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교수진

홈 > 교수진

  • 채준교수 사진

    • 채준 (CHAE, JOON)

    • · Office : 58동 408호
    • · Phone : 02-880-6929
    • · Email : joonchae@snu.ac.kr

[논문]

  1. Controlling Families’ Risk Allocation in a Business Group Joon Chae, Hyung Cheol Kang, Eun Jung Lee, and Yu Kyung Lee Asia-Pacific Journal of Financial Studies (SSCI), Volume 49, Issue 1, February 2020, Pages 67-98
  2. Low volume return premium in the Korean stock market Joon Chae and Mhin Kang Pacific-Basin Finance Journal (SSCI), Volume 58, December 2019, Pages 1-27
  3. Contemporaneous Correlation between the Return and the Change of Trading Volum Mhin Kang and Joon Chae Korean Journal of Futures and Options (Korean), Volume 27, No. 4, November 2019, Pages 425-473
  4. Non-interest income and bank performance during the financial crisis Bokyung Park, Jungsoo Park, and Joon Chae Applied Economics Letters (SSCI), Volume 26, No. 20, November 2019 Pages 1683-1688
  5. Mean Reversion of the Trading Volume Mhin Kang and Joon Chae Asian Review of Financial Research (Korean), Volume 32, No. 2, May 2019, Pages 149-186
  6. Investor Attention and Expected Return Eun Jung Lee, Yu Kyung Lee, and Joon Chae (Corresponding Author) Korean Journal of Futures and Options (Korean), Vol. 27, No. 1, February 2019, Pages 49-83
  7. Does Internet search volume predict market returns and investors’ trading behavior? Bonha Koo, Joon Chae, Hyungjoo Kim Journal of Behavioral Finance (SSCI), Volume 20, Issue 3, 2019, Pages 316-338
  8. Distribution Uncertainty and Expected Stock Returns Joon Chae and Eun Jung Lee Financial Research Letters (SSCI), Volume 25, June 2018, Pages 55-61
  9. Family Ownership and Risk Taking Eun Jung Lee, Joon Chae, and Yu Kyung Lee Financial Research Letters (SSCI), Volume 25, June 2018, Pages 69-75
  10. Why Do Some Asset Pricing Models Perform Poorly? Evidence from Irrationality, Transaction Costs, and Missing Factors Joon Chae and Cheol-Won Yang Seoul Journal of Business, Volume 22 No. 1, June 2016, Pages 1-64
  11. An Empirical Study on the Relation between Absolute Firm-Specific Return and Future Stock Return Ryumi Kim and Joon Chae Korean Journal of Financial Studies, Volume 44 No. 5, December 2015, Pages 1031-1063
  12. Controlling Shareholders and the Choice of Bank Loans Yu Kyung Lee, Eun Jung Lee, Joon Chae (Corresponding Author) Asian Review of Financial Research (Korean), Volume 27, No. 3, August 2014, Pages 529-565
  13. Risk and Reward in Venture Capital Funds Joon Chae, Jee-Hyun Kim, Hyung-Chul Ku Seoul Journal of Business, Volume 20, No. 1, June 2014, Pages 91-137
  14. A Reexamination of Diversification Premiums: An Information Asymmetry Perspective Joon Chae, Jin-young Jung, and Cheol-Won Yang Asia-Pacific Journal of Financial Studies (SSCI), Volume 43, April 2014, Pages 223-248
  15. Takeover vulnerability and the behavior of short-term stock returns Joon Chae, Dong Wook Lee and Shu-Feng Wang Journal of Corporate Finance (SSCI), Volume 22, September 2013, Pages 66-82
  16. Changes in Operational Efficiency and Firm Performance: A Frontier Analysis Approach Bok Baik, Joon Chae, Sunhwa Choi and David B. Farber Contemporary Accounting Research (SSCI), Volume 30, Issue 3, Fall 2013 (September), Pages 1645–1668
  17. Commonality in individuals' trading: A systematic path between behavioral bias and expected returns Joon Chae and Cheol-Won Yang Pacific-Basin Finance Journal (SSCI), Volume 21, Issue 1, January 2013, Pages 1008-1023
  18. Who Makes Markets? Liquidity Providers versus Algorithmic Traders Joon Chae, Jaeuk Khil and Eun Jung Lee Journal of Futures Markets (SSCI), Volume 33, Issue 5, pages 397–420, May 2013
  19. What Drives Firms’ Financial Decisions?: Evidence from the Field Joon Chae, Byung Joo Ahn and Jin-young Jung Korean Journal of Financial Studies (Korean), Volume 40, No. 1, 2011
  20. An analysis of split orders in an index options market Joon Chae and Eun Jung Lee Applied Economics Letters (SSCI), March, 2011
  21. How corporate governance affects payout policy under agency problems and external financing constraints Joon Chae, Sungmin Kim, and Eun Jung Lee Journal of Banking and Finance (SSCI), November, 2009
  22. Determinants of Trading Profits: The Liquidity Provision Decision Joon Chae and Albert Wang Emerging Markets Finance and Trades (SSCI), November, 2009
  23. Negative Momentum Profit in Korea and its sources Joon Chae and Yunsung Eom Asia-Pacific Journal of Financial Studies (SSCI), April, 2009
  24. Liquidity Provision by Day-Traders Joon Chae and Eun Jung Lee Korean Journal of Finance (Korean), 2008, Volume 21, No. 2, 115-146
  25. Which Idiosyncratic Factors Can Explain the Pricing Errors from Asset Pricing Models in the Korean Stock Market Joon Chae and Cheolwon Yang Asia-Pacific Journal of Financial Studies (SSCI), 2008, Volume 37,
  26. Trading Volume, Information Asymmetry, and Timing Information Joon Chae Journal of Finance (SSCI), Volume 60:1, February, 2005
  27. Escape from the Market: Discretionary Liquidity Trading Joon Chae Seoul Journal of Business, Volume 10, Number 1, 2004


