[홈페이지]

https://sites.google.com/view/geullee/

[경력사항]

- 2025.09~현재, 부산대학교 경영대학 경영학과, 조교수

- 2024.08~2025.08, 성균관대학교 경제대학 경제학과, 연구교수

- 2023.06~2024.07, 한국주택금융공사 주택금융연구원, 연구위원

- 2020.04~2023.06, BNK금융지주 BNK경영연구원, 연구위원

- 2018.05~2020.04, (주)코인플러그 (現 (주)씨피랩스), 리더

- 2017.02~2018.05, NH농협금융지주 NH금융연구소, 책임연구원

- 2016.09~2018.02, 한국외국어대학교 경영대학, 시간강사

[학력사항]

- PhD in Finance, School of Banking and Finance, University of New South Wales, 2016.04

- 한국외국어대학교 경영대학원 경영학과, 경영학석사, 2010.08

- 한국외국어대학교 동양어대학 일본어과, 문학사, 2008.08

[관심분야]

- 금융시장

[주요논문 (SSCI)]

- Lee, G., Ryu, D., 2025. State-dependent relationship between cryptocurrency returns and credit spreads. European Financial Management, Available online publication.

- Lee, G. Ryu, D., 2025. Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin. Journal of Behavioral and Experimental Finance 46, 101059. 

- Lee, G., Ryu, D., Yang, L., 2025. Does domain symmetry affect the estimation of implied skewness? Journal of Derivatives 32(4), 142-163. 

- Lee, G., Ryu, D., Yang, L., 2025. Domain stabilization for model-free option implied moment estimation. Journal of Financial Econometrics 23(2), nbae037.

- Lee, G., Ryu, D., Yang, L., 2025. Informativeness of truncation in the options market. Finance Research Letters 72, 106490.

- Lee, G., Ryu, D., 2024. Linear extrapolation and model-free option implied moments. Borsa Istanbul Review 24(Supplement 1), 88-106.

- Lee, G., Ryu, D., 2024. Investor sentiment or information content? A simple test for investor sentiment proxies. North American Journal of Economics and Finance 74, 102222.

- Kang, C., Kim, D., Kim, J., Lee, G., 2022. Informed trading of out-of-the-money options and market efficiency. Journal of Financial Research 45(2), 247-279.

- Kim, S., Lee, G., Kang, H., 2021. Risk management and corporate social responsibility. Strategic Management Journal 42(1), 202-230.

- Lee, J., Lee, G., Ryu, D., 2019. The difference in the intraday return-volume relationships of spot and futures: a quantile regression approach. Economics 13, 2019-26.

- Lien, D., Lee, G., Yang, L., Zhang, Y., 2018. Volatility spillovers among the US and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. North American Journal of Economics and Finance 46, 187-201.

- Lee, G., Ryu, D., 2018. Asymmetry in stock price response to macroeconomic shocks: Evidence from the Korean market. Journal of Business Economics and Management 19(2), 343-359.

- Kim, S., Lee, G., Park, Y., 2017. Skewness vs. kurtosis: Implications for pricing and hedging options. Asia-Pacific Journal of Financial Studies 46(6), 903-933.

- Lien, D., Yang, L., Zhou, C., Lee, G., 2014. Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets. North American Journal of Economics and Finance 28, 265-272. 

- Kim, S., Lee, G., 2011. Effects of macroeconomic news announcements on the risk-neutral distribution: Evidence from KOSPI200 intraday options data. Asia-Pacific Journal of Financial Studies 40(3), 403-432.

[외부활동]

- 2024.01~현재, 한국금융공학회, 이사

[수상]

- 한국전략경영학회 우수논문상, 2019

- 한국경영학회 매경신진학자논문상, 2017

- 한미재무학회 박사학위논문상, 2015