职称：Assistant Professor (讲师)

专业/研究领域：Empirical Asset Pricing / Finance (实证资产定价/金融)

教师照片

教师简介

Yonghwan Jo, who specialized in Empirical Asset Pricing within the field of Finance, earned his Ph.D. from KAIST. His research primarily explores risk premiums, with a specific emphasis on equity and futures markets, utilizing Machine Learning for predictions. (Yonghwan Jo 专门研究金融领域的实证资产定价，并获得了博士学位。来自韩国科学技术院。他的研究主要探讨风险溢价，特别关注股票和期货市场，利用机器学习进行预测。)

讲授的课程、代表性论著成果及主持或完成的科研项目

Courses: Business English (2020), Financial Econometrics (2022, 2023, 2024) 商务英语（2020年）、金融计量经济学（2022年、2023年、2024年）

Representative Publications:

"The Impact of Liquidity Risk in the Chinese Banking System on Global Commodity Markets", Journal of Empirical Finance, (2022) 66, 23-50

"Revisiting the Time Series Momentum Anomaly", Annals of Economics and Finance, (2019) 20-2, 767-782