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Headshot of Dr. Manish Verma, smiling.

Dr. Yoontae Jeon

Assistant Professor

Headshot of Dr. Manish Verma, smiling.

Department / Academic Area

Faculty, Finance And Business Economics

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

Publications

Journals

Stock Return Autocorrelations And Expected Option Returns

Yoontae Jeon    Raymond Kan    Gang Li

Journal     2024

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

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