학력
◾ Ph.D., Finance, Hong Kong University of Science and Technology, 2016.
◾ M.A., Financial Mathematics, University of Minnesota, Twin Cities, 2010.
◾ M.E., Management Engineering, Korea Advanced Institute of Science and Technology, 2004.
◾ B.A., Business Administration, Korea University, 2002.
주요 경력
◾ Associate Editor, Journal of Derivatives and Quantitative Studies, Jan. 2024 onwards
◾ Head, Research Center for Digital Innovation, Mar. 2022 onwards.
◾ Associate Professor of Finance, Seoul National University of Science and Technology, Apr. 2021 onwards.
◾ Assistant Professor of Finance, Seoul National University of Science and Technology, Mar. 2020 – Mar. 2021.
◾ Assistant Professor of Finance, National Taiwan Normal University, 2017 – 2020.
◾ Research Associate, Chinese University of Hong Kong, 2016 – 2017.
◾ Structured Bond Trader, Shinhan Bank, 2011.
◾ Currency Option Trader, Industrial Bank of Korea, 2006 – 2008.
◾ Credit Risk Modeler, Korea Information Service, 2003 – 2005.
연구 분야
Asset Pricing, FinTech.
담당 교과목
Investments; Derivative Securities; Digital Finance; Artificial Intelligence in Finance.
저널 논문
[26] Ahn, Y. (2024). Optimal Stopping Decisions and the Disposition Effect. Journal of Behavioral and Experimental Finance, Vol. 24, 100938.
[25] Ahn, Y. & Kim, D. (2024). An Emotion-based Explanation for Bitcoin's High-frequency Price Crash Risk. Applied Economics Letters, forthcoming.
[24] Ahn, J. & Ahn, Y. (2024). The Promises and Pitfalls of the Secured Overnight Financing Rate. Applied Economics Letters, forthcoming.
[23] Song, M. & Ahn, Y. (2024). The Determinants of SME Success in the Long Run: An Ecosystem Perspective. Applied Economics, Vol. 56, No. 60, pp.9251-9269.
[22] Ahn, Y. (2024). Flight to Safety, Intermediation Frictions, and US Treasury Floating Rate Note Prices. Finance Research Letters, Vol. 60, 104873.
[21] Ahn, J. & Ahn, Y. (2023). What Drives the TIPS-Treasury Bond Mispricing? Journal of Empirical Finance, Vol. 74, 101438.
[20] Ahn, J. & Ahn, Y. (2023). The Tail Risk Surface. Finance Research Letters, Vol. 58, 104497.
[19] Ahn, J. & Ahn, Y. (2023). Clogged Pipes in the Repo Market. Finance Research Letters, Vol. 57, 104284.
[18] Kim, T., Kim, D., & Ahn, Y. (2024). Counting Your Mobile Customers One by One: Mobile Transaction Predictions Using Buy-’Til-You-Die Models. International Journal of Mobile Communications, Vol. 24, No. 1, pp.23-45.
[17] Ahn, Y. & Kim, D. (2023). Visceral Emotions and Bitcoin Trading. Finance Research Letters, Vol. 51, 103458.
[16] Ahn, J. & Ahn, Y. (2022). Demystifying the US Treasury Floating Rate Note Puzzle: A Swap Market Perspective. Finance Research Letters, Vol. 50, 103362.
[15] Ahn, Y. (2023). Predicting Customer Attrition Using Binge Trading Patterns: Implications for the Financial Services Industry. Journal of the Operational Research Society, Vol. 71, No. 8, pp.1878-1891.
[14] Kim, T., Kim, D., & Ahn, Y. (2022). Instant Customer Base Analysis in the Financial Services Sector. Expert Systems with Applications, Vol. 202, 117326.
[13] Ahn, Y. (2022). Asymmetric Tail Dependence in Cryptocurrency Markets: A Model-free Approach. Finance Research Letters, Vol. 47, 102746.
