Ji Hee Yoon
Bio
Ji Hee Yoon is an Assistant Professor of Economics and Finance at University College London (UCL). She joined the Centre for Finance as a Research Fellow and UCL's Department of Economics as a post-doc in 2018. She obtained a PhD in Economics from University of Wisconsin at Madison in 2018 and a PhD in Mathematical Science from Korea Advanced Institute of Science and Technology (KAIST) in 2011. Her research interests include market microstructure, asset pricing, and game theory.
Research
Financial Product Design in Decentralized Markets
Marzena Rostek and Ji Hee Yoon
Journal of Political Economy (2025), 133 (3), pp. 888-934.
Imperfect Competition in Financial Markets: Recent Developments
Marzena Rostek and Ji Hee Yoon
Journal of Economic Literature (2025), 63 (4), pp. 1191-1243
Innovation in Decentralized Markets: Technology vs. Synthetic Products
Marzena Rostek and Ji Hee Yoon
American Economic Journal: Microeconomics (2024), 16 (1), pp 63-109
Ambiguity in Dynamic Contracts
Martin Szydlowski and Ji Hee Yoon
Journal of Economic Theory (2022), 199, 105229, pp.1-54
Exchange Design and Efficiency
Marzena Rostek and Ji Hee Yoon
Econometrica (2021), 89, pp.2887-2928
Business Cycle and Credit Risk Modeling with Jump Risks
B.G. Jang, Y. Rhee, and J. H. Yoon
Journal of Empirical Finance (2016), 39, pp.15-36.
An Analytic Valuation Method for Multivariate Contingent Claims with Regime-Switching Volatilities
Ji Hee Yoon, Bong-Gyu Jang and Kum-Hwan Roh
Operation Research Letters (2011), 39, pp.180-187
Analytic Valuation Formulas for Range Notes and an Affine Term Structure Model with Jump Risks
Bong-Gyu Jang and Ji Hee Yoon
Journal of Banking and Finance (2010), 34, pp.2132-2145
Futures Contracts and Imperfect Competition
Chen Lyu, Marzena J. Rostek and Ji Hee Yoon
Endogenous Market Structure: Over-the-Counter versus Exchange Trading
Ji Hee Yoon
Privacy in Markets
Mariann Ollar, Marzena Rostek and Ji Hee Yoon
The More Illiquid, The More Expensive: A Search-Based Explanation of Illiquidity Premium
Jaewon Choi, Jungsuk Han, Sean Seunghun Shin and Ji Hee Yoon
Dynamic Imperfectly Competitive Markets with Private Information
Marzena Rostek and Ji Hee Yoon