Yoontae Jeon

Yoontae Jeon

McMaster University - Hamilton / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5229704
person_outline Yoontae Jeon's MOST POPULAR ARTICLES
1-) News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companiesY Jeon, TH McCurdy, X ZhaoJournal of Financial Economics 145 (2), 1-17, 2022572022
2-) Option valuation with observable volatility and jump dynamicsP Christoffersen, B Feunou, Y JeonJournal of Banking & Finance 61, S101-S120, 2015392015
3-) Macroeconomic uncertainty shocks and households’ consumption choiceEY Nam, K Lee, Y JeonJournal of Macroeconomics 68, 103306, 2021232021
4-) Chinese economic policy uncertainty and US households\' portfolio decisionsK Lee, Y Jeon, C JoPacific-Basin Finance Journal 64, 101452, 2020292020
5-) Time-varying crash risk embedded in index options: The role of stock market liquidityP Christoffersen, B Feunou, Y Jeon, C OrnthanalaiReview of Finance 25 (4), 1261-1298, 202125*2021