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Chan Wung Kim

Chan-Wung-800
Professor Chan-Wung KimLecturer, MSF Program Coordinator
  • CollegeManning School of Business
  • DepartmentFinance
  • Phone(978) 934-2516
  • OfficePulichino Tong Business Center - 245
  • EmailChanWung_Kim@uml.edu

Research Interests

Market Microstructure, Ownership Structure, Investment Banking, Market Efficiency, Insider Trading, Methodology in Finance, Derivatives

Education

  • Ph D: Finance, (1991), University of Iowa - Iowa

Selected Publications

  • Kim, C. (University of Massachusetts Lowell), Lee, X., Perry, T. (University of Tennessee) (2017) "Adaptation of the S&P 500 Index Effect," Journal of Index Investing 8:1 pp. 19-28
  • Kim, C. (University of Massachusetts Lowell), Perry, T. (University of Tennessee), Dhatt, M. (University of Minnesota) (2014) "Informed Trading and Price Discovery Around the Clock," Journal of Alternative Investments 17:2 pp. 68-81

Selected Presentations

  • Evaluating the impact of information events on informed trading using VPIN and PIN metrics - Financial Management Association Annual Meetings, October 2015 - Orlando
  • Around-the-Clock Price Discovery in Eurodollar Futures - Financial Management Association Annual Meetings, October 2013 - Chicago