Dr. Yoontae Jeon

Associate Professor

Department / Academic Area

Faculty, Finance And Business Economics

Email

yoontae.jeon@mcmaster.ca

Phone

Biography

Dr. Yoontae Jeon received his Ph.D. in Finance from the Rotman School of Management, University of Toronto. His main research interests include Derivatives, Information in Financial Markets, Cryptocurrency, and Financial Econometrics. His current research focuses on extracting information embedded in financial derivatives products.

Articles

A lightbulb with a glowing brain inside instead of a filament, sparking with light.

September 26, 2025 · ACCOUNTING AND FINANCIAL MANAGEMENT | ALA MOKHTAR | ALFRED LIU | ASHISH PUJARI | BENSON HONIG | BERK GORGULU | CANSU EKMEKCIOGLU | CATHERINE CONNELLY | CHRISTINE LESAGE | FINANCE AND BUSINESS ECONOMICS | HUMAN RESOURCES AND MANAGEMENT | INFORMATION SYSTEMS | KHALED HASSANEIN | LINGLING SHI | MANISH VERMA | MARKETING | MILENA HEAD | OPERATIONS MANAGEMENT | RUHAI WU | SEAN O'BRADY | SHANE SAUNDERSON | SUDIPTO SARKAR | TRISH RUEBOTTOM | YAIR BERSON | YOONTAE JEON | YUN ZHOU

Celebrating DeGroote grant success in 2025

December 7, 2022 · ADDISU LASHITEW | AMIR AKBARI | BANIYELME ZOOGAH | EDI | FINANCE AND BUSINESS ECONOMICS | HEALTH POLICY AND MANAGEMENT | HUMAN RESOURCES AND MANAGEMENT | PAUL SNOWDON | RESEARCH | S. AMY SOMMER | STRATEGIC MANAGEMENT | YOONTAE JEON

DeGroote Welcomes Six New Faculty Members

Publications

Journals

Stock Return Autocorrelations And Expected Option Returns

Yoontae Jeon Raymond Kan Gang Li

Journal 2025

Management Science

The Impact Of Public Information On Housing Market Decisions: Evidence From Third-party Avms

Yoontae Jeon Michael j Seiler Youngme Seo

Journal 2023

Journal Of Real Estate Research

News As Sources Of Jumps In Stock Returns: Evidence From 21 Million News Articles For 9000 Companies

Yoontae Jeon Thomas h Mccurdy Xiaofei Zhao

Journal 2022

Journal Of Financial Economics

Which Uncertainty Measures Matter For The Cross-section Of Stock Returns? #

Kiryoung Lee Yoontae Jeon Minki Kim

Journal 2022

Finance Research Letters

Other

Fragmentation In The Bitcoin Market: Evidence From Multiple Coexisting Order Books

Yoontae Jeon Laleh Samarbakhsh Kenji Hewitt

2020

News As Sources Of Jumps In Stock Returns: Evidence From 21 Million News Articles For 9000 Companies

Yoontae Jeon Thomas h Mccurdy Xiaofei Zhao

2019

Stock Return Autocorrelations And Expected Option Returns

Yoontae Jeon Raymond Kan Gang Li

2019

Time-varying Crash Risk Embedded In Index Options: The Role Of Stock Market Liquidity

Peter Christoffersen Bruno Feunou Yoontae Jeon Chayawat Ornthanalai

2017

Tags: ACCOUNTING AND FINANCIAL MANAGEMENT FULL TIME FACULTY YOONTAE JEON