职称：副教授, 李安民经济研究院
专业/研究领域：金融, 资产价格理论实证分析和金融衍生品
教师照片
教师简介
Dr. Tai-Yong Roh is an associate professor at Li Anmin Institute of Economic Research, Liaoning University in China. Dr. Roh obtained a Ph.D in Finance (Graduation: 08/2015) in the KAIST Business School, which is one of the top business schools in Korea. Before joining Liaoning University, Dr. Roh was a post-doctoral research fellow at the Department of Finance in Auckland University of Technology for 2-year. Dr. Roh has more than 10 research outputs published in various international journals including Journal of Banking and Finance, Journal of Empirical Finance, and Journal of Futures Markets. Currently, Dr.Roh is actively involved in several research projects in the area of empirical asset pricing and derivatives with researchers in Auckland University of Technology, Hanyang University, Central University of Finance and Economics, Seoul National University and so on.
讲授的课程、代表性论著成果及主持或完成的科研项目
-讲授的课程
(1) 经济学前沿(硕士): 2020秋
(2) 期货市场学(本科): 2021春, 2022春
(3) 全球金融衍生交易市场(硕士): 2022春
(4) 金融理论与政策(硕士): 2024春
-代表性论著成果
(1) Consumption Growth Predictability and Asset Prices, Journal of Empirical Finance, 2019, 51: 95-118 (期刊论文) (本人标注: 唯一第一作者)
(2) What Drives Dispersion Anomaly?, Journal of Banking and Finance, 2022, 138: 106405 (期刊论文) (本人标注: 作者署名按姓氏排序 )
(3) Downside Uncertainty Shocks in the Oil and Gold Markets, International Review of Economics and Finance, 2019, 66: 291-307 (期刊论文) (本人标注: 唯一第一作者 )
(4) An Examination of Ex Ante Risk and Return in the Cross-Section Using Option-Implied Information, European Journal of Finance, 2020, 16: 1623-1645 (期刊论文) (本人标注: 唯一通讯作者 )
(5) An Investment-Based Explanation for the Dispersion Anomaly, Economics Letters, 2019, 186: 108832 (期刊论文) (本人标注: 唯一通讯作者 )
(6) Volatility-of-Volatility Risk in the Crude Oil Market, Journal of Futures Markets, 2020, 41(2): 245-265 (期刊论文) (本人标注: 作者署名按姓氏排序 )
(7) Bad volatility is not always bad: evidence from the commodity markets, Applied Economics, 2020, 52: 4384-4402 (期刊论文) (本人标注: 作者署名按姓氏排序 )
(8) The q-Factors and Macroeconomic Conditions: Asymmetric Effects of the Business Cycles on Long and Short Sides, International Review of Finance, 2018, 20: 897-921 (期刊论文) (本人标注: 其他情况 )
(9) Who buys Bitcoin? The cultural determinants of Bitcoin activity, International Review of Financial Analysis, 2022, 84: 102385 (期刊论文) (本人标注: 作者署名按姓氏排序 )
(10) National Culture and Corporate Risk-Taking around the World, Global Finance Journal, 2022, 52: 100710 (期刊论文) (本人标注: 作者署名按姓氏排序 )