[12] Ahn, Y., Shinozawa, Y., & Yamada, K. (2022). Corporate Debt Mix and Long-term Firm Growth in Japan. Emerging Markets Finance and Trade, Vol. 58, No. 8, pp.2139-2152.
[11] Ahn, Y. (2022). The Anatomy of the Disposition Effect: Which Factors Are Most Important? Finance Research Letters, Vol. 44, 102040.
[10] Ahn, Y. & Tsai, S.C. (2021). What Factors Are Associated with Stock Price Jumps in High Frequency? Pacific-Basin Finance Journal, Vol. 68, 101602.
[9] Ahn, Y. & Kim, D. (2021). Emotional Trading in the Cryptocurrency Market. Finance Research Letters, Vol. 42, 101912.
[8] Ahn, Y. (2021). The Economic Cost of a Fat Finger Mistake: A Comparative Case Study from Samsung Securities’ Ghost Stock Blunder. Journal of Operational Risk, Vol. 16, No. 2, pp. 49-60.
[7] Ahn, Y. (2021). The Default and Liquidity Premia of Corporate Bonds: Evidence from the Trade Reporting and Compliance Engine. Applied Economics Letters, Vol. 28, No. 15, pp. 1271-1276.
[6] Kim, D., Park, K., Lee, D.J., & Ahn, Y. (2020). Predicting Mobile Trading System Discontinuance: The Role of Attention. Electronic Commerce Research and Applications, Vol. 44, 101008.
[5] Ahn, Y. (2020). Asymmetric Learning and the Disposition Effect. Economics Letters, Vol. 190, 109080.
[4] Ahn, Y., Kim, D., & Lee, D. J. (2020). Customer Attrition Analysis in the Securities Industry: A Large-scale Field Study in Korea. International Journal of Bank Marketing, Vol. 38, No. 3, pp.561-577.
[3] Ahn, Y. & Kim, D. (2020). Sentiment Disagreement and Bitcoin Price Fluctuations: A Psycholinguistic Approach. Applied Economics Letters, Vol. 27, No. 5, pp. 412-416.
[2] Ahn, Y. (2019). Intangible Capital, Volatility Shock, and the Value Premium. Financial Review, Vol. 54, No. 4, pp. 739-762.
[1] Ahn, Y. (2019). Distress Cost and Corporate Financing Policy: Evidence from the Equity Options Market. Applied Economics, Vol. 51, No. 39, pp. 4299-4312.
Publications in Korean Journals
[8] 안용길, 송명진. (2024). 디지털 플랫폼의 경제적 역할과 과제: 음식 주문 배달 플랫폼 실증 분석. 아태비즈니스연구, 제15권 제3호, pp.271-285.
[7] 안용길, 이철성. (2024). 음식 주문 배달 산업의 긴꼬리 효과에 관한 실증 연구. 아태비즈니스연구, 제15권 제1호, pp.99-111.
[6] 안용길, 이철성. (2024). 온라인 주문 음식 상품의 긴꼬리 효과 횡단면 분석. 상품학연구, 제42권 제1호, pp.41-47.
[5] 김동연, 안용길. (2023). Emotional Reactions, Sentiment Disagreement, and Bitcoin Trading. 아태비즈니스연구, 제14권 제4호, pp.37-48.
[4] 안용길. (2023). 중앙은행 디지털 화폐의 현주소. KISO 저널, 제52호, pp.26-29.
[3] 안용길, 김용환, 송명진. (2022). 디지털 플랫폼 규제의 경제적 비용: '온라인 플랫폼 공정화법(안)' 사례 연구. 벤처창업연구, 제17권 제5호, pp.237-249.
[2] 안용길. (2022). 메타버스의 가능성과 한계. 지방자치 이슈와 포럼, 제42호, pp.32-43.
[1] 안용길. (2022). 디지털 화폐의 현황과 미래. KISO 저널, 제46호, pp.42-45.
