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Chan Wung Kim


Chan-Wung-800
Professor Chan-Wung KimAssistant Teaching Professor, MSF Program Coordinator
  • College
    Manning School of Business
  • Department
    Finance
  • Phone
    (978) 934-2516
  • Office
    Pulichino Tong Business Center - 245
  • Email

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., Li, X., Perry, T.T. (2018). Practical Applications of Adaptation of the S&P 500 Index Effect. Practical Applications, 5(4) 1-4.
  • 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) 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) 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