Jaehoon Lee

University of New South Wales (UNSW)

Kensington

High St

Sydney , NSW 2052

Australia

DeepSearch, Inc.

Seoul

Korea, Republic of (South Korea)

  • University of New South Wales (UNSW)

  • DeepSearch, Inc.

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

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 514 (85,341)

Abstract:

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flight to quality, liquidity, risk premium, predictability

2.

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 502 (87,925)
Citation 1

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credit spreads, equity premium, volatility components

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 371 (125,068)

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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 92 (425,289)

Abstract:

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ETF, index, machine learning