Get started
Author

Yoontae Jeon

Observed name: Jeon, Yoontae
Institution: McMaster University
ORCID: 0000-0001-9038-0200
Observed ORCID: 0000-0001-9038-0200
OpenAlex ID: A5081265252
News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies
2021 · Yoontae Jeon, Thomas H. McCurdy, et al. · Journal of Financial Economics · 134
PDF
Option valuation with observable volatility and jump dynamics
2015 · Peter Christoffersen, Bruno Feunou, et al. · Journal of Banking & Finance · 54
Macroeconomic uncertainty shocks and households’ consumption choice
2021 · Eun-Young Nam, Kiryoung Lee, et al. · Journal of Macroeconomics · 34
Chinese Economic Policy Uncertainty and the Cross-Section of U.S. Asset Returns
2021 · Kiryoung Lee, Yoontae Jeon, et al. · International Review of Economics & Finance · 22
Chinese economic policy uncertainty and U.S. households' portfolio decisions
2020 · Kiryoung Lee, Yoontae Jeon, et al. · Pacific-Basin Finance Journal · 21
Chinese economic policy uncertainty and U.S. corporate investment
2020 · Kiryoung Lee, Yoontae Jeon, et al. · International Review of Finance · 17
Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books
2020 · Yoontae Jeon, Laleh Samarbakhsh, et al. · Finance research letters · 12
Which uncertainty measures matter for the cross-section of stock returns?
2021 · Kiryoung Lee, Yoontae Jeon, et al. · Finance research letters · 11
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity
2020 · Peter Christoffersen, Bruno Feunou, et al. · European Finance Review · 11
PDF
Which economic uncertainty measure matters for households' portfolio decision?
2021 · Kiryoung Lee, Yoontae Jeon, et al. · The Journal of Financial Research · 10
Time-Varying Crash Risk: The Role of Stock Market Liquidity
2016 · Peter Christoffersen, Bruno Feunou, et al. · SSRN Electronic Journal · 10
Stock Return Autocorrelations and Expected Option Returns
2024 · Yoontae Jeon, Raymond Kan, et al. · Management Science · 9
Time-Varying Window Length for Correlation Forecasts
2017 · Yoontae Jeon, Thomas McCurdy · Econometrics · 9
PDF
The Impact of Public Information on Housing Market Decisions: Evidence from Third-Party AVMs
2022 · Yoontae Jeon, Michael J. Seiler, et al. · Journal of Real Estate Research · 6
Measuring Chinese consumers’ perceived uncertainty
2019 · Kiryoung Lee, Yoontae Jeon · International Review of Economics & Finance · 3
Comprehensive Reassessment of Economic Uncertainty and Corporate Investment
2022 · Kiryoung Lee, Yoontae Jeon · SSRN Electronic Journal · 2
Time-Varying Crash Risk: The Role of Stock Market Liquidity
2021 · Christoffersen, Peter, Feunou, Bruno, et al. · RePEc: Research Papers in Economics · 1
Comprehensive reassessment of economic uncertainty and corporate investment
2026 · Kiryoung Lee, Yoontae Jeon · Managerial Finance
Optimal portfolio with options
2025 · Jeon, Yoontae, Kan, Raymond, et al. · MacSphere (McMaster University)
The Value of Economic Regularization for Stock Return Predictability
2024 · Yoontae Jeon, Laleh Samarbakhsh, et al. · SSRN Electronic Journal
Blame it on the weather: Market implied weather volatility and firm performance
2023 · Joon Woo Bae, Kris Jacobs, et al. · SSRN Electronic Journal
Weather Volatility Risk Premia *
2023 · Joon Woo Bae, Kris Jacobs, et al. · SSRN Electronic Journal
Does News, Order Flow, or Illiquidity drive jumps in stock returns? In the day or in the night?
2023 · Yoontae Jeon, Thomas H. McCurdy, et al. · SSRN Electronic Journal
Comprehensive Reassessment of Economic Uncertainty and Corporate Investment
2022 · kiryoung Lee, Yoontae Jeon · SSRN Electronic Journal
Time-varying window length for correlation forecasts
2021 · Yoontae Jeon, Thomas H. McCurdy
Works count: 29
Citation count: 365
H-index: 10
I10-index: 11
Year
Topic
Type