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Jaewon Choi

Assistant Professor of Finance

All Publications

Articles in Journals

Choi, J., Richardson, M. Forthcoming. The Volatility of a Firm's Assets and the Leverage Effect. Journal of Financial Economics

Choi, J. 2013. What Drives the Value Premium?: The Role of Asset Risk and Financial Leverage. Review of Financial Studies

Choi, J. 2008. Credit Risk with Lagged Information. Journal of Derivatives

Working Papers

Choi, J., Kronlund, M. 2014. Reaching For Yield or Playing It Safe? Risk Taking by Bond Mutual Funds

Choi, J., Shachar, O. 2013. Did Liquidity Providers Become Liquidity Seekers?: Evidence from the CDS-Bond Basis during the 2008 Financial Crisis

Choi, J., Williams, J. 2013. The False Consensus Effect and Trading Around Earnings Announcements

Choi, J., Lee, J. 2012. Temporal Profiles of Cash Flows: Implications for Financial Leverage

Choi, J., Richardson, M., Whitelaw, R. 2012. On the Fundamental Relation between Equity Returns and Interest Rates

Choi, J. 2009. Rethinking the Conditional CAPM: the Impact of Financial Leverage