Haehean Park
Southwestern University of Finance and Economics (SWUFE)
School of Insurance
555 Liutai Avenue, Wenjian District, Gezi Building #225
Chengdu, Sichuan, P.R. China
Mobile: +86-** or +82-10-9071-1324
E-mail: hhpark@swufe.edu.cn
EDUCATION


Korea University Business School, Seoul, Korea
Ph. D in Finance 2011-February 2017
Thesis title: Essays on the Informed Trading and Information Asymmetry
Thesis Committee: Baeho Kim, Kyungsuh Park, Bumjean Sohn, Jinguan Park, Sunjoong Yoon
Hankuk University of Foreign Studies, Seoul, Korea
M.A. in Finance (Valedictorian) December 2010
Thesis title: Forecasting the Jumps of Stock Index Using Volatility Skew
Thesis Committee: Sol Kim, Jin-woo Park, Hyo-suk Kang
Bachelor of English Literature 2008


Research Interests
Primary: Market Microstructure, Empirical Asset Pricing, Derivatives, Market Efficiency and Anomalies
Secondary: International Finance, Behavioral Finance, Ethics in Finance


Papers
Working Papers
1. “A Smiling Bear in the Equity Options Market and the cross section of stock return” (with Baeho Kim, Hyeongsop Shim)
· Park, H., Kim, B., & Shim, H. (2019). A smiling bear in the equity options market and the cross‐section of stock returns. Journal of Futures Markets; 1-23 2019
· Semi-final list for the Best-paper award: The FMA Annual Meeting 2016.
· Runner-Up Award at Derivative Markets Conference 2015.
· Honorable mentions Award at the 11^th Annual Conference of the Asia-Pacific Association of Derivatives Conference 2015.
· Presented at Australasian Finance and Banking Conference, 2015; Derivatives Markets Conference, 2015; Asia-Pacific Association of Derivatives Conference, 2015; Asia-Pacific Financial Markets, 2015, Financial Management Association (FMA) Annual Meeting, Oct 2016.
· Research Grant funded by the Korea Government (2015.5~2016.4)
The National Research Foundation of Korea

2. “Term-structure of Informed Option Trading and the Cross-section of Stock Returns” (with Bae-ho Kim)
· Accepted and will be published in May 2020 at Journal of Futures market
· Presented at Derivatives Markets Conference, 2019;

3. “Financial Liberalization, Firm Growth, and Information Environment” (with Yun-woo Park)
· Review and Resubmit (R&R) at International Review of Economics and Finance

4. “Bubble, Bubble, and Trouble: A Behavioral Perspective of the Cryptoasset Market” (with Hoje Jo and Hersh Shefrin)
· Review and Resubmit (R&R) at Journal of Futures Market

5. “CO2 Emissions and the Pricing of Climate Risk” (with Jongmoo Jay Choi and Hoje Jo)
· Under review at Journal of Banking and Finance
· Presented at CAFM (Conference on Asia-Pacific Financial Markets) 2017, APRIA 2018, Asian FA 2019

6. “Is Corporate Social Responsibility Priced” (with Hoje Jo and Guo Lin)
· Under revision to submit to a journal
· Presented at Asian FMA 2017 and Asian FA 2018

7. “Overnight Strategy of Foreign Day-traders and Their Performance” (with Kyung-suh Park)
· Under revision to submit a journal
· Presented at Australasian Finance and Banking Conference, 2015, Oct 2016, International Conference on Business and Information (BAI) 2016, Financial Management Association (FMA) Annual Meeting 2016, World Finance Conference (WFC) 2016.

8. “Universal Ethics or Ethical Relativism?: Evidence from Firm Internationalization and Emissions Reduction.” (with Jongmoo Jay Choi, Hoje Jo and Lingxia Sun)
· Under revision to submit a journal

9. “Exploration vs. Exploitation? Firm Globalization and Environmental Innovation.” (with Jongmoo Jay Choi, Hoje Jo and Lingxia Sun)
· Under revision to submit to a journal

Work in Progress
1. “Corporate Social Responsibility and Equity Price: International and further U.S. evidence (with Hoje Jo, Ye Cai)
2. “Behavior of Overconfident CEO: Evidence from Earthquake Strikes” (with Hoje Jo, Hersh Shefrin and Guo Lin)
3. “Internationalization and Stock Price Crash Risk” (with Hoje Jo and Lingxia)


Korean (Domestic) Publications
1. “Information Flow between Stock Skew and Options Risk Neutral Skew: Evidence from KOSPI200 Options”, (with Sol Kim and Ki-Jung Eom) Korean Journal of Futures and Options, 21(1), 97 133, 2013.
2. “Forecasting the Jumps of Stock Index Using Volatility Skew,” (with Sol Kim) Korean Journal of Financial Studies, 41(2), 189-231, 2012.
3. “Information Contents of Open Interest Value Ratio about KOSPI200 index return,” (with Sol Kim) 20(1), 65-100, Korean Journal of Futures and Options, 2012.


Work Experience
Southwestern University of Finance and Economics, China
Associate Professor Fall 2019~
Assistant Professor Spring 2017-Fall 2017

Korea University Business School, Seoul, Korea
Instructor, Investment (Undergraduate) Fall 2016
Instructor, Investment (Undergraduate) Spring 2016
Evaluation: 5.16/6.00
University Overall Average: 4.99/6.00
Teaching Assistant, Finance and International Finance Fall 2013, Spring 2014
Teaching Assistant, Derivatives and Risk Management Fall 2012, Spring 2013
Teaching Assistant, International Financial Risk Management Fall 2011, Spring 2012
Teaching Assistant, Finance and Value at Risk Fall 2011-2012, Spring 2012
Research Assistant, to Baeho Kim 2015-2016
Research Assistant, to James Park 2014
Research Assistant, to Jun-ho Hwang 2013
Research Assistant, to Jin-wan Cho 2011-2012

Hankuk University of Foreign Studies, Seoul, Korea
Teaching Assistant, Derivatives and Risk Management Fall 2009, Spring 2010
Teaching Assistant, Investment and Portfolio Theory Fall 2010
Teaching Assistant, Value at Risk Fall 2009, Spring 2010
Research Assistant, to Sol Kim 2009-2010


Honors & Awards
1. Semi-final list for the Best-paper award at FMA Annual Meeting (2016)
2. Runner-Up Award at Derivative Markets Conference on Derivative Markets Conference (2015)
3. Honorable mentions Award at the 11^th Annual Conference of the Asia-Pacific Association of Derivatives Conference (2015)
4. Research Grant funded by the Korea Government (2015.5~2016.4)
The National Research Foundation of Korea
5. Research Grant funded by the Korea Government (2010.5~2011.4)
The National Research Foundation of Korea

Personal Information
Nationality: Republic of Korea
Languages: Korean (Native), English
Computer Application: SAS, STATA, Matlab, Eviews


Reference
Baeho Kim (Advisor)

Associate Professor of Finance
Korea University Business School
Phone: +82 (2) 3290-2626
E-mail: baehokim@korea.ac.kr
Bumjean Sohn

Assistant Professor of Finance
Korea University Business School
Phone: +82 (2) 3290-2832
E-mail: sohnb@korea.ac.kr




Hoje Jo

Gerald and Bonita Wilkinson Professor of Finance
Leavey School of Business, Santa Clara University
Phone: +1 (408) 554-4779
E-mail: hjo@scu.edu
James Park

Assistant Professor of Finance
Korea University Business School
Phone: +82 (2) 3290-2824
E-mail: jpark1@korea.ac.kr