Natural disasters and municipal bonds JK Auh, J Choi, T Deryugina, T Park National Bureau of Economic Research, 2022 | 45 | 2022 |
Procyclical credit rating policy JK Auh Georgetown McDonough School of Business Research Paper, 2015 | 33 | 2015 |
Cross-asset information synergy in mutual fund families JK Auh, J Bai National Bureau of Economic Research, 2020 | 24 | 2020 |
Loan terms and collateral: Evidence from the bilateral repo market JK Auh, M Landoni The Journal of Finance 77 (6), 2997-3036, 2022 | 15 | 2022 |
Loan terms and collateral: Evidence from the bilateral repo market JK Auh, M Landoni SSRN, 2017 | 15 | 2017 |
Bankruptcy code, optimal liability structure and secured short-term debt JK Auh, S Sundaresan Working paper, Columbia University, 2013 | 12 | 2013 |
Repo rollover risk and the bankruptcy code JK Auh, SM Sundaresan Columbia Business School Research Paper, 2015 | 8 | 2015 |
Repo priority right and the bankruptcy code JK Auh, S Sundaresan Critical Finance Review 7, 2018 | 7 | 2018 |
Lender protection versus risk compensation: Evidence from the bilateral repo market JK Auh, M Landoni 2017 AFA Conference paper, 2016 | 5 | 2016 |
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 | 5 | 2015 |
Repo runs and the bankruptcy code JK Auh, SM Sundaresan SSRN working paper 2217669, 2014 | 4 | 2014 |
Real effect of cost of financing JK Auh Columbia University Working Paper, 1–20, 2013 | 4 | 2013 |
Factor-based portfolio optimization JK Auh, W Cho Economics Letters 228, 111137, 2023 | 3 | 2023 |
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 | 3 | 2019 |
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 | 2 | 2023 |
Understanding Corporate Bond Defaults in Korea Using Machine Learning Models* D Park, JK Auh, G Song, YH Eom Asia‐Pacific Journal of Financial Studies 53 (2), 238-276, 2024 | 1 | 2024 |
The Full Story of Runs JK Auh, M Landoni, H Yun Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting, 2023 | 1 | 2023 |
Uncoordinated Hedging and Price Chain Reaction JK Auh, W Cho Working paper, 2019 | 1 | 2019 |
Essays on corporate credit JK Auh Columbia University, 2014 | 1 | 2014 |
Procyclical Credit Rating Policy JK Auh Asia‐Pacific Journal of Financial Studies 52 (5), 707-761, 2023 | | 2023 |