Yoontae Jeon - McMaster Experts

Affiliations

DeGroote School of Business, McMaster University
Assistant Professor, Finance & Business Economics, DeGroote School of Business
Finance & Business Economics (Internal), DeGroote School of Business
Assistant Professor of Finance, Toronto Metropolitan University,

Scholarly Activity in McMaster Experts

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journal articles
- The Impact of Public Information on Housing Market Decisions: Evidence from Third-Party AVMs. Journal of Real Estate Research, The. 45:83-110. 2023
- News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies. Journal of Financial Economics. 145:1-17. 2022
- Which uncertainty measures matter for the cross-section of stock returns?. Finance Research Letters. 46:102390-102390. 2022
- Chinese economic policy uncertainty and U.S. corporate investment. International Review of Finance. 21:1519-1528. 2021
- Chinese Economic Policy Uncertainty and the Cross-Section of U.S. Asset Returns. International Review of Economics and Finance. 76:1063-1077. 2021
- Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity. Review of Finance. 25:1261-1298. 2021
- Macroeconomic uncertainty shocks and households’ consumption choice. Journal of Macroeconomics. 68:103306-103306. 2021
- Which economic uncertainty measure matters for households' portfolio decision?. Journal of Financial Research. 44:343-369. 2021
- Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books. Finance Research Letters. 39:101654-101654. 2021
- Chinese economic policy uncertainty and U.S. households' portfolio decisions. Pacific Basin Finance Journal. 64:101452-101452. 2020
- Measuring Chinese consumers’ perceived uncertainty. International Review of Economics and Finance. 66:51-70. 2020
- Option valuation with observable volatility and jump dynamics. Journal of Banking & Finance. 61:S101-S120. 2015
- Stock Return Autocorrelations and Expected Option Returns. Management science.
- Time-Varying Window Length for Correlation Forecasts. Econometrics. 5:54-54.
preprints