Byoung-kyu Min (University of Sydney
CV
AcademicPositions
The University of Sydney Business School, Discipline of Finance, Australia
Senior Lecturer in Finance, 2015 – present
University of Neuchatel, Institute of Financial Analysis, Switzerland
Assistant Professor of Finance, 2011 – 2015
Education
Ohio State University, Fisher College of Business, USA
Visiting Scholar (Post doctoral student), 2010 – 2011
Korea Advanced Institute of Science and Technology (KAIST) Business School, Korea
Ph.D. in Finance, 2010
Monash University, Department of Accounting and Finance, Australia
Visiting doctoral student, 2008 – 2008
Korea Advanced Institute of Science and Technology (KAIST), Korea
B.S. in Management Engineering, 2004
Research Interests
Empirical Asset pricing, Investments, Market Anomalies, International Finance
Publications
1. Time-Varying Expected Momentum Profits (with Dongcheol Kim, Tai-Yong Roh, and Suk Joon Byun),Journal of Banking and Finance, Vol 49, 191–215 (2014)
2. Pricing Innovations in Consumption Growth: A Re-evaluation of the Recursive Utility Model (with Yuchao Xiao, Robert Faff, and Philip Gharghori), Journal of Banking and Finance, Vol 37,4465–4475 (2013)
3. Are Good-News Firms Riskier than Bad-News Firms? (with Tong Suk Kim),Journal of Banking and Finance, Vol36, 1528-1535 (2012)
4. Macroeconomic Risk and the Cross-Section of Stock Returns (with Jangkoo Kang, Tong Suk Kim, and Changjun Lee), Journal of Banking and Finance, Vol 35, 3158-3173 (2011)
5. Future Labor Income Growth and the Cross Section of Equity Returns (with Dongcheol Kim and Tong Suk Kim), Journal of Banking and Finance, Vol 35, 67-81 (2011)
Working Papers
1. Why Has the Size Premium Disappeared? (with Dong-Hyun Ahn and Bohyun Yoon)
2. Momentum and Downside Risk (with Tong Suk Kim),Revise & Resubmit
3. Consumption Growth Predictability and Asset Prices,Revise & Resubmit
4. The Financial Performance of Socially Responsible Investments: Insights from the ICAPM(with Yuchao Xiao, Robert Faff, and Philip Gharghori),Revise & Resubmit
Work in Progress
1. WhyAre Momentum Profitabilities Different Across Countries?(with Dong-Hyun Ahn)
2. Asset Pricing with Leisure:Implications for the Cross Section of Stock Returns
3. Long-Run Risk with Durable Consumption: A Potential Resolution of Business Cycle Variation Puzzle (with Dong-Hyun Ahn)
4. When Losers Become Winners? Implication of a Lead-Lag Relationship between Business Cycle and Stock Prices for Momentum Strategies (with Dong-Hyun Ahn)
Awards and Honors
Best Paper Award,Joint Conference Allied Korea Finance Associations, 2014
Nominatedfor Best Paper Award, EuropeanFinancial Management Association Meeting, 2013
Outstanding Paper Award, 7th International Conference on Asia-Pacific Financial Markets, 2012
Best Paper Award,Joint Conference Allied Korea Finance Associations, 2012
American Finance Association Student Travel Grant Award, 2010
Outstanding Paper Award, 4th International Conference on Asia-Pacific Financial Markets, 2009
Financial Management Association Doctoral Student Consortium, 2009
Selected for a Special PhD Paper Presentation Session at Financial Management Association, 2009
Doctoral Student Dissertation Award, Financial News & Korea American Finance Association, 2009
Best Paper Award, Doctoral Consortium hosted by five Korean Finance Associations, 2009
Best Paper Award, Citi Bank & KAIST Financial Paper Competition, 2008
Excellent Paper Award, KAIST Business School Doctoral Conference, 2007
Academic Presentations (including presentation by co-authors)
