick and Ewha Womans University-School of business
Downloads 105 (473,823)

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Early debt extinguishment, loss recognition, bonus contracts, managerial incentives, income-reporting incentives, non-recurring losses.

9.

Bond Funds Herding and Corporate Bond Issuance

WBS Finance Group Research Paper
Number of pages: 45 Posted: 18 Oct 2022 Last Revised: 21 Jul 2023
Gi H. Kim and Xu Li
Warwick Business School - University of Warwick and University of Warwick - Finance Group, Students
Downloads 102 (483,565)

Abstract:

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Bond mutual funds, institutional herding, information uncertainty, corporate bond issuance, debt structure

10.

Reaching for Income and Investor Flows in Corporate Bond Mutual Funds

WBS Finance Group Research Paper, AEFIN Best Paper on Asset Management
Number of pages: 45 Posted: 11 Dec 2022 Last Revised: 21 Jul 2023
Gi H. Kim and Xu Li
Warwick Business School - University of Warwick and University of Warwick - Finance Group, Students
Downloads 77 (576,120)

Abstract:

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Reaching For Income, Reaching For Yield, Fund Flow-Performance Sensitivity, Corporate Bond Mutual Funds, Fund Risk-Taking, Low Interest Rates