BS, MBA (Seoul National); MS (Chicago); PhD (Northwestern)
Department of FinanceRoom 1240, 12/F
Cheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong
+852 3943 1776
Prof. Taejin Kim is an Assistant Professor in Finance at The Chinese University of Hong Kong (CUHK) Business School. His research interests are financial intermediation, learning in financial markets, and theoretical corporate finance. Prof. Kim earned his PhD in Finance from Northwestern University, Kellogg School of Management. During his time in the PhD programme, Prof. Kim was awarded SAC Capital PhD Candidate Award for Outstanding Research. He also holds an MS in Statistics from University of Chicago, and an MBA and a BS in Physics from Seoul National University, Korea. Prior to his doctoral studies, Prof. Kim worked as an auditor for KPMG in Korea.
Financial Intermediation and Macroeconomy
Corporate Finance Theory
Information and Learning in Financial Markets
- Publications & Working Papers
- Taejin Kim and Kun Ho Kim (2016), “Capital Asset Pricing Model: A Time-Varying Volatility Approach,” Journal of Empirical Finance, 37, 268-281.
- Taejin Kim and Jeffrey Russell (2010), “A New Model for Limit Order Book Dynamics.” In Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle, edited by Tim Bollerslev, Jeffrey Russell, and Mark Watson, Oxford University Press.
- Taejin Kim, Snehal Banerjee, and Vishal Mangla, “Conceal to Coordinate“.
- Taejin Kim, and Vishal Mangla, “Capital Regulation with Two Banking Sectors: Cyclicality and Implementation“.
- Taejin Kim, and Vishal Mangla, “Investment Crowding in Opaque Markets and Policy Trap“.
- Awards & Honours
- SAC Capital PhD Candidate Award for Outstanding Research (WFA)