Jaehoon Lee

University of New South Wales (UNSW)

Kensington

High St

Sydney , NSW 2052

Australia

DeepSearch, Inc.

Seoul

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 34,413

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Top 34,413

in Total Papers Downloads

1,298

SSRN CITATIONS

0

CROSSREF CITATIONS

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Scholarly Papers (4)

1.

On the Systematic Volatility of Unpriced Earnings Shocks

Journal of Financial Economics (JFE), Forthcoming, AFA 2013 San Diego Meetings Paper
Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 23 Dec 2013
Timothy C. Johnson and Jaehoon Lee
University of Illinois at Urbana-Champaign and University of New South Wales (UNSW)
Downloads 476 (59,469)

Abstract:

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credit spreads, equity premium, volatility components

2.

Funding Liquidity and Its Risk Premium

Number of pages: 42 Posted: 28 Mar 2011 Last Revised: 06 Dec 2013
Jaehoon Lee
University of New South Wales (UNSW)
Downloads 474 (59,758)

Abstract:

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flight to quality, liquidity, risk premium, predictability

3.

Risk Premium Information from Treasury Bill Yields

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 30 Posted: 22 Aug 2011 Last Revised: 08 Apr 2016
Jaehoon Lee
University of New South Wales (UNSW)
Downloads 333 (90,577)

Abstract:

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4.

New Revolution in Fund Management: ETF/Index Design by Machines

Forthcoming, Global Economic Review
Number of pages: 17 Posted: 19 Jun 2019
Jaehoon Lee
University of New South Wales (UNSW)
Downloads 15 (555,366)

Abstract:

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ETF, index, machine learning