Kim Taejin

Publications

• Kim, Taejin 金兌鎮 Profile<< Back Kim, Taejin 金兌鎮BS, MBA (Seoul National University); MS (Chicago); PhD (Northwestern) Position: Assistant Professor Department: Dept of Finance Mailing Address: Room 1240, 12/F., Cheng Yu Tung Building, No. 12, Chak Cheung Street, Shatin, N.T. Telephone: (852) 3943 1776 Fax No.: (852) 2603 6586 Email Address: taejinkim@baf.cuhk.edu.hk Personal Homepage: http://sites.google.com/site/tjkimpage Year Joined CUHK: 2013 Biography: Taejin Kim is an assistant professor in Finance at CUHK Business School. His research interests are financial intermediation, learning in financial markets, and theoretical corporate finance. Kim earned his Ph.D. in Finance from Northwestern University, Kellogg School of Management. During his time in the Ph.D. program, Kim was awarded SAC Capital PhD Candidate Award for Outstanding Research. He also holds an M.S. in Statistics from University of Chicago, and an MBA and a B.S. in physics from Seoul National University, Korea. Prior to his doctoral studies, Kim worked as an auditor for KPMG in Korea. HIDE Research Interest: Financial Intermediation and Macroeconomy, Corporate Finance Theory, Information and Learning in Financial Markets and Asset Pricing CV: Taejin_Kim_CV_Feb2017.pdf Academic Publications & Working PapersAwards and Honors Publications “Capital Asset Pricing Model: A Time-Varying Volatility Approach” (with Kun Ho Kim), 2016, Journal of Empirical Finance 37, 268-281 “A New Model for Limit Order Book Dynamics” (with Jeffrey Russell), 2010, Ch. 16 in Tim Bollerslev, Jeffrey Russell, and Mark Watson (eds), Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle, Oxford: Oxford University Press

• “Capital Asset Pricing Model: A Time-Varying Volatility Approach” (with Kun Ho Kim), 2016, Journal of Empirical Finance 37, 268-281

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