Yoontae Jeon

3 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-9038-0200

DeGroote School of Business, McMaster University, Hamilton, Ontario L8S 4L8, Canada

Publications

• Stock Return Autocorrelations and Expected Option Returns — Management Science 2025
• News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies — Journal of Financial Economics 2022
• Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity — Review of Finance 2021