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Dr. Yoontae Jeon

Assistant Professor
EducationBSc (Hons.), MMF, MSc, PhD
OfficeTRS 3-135
Phone416-979-5000 ext: 3603


Dr. Yoontae Jeon is an Assistant Professor of Finance at the Ted Rogers School of Management. He received his Ph.D. in Finance from the Rotman School of Management, University of Toronto in 2017. His research focuses on derivatives, information in financial market, cryptocurrencies, and financial econometrics. He currently teaches courses in Derivatives at Ryerson. He has a publication in Journal of Financial Econoimcs, Review of Finance, and others, and also has presented his work at academic conferences including American Finance Association Annual Meeting, European Finance Association Annual Meeting and China International Conference in Finance.

"Which Uncertainty Measures Matter for the Cross-section of Stock Returns?", with Kiryoung Lee and Minki Kim, Finance Research Letters, Forthcoming
"Chinese Economic Policy Uncertainty and the Cross-section of U.S. Asset Returns", with Kiryoung Lee and Eun-Young Nam, International Review of Economics and Finance, Forthcoming
"News as Sources of Jumps in Stock Returns: Evidence from 21 Million News Articles for 9000 Companies", with Thomas H. McCurdy and Xiaofei Zhao, Journal of Financial Economics, Forthcoming
"Chinese Economic Policy Uncertainty and U.S. Corporate Investment", with Kiryoung Lee, Laleh Samarbakhsh, and Insik Kim, International Review of Finance, Forthcoming
"Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity", with Peter Christoffersen, Bruno Feunou, and Chayawat Ornthanalai, Review of Finance, 2021
"Which Economic Uncertainty Measure Matters for Households' Portfolio Decision?", with Kiryoung Lee and Insik Kim, Journal of Financial Research, 2021
"Macroeconomic Uncertainty Shocks and Households' Consumption choice", with Eun-Young Nam and Kiryoung Lee, Journal of Macroeconomics, 2021
"Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books", with Laleh Samarbakhsh and Kenji Hewitt, Finance Research Letters, 2021
"Chinese Economic Policy Uncertainty and U.S. Households' Portfolio Decision", with Kiryoung Lee and Chanik Jo, Pacific-Basin Finance Journal, 2020
"Measuring Chinese Consumers' Perceived Uncertainty", with Kiryoung Lee, International Review of Economics and Finance, 2020
"Time-Varying Window Length for Correlation Forecasts", with Thomas H. McCurdy, Econometrics, 2017
Option valuation with observable volatility and jump dynamics, external link, opens in new window”, with Peter Christoffersen and Bruno Feunou, Journal of Banking and Finance, Volume 61, Supplement 2, December 2015, Pages S101-S120 
Conference Presentations

2017 European Finance Association Annual Meeting, Mannheim

2017 Asian Finance Association Annual Meeting, Seoul

2017 American Finance Association Annual Meeting, Chicago

2016 Financial Management Association Annual Meeting, Las Vegas

2016 Northern Finance Association Annual Meeting, Mont Tremblant

2016 NUS-RMI Annual Risk Management Conference, Singapore

2016 China International Conference in Finance, Xiamen 

2020 - 2022 SSHRC Insight Development Grant (Principal Investigator; $52,000) "The Economic Impacts of Climate Variability: Evidence From the Weather Derivatives Market"
2020 - 2024 SSHRC Insight Grant (Principal Investigator, with Thomas H. McCurdy; $70,000) "Public News Flow and Jumps in Stock Returns: Firm-Level Evidences and Implications"
2019 - 2020 Mitacs Accelerate Program (Principal Investigator; $15,000) "Analysis of the cryptocurrency market microstructure: role of smart order routing"
2019 - 2020 TRSM Research Development Grant (Principal Investigator; $7,000) "How Does Climate Change Variability Affect Financial Decision Makings and Real Economy? Evidence From Weather Derivatives Market"
FIN699 - Introduction to FinTech
AFF310 - Principals of Finance II
AFF410 - Derivative Securities
FIN601 - Derivatives