Kim, Soohun

Kim, Soohun is an Associate Professor in the Department of Business Administration at KAIST. His research focuses on Finance, Asset Pricing, Financial Econometrics, and Financial Market Frictions. He is affiliated with the KAIST College of Business and can be contacted via email at soohun@kaist.ac.kr or through his website at https://www.business.kaist.edu/faculty/skim. His work includes publications in top finance journals, such as the Review of Financial Studies and the Journal of Financial Markets. His research explores topics like asset pricing, market frictions, and financial econometrics, with a particular emphasis on empirical methods and market behavior.

Soohun Kim is a researcher specializing in Asset Pricing, Financial Econometrics, Tail Risk, and Market Stability. Their work explores the implications of market dynamics, risk factors, and behavioral patterns on financial markets. Kim's research includes examining the impact of high-frequency trading on liquidity, the role of tail risk in momentum strategies, and the estimation of risk premia using large cross-sectional data. They also investigate the behavior of investment consultants and the potential biases in academic publishing. Kim's contributions focus on understanding how financial markets function under stress and how risk is priced in asset returns.