Gi H. Kim

Warwick Business School - University of Warwick

Associate Professor of Finance

Coventry CV4 7AL

United Kingdom

  • Warwick Business School - University of Warwick

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SCHOLARLY PAPERS

6

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1,578

SSRN CITATIONS
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SSRN RANKINGS

Top 45,852

in Total Papers Citations

9

CROSSREF CITATIONS

6

Scholarly Papers (6)

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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 Department of Finance, National University of Singapore
Downloads 568 (63,107)
Citation 6

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

2.

Speculator Spreading Pressure and the Commodity Futures Risk Premium

WBS Finance Group Research Paper
Number of pages: 76 Posted: 28 Jul 2020 Last Revised: 31 Mar 2021
Yujing Gong, Arie Eskenazi Gozluklu and Gi H. Kim
Systemic Risk Centre, London School of Economics, University of Warwick and Warwick Business School - University of Warwick
Downloads 315 (126,032)

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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 Department of Finance, National University of Singapore
Downloads 312 (126,916)
Citation 4

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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 264 (150,981)
Citation 6

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

5.

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
Ozlem Arikan, Arie Eskenazi Gozluklu, Gi H. Kim and Hiroaki Sakaguchi
Aston Business School, University of Warwick, Warwick Business School - University of Warwick and affiliation not provided to SSRN
Downloads 70 (419,477)

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

6.

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

International Review of Financial Analysis, Forthcoming
Number of pages: 49 Posted: 26 Mar 2021 Last Revised: 07 Apr 2021
Sewon Kwon, Jae Hwan Ahn and Gi H. Kim
Ewha Womans University-School of business, Lancaster University - Department of Accounting and Finance and Warwick Business School - University of Warwick
Downloads 49 (497,056)

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