학술대회
2024 - KSA (Feb.); KSBV (Apr.); AKFA (May); SFR (Jun.); CAFM (Dec.)*.
2023 - APAD (Jul.); SFR (Aug.); HARC∗ (Nov.); CAFM∗ (Dec.); AFBC∗ (Dec.).
2022 - Presidential Committee on the Fourth Industrial Revolution (Feb.); Korea Derivatives Association (Nov.)
2021 - Sungkyunkwan University (May); Hitotsubashi University* (May); KORMS (Jun.); KBA (Aug.); IFORS (Aug.); Seoul National University* (Sep.); KSA-TFA Joint Conference (Nov.); Global AI Finance Conference (Dec.); DMAC (Dec.)
2020 - KMA (Jun.); KORMS (Aug.); Best Regulatory Reform Forum (Nov.); Global AI Finance Conference (Dec.)
2019 - Southwestern Finance Association (Mar.); Seoul National University (Nov.)
2018 - Midwest Finance Association (Mar.); Globalization and Risk (Mar.)
2017 - Korea Institute for Advancement of Technology (Jan.); Midwest Finance Association (Mar.); FMA Asia/Pacific (Jun.); Nagasaki University (Dec.)
2016 - China International Conference in Finance (Jul.); FMA Asia/Pacific (Jul.); University of Queensland (Jul.); International Finance and Banking Society (Aug.); Northern Finance Association (Sep.); European Institute for Advanced Studies in Management (Sep.); Vietnam Symposium in Banking and Finance (Nov.); Conference on Asia-Pacific Financial Markets (Dec.); SFM (Dec.); SAEe (Dec.); Paris December Finance Meeting (Dec.)
2015 - Zurich Spring School on the Levy Process, University of Zurich (Mar.); HKUST Ph.D. Workshop (Jun.); HKUST Finance Symposium (Dec., poster session); HKUST Ph.D. Workshop (Dec.)
2014 - China Meeting of the Econometric Society (Mar.); Computational Method for Jump Processes, University of Warwick (Jul.); NUS-Santander Doctorate Workshop (Jul.)
2013 - NUS-Santander Doctorate Workshop (Jul.); HKUST Ph.D. Workshop (Oct.)
(* denotes presentation by a coauthor.)
기타(학회활동 등)
◾ Chartered Financial Analyst (CFA)
◾ Chartered Alternative Investment Analyst (CAIA)
◾ Financial Risk Manager (FRM)
◾ The Hong Kong Ph.D. Fellowship Scheme (HKPFS, 홍콩정부국비장학생), Research Grants Council of Hong Kong, 2011 - 2015.
◾ 2016 Inductee, Beta Gamma Sigma HKUST Chapter, 2016.
◾ Best PhD Paper Award, International Finance and Banking Society, United Kingdom, 2016.
◾ Outstanding Talent Researcher (特殊優秀人材, 중화민국 과학기술부 선정 특수우수인재), Ministry of Science and Technology, Republic of China, 2017-2019.
◾ 제22회 매경 신진학자논문상, 매일경제신문, 2020 (기사링크: http://etc.mk.co.kr/WAT/mba/view.php?sc=51000001&cm=%28%B0%B3%C6%ED%29+View&year=2020&no=880868&relatedcode=)
◾ 제23회 한국경영학회 우수논문상, 한국경영학회, 2021.
◾ Referee Service: Journal of Business Research; Economics Letters; Financial Review; International Review of Economics and Finance; Finance Research Letters; Economic Analysis and Policy; Journal of Operational Risk; Electronic Commerce Research and Applications; Computers in Human Behaviors; Marketing Intelligence & Planning; Journal of Marketing Analytics; Managerial Finance; Journal of Futures and Options; Journal of Derivatives and Quantitative Studies; Asian Review of Financial Research; Asia-Pacific Journal of Business; Korea Review of Applied Economics.
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