Thompson Rivers University

Yong Joo Kang

Name: Dr. Yong Joo Kang
Position: Assistant Professor
Affiliation: Finance
Phone: 250-828-5398
Email: ykang@tru.ca

Interests

Financial Management, Financial Institutions Management, Portfolio and Equity Analysis, Investments, Derivative Securities, Fixed Income and Alternative Investments

Research Interests

Asset Pricing, Derivatives, Asset Allocation, Monetary Policy, Macro Finance, Market Microstructure

Education

YONSEI UNIVERSITY, School of Business, Ph.D. Business Administration, Major in Finance and minor in Economics, 2018

NEW YORK UNIVERSITY, Leonard N. Stern School of Business, M.B.A., Major in Finance (with distinction), 2003

STANFORD UNIVERSITY, M.S. Engineering-Economic Systems & Operations Research, 1998

UNIVERSITY OF CALIFORNIA, BERKELEY, B.S. Chemical Engineering, 1996

Publications

Refereed Journal Articles:

Kang, Y.J., Lee, H.Y., Park, H.Y., & Park, J.H. (2021). "Social Ties, Managerial Overconfidence, and Investment Efficiency." Finance Research Letters, 102300. https://doi.org/10.1016/j.frl.2021.102300

Hahn, J., Kang, Y.J., Sohn, Y. (2017). "Discretionary Consumption and the Equity Premium: Evidence from Korea," Asian Review of Financial Research, 30(2), pp. 217-236. https://doi.org/10.37197/arfr.2017.30.2.4

Jang, W.W., Eom, Y.H., Kang, Y.J. (2016). "Corporate bond pricing model with stochastically volatile firm value process," Economics Letters, 148, pp. 41-44. https://doi.org/10.1016/j.econlet.2016.09.018

Jang, W.W., Kim, H.K., Kang, Y.J. (2016). "Developing the Exchange Traded Market for Government Bonds: Effect of Recent Quote Rule Changes in Korea," Finance Research Letters, 19, pp. 130-138. https://doi.org/10.1016/j.frl.2016.07.004

Kang, Y.J., and Jang, W.W. (2016). "Mechanical Mean Reversion of Leverage Ratios: Analysis of South Korean Firms," The Review of Eurasian Studies (Asia-Europe Perspective Association), 13(3), pp. 103-125. https://doi.org/10.31203/aepa.2016.13.3.005

Kang, Y.J., and Jang, W.W. (2016). "The Five-Factor Asset Pricing Model: Applications to the Korea Stock Market," The Review of Eurasian Studies (Asia-Europe Perspective Association), 13(2), pp. 155-180. https://doi.org/10.31203/aepa.2016.13.2.009


Refereed Conference Presentations:

Kang, Y.J. (2021). "Impact of COVID-19 on Stock Market Returns and Volatility: Case Study of Canada on a Provincial, Regional, and National Level" presented during the Administrative Sciences Association of Canada Conference (June 2021).

Kang, Y.J. (2020). "The Recovery Theorem: Evaluation and Implementation Strategies for Empirical Analysis" presented during the Administrative Sciences Association of Canada Conference (June 2020). Awarded Best Paper for the Finance Division.


Webinar Presentations:

Kang, Y.J. (2021). "COVID-19 and the Impact on Stock Returns Globally" presented at the RavenPack: Live Chat with the Experts Series (March 10, 2021), a globally broadcasted webinar that looks at the impact of COVID-19 media coverage and infection information on global stock prices for 48 countries. Webinar link: https://www.ravenpack.com/event/covid-19-and-the-impact-on-stock-returns-globally/
YouTube Link: https://www.youtube.com/watch?v=-oQifvCwFCQ

Employment History

THOMPSON RIVERS UNIVERSITY, School of Business and Economics, Kamloops, B.C., Canada
Assistant Professor of Finance, Jan 2019 to Present

YONSEI UNIVERSITY, School of Business, Seoul, South Korea
Visiting Professor, Fall 2018
Lecturer, Fall 2017 to Spring 2018

YONSEI UNIVERSITY, Maeji School of Business, Wonju, South Korea
Lecturer, Fall 2016 to Spring 2017

BARCLAYS BANK, PLC, Seoul, South Korea
Director, Global Markets, Asia Pacific Markets Structuring Group, Head of Korea Markets Structuring, 2013 to 2014
Director, Global Distribution, Korea Institutional Sales, 2010 to 2013
Director, Global Distribution, Asia Pacific Sales Structuring, Head of Korea Sales Structuring, 2008 to 2010

GOLDMAN SACHS INTERNATIONAL BANK, Seoul, South Korea
Executive Director, Fixed Income, Currency & Commodities, Asia Ex-Japan Structuring, Head of Korea Structuring, 2007 to 2008

CREDIT SUISSE, Seoul, South Korea
Vice President, Global Structuring Group, Non-Japan Asia Rates Structuring, Head of Korea Structuring, 2004 to 2006

PRICEWATERHOUSECOOPERS, LLP, New York, NY, U.S.A.
Senior Associate, Advisory Services, Global Risk Management Solutions, Financial Risk Management Practice, 2003 to 2004

LECG, LLC, Emeryville, CA, U.S.A.
Consultant, Finance and Damages Practice, 1998 to 2001

SUMITOMO BANK OF CALIFORNIA, Oakland, CA, U.S.A.
Account Officer, 1997

Courses Taught

FNCE 2120: Financial Management
FNCE 4120: Business Valuation and Restructuring
FNCE 4190: Financial Institutions Management
BUSN 6020: Corporate Finance

Professional Affiliations

ADMINISTRATIVE SCIENCES ASSOCIATION OF CANADA (ASAC): Member, Finance Division Program Coordinator (2020-2021), Finance Division Editor (2021-2022)
NORTHERN FINANCE ASSOCIATION (NFA): Member
CANADIAN ECONOMICS ASSOCIATION (CEA): Member
BETA GAMMA SIGMA, Business Honor Society

Timetable

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