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Jun Kyung Auh
Jun Kyung Auh
Yonsei University and Columbia University
Verified email at columbia.edu - Homepage
Title
Cited by
Cited by
Year
Procyclical credit rating policy
JK Auh
Georgetown McDonough School of Business Research Paper, 2015
312015
Natural disasters and municipal bonds
JK Auh, J Choi, T Deryugina, T Park
National Bureau of Economic Research, 2022
242022
Cross-asset information synergy in mutual fund families
JK Auh, J Bai
National Bureau of Economic Research, 2020
232020
Loan terms and collateral: Evidence from the bilateral repo market
JK Auh, M Landoni
SSRN, 2017
142017
Loan terms and collateral: Evidence from the bilateral repo market
JK Auh, M Landoni
The Journal of Finance 77 (6), 2997-3036, 2022
132022
Bankruptcy code, optimal liability structure and secured short-term debt
JK Auh, S Sundaresan
Working paper, Columbia University, 2013
122013
Repo priority right and the bankruptcy code
JK Auh, S Sundaresan
Critical Finance Review 7, 2018
72018
Repo rollover risk and the bankruptcy code
JK Auh, SM Sundaresan
Columbia Business School Research Paper, 2015
72015
Lender protection versus risk compensation: Evidence from the bilateral repo market
JK Auh, M Landoni
2017 AFA Conference paper, 2016
52016
The role of margin and spread in secured lending: Evidence from the bilateral repo market
JK Auh, M Landoni
European Central Bank Research & Publications, 2015
52015
Repo runs and the bankruptcy code
JK Auh, SM Sundaresan
SSRN working paper 2217669, 2014
42014
Real effect of cost of financing
JK Auh
Columbia University Working Paper, 1–20, 2013
42013
Tricks of the Trade? Pre-Issuance Price Maneuvers by Underwriter-Dealers
JK Auh, YS Kim, M Landoni
Pre-Issuance Price Maneuvers by Underwriter-Dealers (July 9, 2019 …, 2019
32019
Liquidation Cascade and Anticipatory Trading: Evidence from the Structured Equity Product Market
JK Auh, W Cho
The Review of Asset Pricing Studies 13 (1), 53-98, 2023
22023
Factor-based portfolio optimization
JK Auh, W Cho
Economics Letters 228, 111137, 2023
12023
Uncoordinated Hedging and Price Chain Reaction
JK Auh, W Cho
Working paper, 2019
12019
The Full Story of Runs
JK Auh, H Yun
Available at SSRN 2972738, 2017
12017
Essays on corporate credit
JK Auh
Columbia University, 2014
12014
Understanding Corporate Bond Defaults in Korea Using Machine Learning Models*
D Park, JK Auh, G Song, YH Eom
Asia‐Pacific Journal of Financial Studies, 2024
2024
Procyclical Credit Rating Policy
JK Auh
Asia‐Pacific Journal of Financial Studies 52 (5), 707-761, 2023
2023
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Articles 1–20