[저서]

  1. 세상에서 가장 쉬운 재무관리 이야기, 2008, 트라일러앤컴퍼니, ISBN 978-89-959274-2-7


[기타 저술]

  1. 왜 주식투자를 해야 하는가? 주간금융경제동향, 우리금융연구소, 2013년 12월 26일
  2. 금융소비자 보호에 대한 원칙과 제언 금융투자, 금융투자협회, 2013년 12월 (158호)
  3. Empathy in Finance Seoul Business Letter, 2010년 10월
  4. 당신도 주식투자를 하십니까? Seoul Business Letter, 2009년 10월
  5. 유동성에 대한 소고 Seoul Business Letter, 2008년 10월
  6. 행위주의적 재무론 Seoul Business Letter, 2007년 11월
  7. 규제산업의 자본비용 Seoul Business Letter, 2007년 1월
  8. 자본비용 줄여야 기업몸값 상승 매일경제신문, 2007년 11월 24일


[사례연구]

  1. The Commodity Futures Market and Investment Strategies 강병하, 류종익, 박상균, 김남재, 장희천 공저 서울대학교, 2010
  2. Inside the Center of the Fund Craze: Insight Fund 장희천, 강병하, 류종익, 박상균, 김남재 공저 서울대학교, 2010
  3. Did You Know You Can Invest in Real Estate at Your Brokerage House? 배현주, 장희천, 류종익, 박상균, 김남재 공저 서울대학교, 2009
  4. How to set up a fund of hedge fund? 김류미, 장희천, 등 공저 서울대학교, 2009
  5. How to set up a hedge fund? 김경한, 박성준, 배경훈, 설홍기, 임유민 공저 서울대학교, 2008
  6. Diamond Fund 박래수, 정재만 공저 서울대학교, 2007


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