Gi H. Kim

Warwick Business School - University of Warwick

Associate Professor of Finance

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 40,403

SSRN RANKINGS

Top 40,403

in Total Papers Downloads

1,271

SSRN CITATIONS

5

CROSSREF CITATIONS

7

Scholarly Papers (5)

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 519 (61,515)
Citation 5

Abstract:

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

2.

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 304 (114,824)
Citation 3

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

3.

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 258 (136,438)
Citation 5

Abstract:

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

4.

Speculator Spreading Pressure and the Commodity Futures Risk Premium

WBS Finance Group Research Paper
Number of pages: 75 Posted: 28 Jul 2020 Last Revised: 05 Nov 2020
University of Warwick, Warwick Business School, Students, University of Warwick and Warwick Business School - University of Warwick
Downloads 124 (259,496)

Abstract:

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commodity financialization, speculative spread trades, commodity futures term structure

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
Aston Business School, University of Warwick, Warwick Business School - University of Warwick and University of Warwick
Downloads 66 (386,123)

Abstract:

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