Hun Y. Park
Associate Professor of Finance and Executive Education Professor
M.B.A. Finance, Ohio State University, 1982, 1979
B.B.A., Seoul National University, 1974
the University of Illinois since 1982. Visiting professor at Seoul
National University, 1988 and Murdoch University, Australia, 1997.
Byoun, S., & Kwok, C. 2003. The expectation hypothesis of
the term structure of implied volatility: Evidence from
foreign currency and stock index options. Journal of
Financial Econometrics, 1: 126-151.
Park, H., Boyle, P., & Byoun, S. 2002. The lead-lag relation
between stock and option markets and implied volatility in
option prices. Research in Finance, 19: 269-284.
Park, H., Ferris, S., & Park, K. 2002. Implied volatility,
open Interest, and the basis: Further evidence from the S&P
500 futures markets. Applied Economics Letters, 9:
Park, H., & Wu, L. 2000. The stock price and volatility
behavior around order imbalance induced temporary nontrading:
The case of Hong Kong. Journal of Emerging Markets, 5
Honors and Awards
SSRN's Top Ten Research Paper Download List, 2000, 2003.
Editor: Review of Quantitative Finance and Accounting,
2003; Review of Pacific Basin Financial Markets &
Practice, 1998. Research Fellow: Center for
Pacific-Basin Capital Markets Research, University of Rhode
Island, 1990-1999. Research Associate: Center for the Study
of Futures Markets, Columbia University, 1988-1992.
President: Korea-America Finance Association, 1999-2000.
Advisory Board, Korea-America Finance Association,
courses in derivative securities markets, investments, and portfolio
management. Research focuses on futures, options, and other derivatives;
investment and other portfolio management; and asset and risk management.
Advising services to: Korea Stock Exchange; Korea Futures Trading
Association. Has consulted with Baker & Botts Law Firm, the Korea
Mineral Resources Development Corporation; Ssangyong Economic Research
Institute; Maxon Systems, Inc.; and other institutions.
225F David Kinley Hall
1407 W. Gregory Drive
Urbana, IL 61801