Kyong Shik Eom received his Ph.D. in Finance from Lehigh University in 1998, M.S. in Finance and B.S. in Business Administration from Korea University in 1989 and 1985, respectively. Before joining the Center for Risk Management Research (CRMR), Kyong Shik was a full Professor of Finance at the University of Seoul and also was Director of the Capital Market Division at Korea Securities Research Institute (currently Korea Capital Market Institute, KCMI). He has served on several committees at Korea Exchange (KRX), and on many task forces convened by the Korea Financial Supervisory Committee (FSC). His research interests include market micro- and macro-structure, focusing on market integrity, efficiency, and stability. Currently, he is working on price stabilization and discovery under a volatility interruption (VI) system and its built-in random-end (RE) trading mechanism on spot and derivatives markets, and the effects of a transaction tax on high-frequency trading (HFT).
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Working Papers2017-01: Hyung Cheol Kang, Robert M. Anderson, Kyong Shik Eom, and Sang Koo Kang, "Controlling shareholders’ value, long-run firm value and short-term performance"
2016-04: Jong-Ho Park, Ki Beom Binh, and Kyong Shik Eom, "The effect of listing switches from a growth market to a main board: An alternative perspective" Published in Emerging Markets Review Volume 29, December 2016, Pages 246–273 (PDF of article)
2016-06: Kyong Shik Eom, Jangkoo Kang, and Kyung Yoon Kwon, "PIN, Adjusted PIN, and PSOS: Difference of Opinion in the Korean Stock Market"
2007-03: Robert M. Anderson, Kyong Shik Eom, Sang Buhm Hahn and Jong-Ho Park, "Stock Return Autocorrelation is Not Spurious" (Revised Version 5/26/08)