Yoontae Jeon

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Kiryoung LeeCheongju UniversityVerified email at cju.ac.kr
Bruno FeunouBank of CanadaVerified email at bankofcanada.ca
Thomas H. McCurdyRotman School of Management, University of TorontoVerified email at rotman.utoronto.ca
Chayawat OrnthanalaiRotman School of Management, University of TorontoVerified email at rotman.utoronto.ca
Xiaofei ZhaoAssociate Professor of Finance, McDonough School of Business, Georgetown UniversityVerified email at georgetown.edu
Laleh SamarbakhshToronto Metropolitan University (formerly Ryerson)Verified email at ryerson.ca
Insik KimJeonju UniversityVerified email at jj.ac.kr
Chanik JoChinese University of Hong KongVerified email at cuhk.edu.hk
Minki KimKorea Capital Market InstituteVerified email at kcmi.re.kr
Raymond KanUniversity of TorontoVerified email at rotman.utoronto.ca
Gang LiThe Chinese University of Hong Kong, CUHK Business SchoolVerified email at cuhk.edu.hk
Youngme SeoRyerson UniversityVerified email at ryerson.ca
Michael J. SeilerK. Dane Brooksher Endowed Chair in Real Estate, The College of William & MaryVerified email at mason.wm.edu

Yoontae Jeon

Assistant Professor of Finance, McMaster University

Verified email at mcmaster.ca

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Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Option valuation with observable volatility and jump dynamics P Christoffersen, B Feunou, Y Jeon Journal of Banking & Finance 61, S101-S120, 2015	33	2015
News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies Y Jeon, TH McCurdy, X Zhao Journal of Financial Economics 145 (2), 1-17, 2022	28	2022
Time-varying crash risk embedded in index options: The role of stock market liquidity P Christoffersen, B Feunou, Y Jeon, C Ornthanalai Review of Finance 25 (4), 1261-1298, 2021	17*	2021
Chinese economic policy uncertainty and US households' portfolio decisions K Lee, Y Jeon, C Jo Pacific-Basin Finance Journal 64, 101452, 2020	14	2020
Macroeconomic uncertainty shocks and households’ consumption choice EY Nam, K Lee, Y Jeon Journal of Macroeconomics 68, 103306, 2021	8	2021
Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books Y Jeon, L Samarbakhsh, K Hewitt Finance Research Letters 39, 101654, 2021	6	2021
Which uncertainty measures matter for the cross-section of stock returns? K Lee, Y Jeon, M Kim Finance Research Letters 46, 102390, 2022	5	2022
Chinese Economic Policy uncertainty and the cross-section of US asset returns K Lee, Y Jeon, EY Nam International Review of Economics & Finance 76, 1063-1077, 2021	4	2021
Chinese economic policy uncertainty and US corporate investment K Lee, Y Jeon, L Samarbakhsh, I Kim International Review of Finance 21 (4), 1519-1528, 2021	3	2021
Which economic uncertainty measure matters for households' portfolio decision? K Lee, Y Jeon, I Kim Journal of Financial Research 44 (2), 343-369, 2021	3	2021
Time-varying window length for correlation forecasts Y Jeon, TH McCurdy Econometrics 5 (4), 54, 2017	3	2017
Measuring Chinese consumers’ perceived uncertainty K Lee, Y Jeon International Review of Economics & Finance 66, 51-70, 2020	2	2020
Stock Return Autocorrelations and Expected Option Returns Y Jeon, R Kan, G Li Available at SSRN 3363331, 2019	2	2019
The Impact of Public Information on Housing Market Decisions: Evidence from Third-Party AVMs Y Jeon, MJ Seiler, Y Seo Journal of Real Estate Research, 1-28, 2022		2022
Three Essays on Observable Covariates in Option Pricing Y Jeon University of Toronto (Canada), 2017		2017
Supplementary Internet Appendix to:“Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity” P Christoffersen, B Feunou, Y Jeon, C Ornthanalai

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