Author

Yonghwan Jo

Institution: Liaoning University

Observed institution: Liaoning University

ORCID: 0000-0002-5092-5787

Observed ORCID: 0000-0002-5092-5787

OpenAlex ID: A5004473222

The impact of liquidity risk in the Chinese banking system on the global commodity markets

2021 · Yonghwan Jo, Jihee Kim, et al. · Journal of Empirical Finance · 8

Margin call risk and leverage constraints: exploring investment horizons and low-risk anomalies in futures markets

2025 · Yonghwan Jo, Dain Jung · Journal of Derivatives and Quantitative Studies 선물연구 · 2

The Impact of Chinese Interbank Liquidity Risk on Global Commodity Markets

2017 · Yonghwan Jo, Jihee Kim, et al. · 한국재무학회 학술대회 · 2

Revisiting the Time Series Momentum Anomaly

2019 · Yonghwan Jo, Jihee Kim · RePEc: Research Papers in Economics · 1

Sample Splitting Choices Matter: Evidence from Machine Learning in Empirical Asset Pricing

2025 · Yonghwan Jo, Yonghwi Kim · SSRN Electronic Journal

The Impact of Chinese Interbank Risk on Global Commodity Markets

2018 · Yonghwan Jo, Jihee Kim, et al. · EAER International Conference Proceedings

Essays on asset pricing and international finance : (the) risk premium in the futures markets = 자산 가격 결정 및 국제 금융 연구 : 선물 시장의 리스크 프리미엄에 대해

2018 · Yonghwan Jo

Markov-switching causality test of stock returns and exchange rate changes for six OECD countries during the US financial crisis = 마르코브 국면전환을 이용한 미국 금융위기 기간 내 OECD 6개국의 주식 수익률과 환율 변화의 인과관계 분석

2013 · Yonghwan Jo, 조용환

내재변동성의 구간을 이용한 델타 헤징 실증 분석 = An empirical study on delta hedging with the regimes of volatility

2012 · 조용환, Yonghwan Jo · KAIST Institutional Repository (KAIST)

Works count: 9

Citation count: 13

H-index: 2

I10-index: