Details about Jaewon Choi

Access statistics for papers by Jaewon Choi.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: pch2101

Working Papers

2023

1. Mutual Fund Flows and the Supply of Capital in Municipal Financing
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2022

2. Bond funds and credit risk
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
3. Natural Disasters and Municipal Bonds
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2020

4. Network-Based Measures of Systemic Risk in Korea
   Working Papers, Economic Research Institute, Bank of Korea
   See also Journal Article Network-based measures of systemic risk in Korea, Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited (2023) (2023)

2017

5. Corporate Debt Maturity Profiles
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
   See also Journal Article Corporate debt maturity profiles, Journal of Financial Economics, Elsevier (2018) View citations (42) (2018)
6. Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (16)
   See also Journal Article Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs, Management Science, INFORMS (2024) (2024)

2014

7. On the Fundamental Relation Between Equity Returns and Interest Rates
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

2013

8. Did liquidity providers become liquidity seekers?
   Staff Reports, Federal Reserve Bank of New York View citations (15)
9. Granularity of corporate debt
   CFS Working Paper Series, Center for Financial Studies (CFS) View citations (9)
   See also Journal Article Granularity of Corporate Debt, Journal of Financial and Quantitative Analysis, Cambridge University Press (2021) View citations (3) (2021)

Journal Articles

2024

1. Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs
   Management Science, 2024, 70, (1), 187-206
   See also Working Paper Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs, Finance and Economics Discussion Series (2017) View citations (16) (2017)
2. Magnetic excitations in strained infinite-layer nickelate PrNiO2 films
   Nature Communications, 2024, 15, (1), 1-7
3. Reaching for Yield and the Cross Section of Bond Returns
   Management Science, 2024, 70, (8), 5226-5245

2023

4. Network-based measures of systemic risk in Korea
   Journal of Derivatives and Quantitative Studies: 선물연구, 2023, 31, (3), 174-196
   See also Working Paper Network-Based Measures of Systemic Risk in Korea, Working Papers (2020) (2020)

2022

5. Capital Structure Priority Effects in Durations, Stock-Bond Comovements, and Factor Pricing Models
   (Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy)
   The Review of Asset Pricing Studies, 2022, 12, (3), 706-753 View citations (1)
6. Sitting bucks: Stale pricing in fixed income funds
   Journal of Financial Economics, 2022, 145, (2), 296-317 View citations (6)

2021

7. Granularity of Corporate Debt
   Journal of Financial and Quantitative Analysis, 2021, 56, (4), 1127-1162 View citations (3)
   See also Working Paper Granularity of corporate debt, CFS Working Paper Series (2013) View citations (9) (2013)
8. Mutual fund flows and fluctuations in credit and business cycles
   Journal of Financial Economics, 2021, 139, (1), 84-108 View citations (13)

2020

9. Corporate bond mutual funds and asset fire sales
   Journal of Financial Economics, 2020, 138, (2), 432-457 View citations (34)

2019

10. Asymmetric Learning from Prices and Post‐Earnings‐Announcement Drift
    Contemporary Accounting Research, 2019, 36, (3), 1724-1750 View citations (2)

2018

11. Anomalies and market (dis)integration
    Journal of Monetary Economics, 2018, 100, (C), 16-34 View citations (25)
12. Corporate debt maturity profiles
    Journal of Financial Economics, 2018, 130, (3), 484-502 View citations (42)
    See also Working Paper Corporate Debt Maturity Profiles, CEPR Discussion Papers (2017) View citations (10) (2017)
13. Reaching for Yield in Corporate Bond Mutual Funds
    The Review of Financial Studies, 2018, 31, (5), 1930-1965 View citations (58)

2016

14. The volatility of a firm's assets and the leverage effect
    Journal of Financial Economics, 2016, 121, (2), 254-277 View citations (21)

2013

15. What Drives the Value Premium?: The Role of Asset Risk and Leverage
    The Review of Financial Studies, 2013, 26, (11), 2845-2875 View citations (41)