2015: University of Sydney, University of Bristol, Victoria University of Wellington, University of Reading, SGF (Swiss Society for Financial Market Research) Conference (Zurich),Multinational Finance Conference (Halkidiki, Greece), Financial Research Network (FIRN) Annual Conference (Palm Cove, Scheduled), Massey University (Scheduled),International Conference on Asia-Pacific Financial Markets (Seoul, Scheduled), Auckland Finance Meeting (Scheduled)
2014: Hanyang University, Financial Management Association Annual Meeting (Nashville), IFABS (International Finance and Banking Society) Conference (Lisbon), World Finance Conference (Two Papers, Venice), Multinational Finance Conference (Prague), Joint Conference Allied Korea Finance Associations (Cheonan)
2013: Kyung Hee University, International Paris Finance Meeting,Financial Management Association Annual Meeting (Chicago),European Financial Management Association (Reading, UK),Multinational Finance Conference (Izmir, Turkey)
2012:Yonsei University, Financial Management Association Annual Meeting (Two Papers, Atlanta), SGF (Swiss Society for Financial Market Research) Conference (Zurich), Australian Finance and Banking Conference (Sydney), International Conference on Asia-Pacific Financial Markets (Seoul), Joint Conference Allied Korea Finance Associations (Cheonan)
2011: KAIST, Yonsei University, University of Neuchatel, Sejong University, Hallym University, Australian Finance and Banking Conference (Sydney),Multinational Finance Conference (Rome), Korea Securities Association Annual Meetings (Seoul)
2010: European Finance Association Annual Meeting (Frankfurt), Financial Management Association Annual Meeting (New York), International Conference on Asia-Pacific Financial Markets (Seoul), Joint Conference Allied Korea Finance Associations (Two Papers, Dogo)
2009: Financial Management Association Annual Meeting (Two Papers, Reno), International Conference on Asia-Pacific Financial Markets (Seoul), Asian Finance Association International Conference (Brisbane),Joint Conference Allied Korea Finance Associations (Dogo)
2008: International Conference on Asia-Pacific Financial Markets (Seoul)
Teaching Experiences
Lecturer at the University of Sydney (2015 – present)
Postgraduate Courses: Financial Modeling, Capital Markets and Corporate Finance
Instructor at University of Neuchatel (2011 – 2015)
Master Courses: Derivatives, Fixed Income Analysis
Teaching Assistant at KAIST (2006 – 2009)
MBA Courses: Fixed Income Analysis, Investment Theory and Analysis, Market Risk Management, Credit Risk Management, Financial Market Microstructure, Computer Programming in Finance, Financial Mathematics
Teaching Assistant at Monash University (2008)
Course: Advanced Modeling in Finance
Professional Activities
Referee Activity: Journal of Banking and Finance, Journal of Financial Markets, Financial Review, Journal of Macroeconomics, Journal of Applied Economics, Accounting and Finance, Applied Financial Economics, Asia-Pacific Journal of Financial Studies, Korean Journal of Finance
Discussion: 2015 SGF (Swiss Society for Financial Market Research) Conference (Zurich), 2014 World Finance Conference (Venice), 11th International Paris Finance Meeting,2013 European Financial Management Association(Reading, UK),2012 Financial Management Association Annual Meetings (Atlanta), 2012 Annual Conference of Asia-Pacific Association of Derivatives (Busan),2011 Multinational Finance Conference (Rome),2010 Financial Management Association AnnualMeetings (New York)
Session chair:2015 SGF (Swiss Society for Financial Market Research) Conference (Zurich), 2014 World Finance Conference (Venice)
Conference Review Committee: 2015 European Finance Association (Vienna), 2015Financial Management Association (Orlando), 2015 FMA Asian Conference (Seoul), 2015 SGF (Swiss Society for Financial Market Research) Conference, 2014 Financial Management Association (Nashville),2014SGF Conference, 2013 SGF Conference