Y.C. Loon

Financial Economist
Office of Financial Intermediaries

Education Summary

  • Ph.D. Finance, Georgia State University, 2007

Fields of Interest

  • Market Microstructure
  • Credit Derivatives
  • Delegated Portfolio Management
  • Financial Economist
    Division of Economic and Risk Analysis
    U.S. Securities and Exchange Commission
  • Assistant Professor of Finance
    Binghamton University
  • Loon, Y.C. and Zhaodong (Ken) Zhong, 2014, The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market, Journal of Financial Economics 112(1): 91-115.
  • Kale, Jayant R. and Y.C. Loon, 2011, Product Market Power and Stock Market Liquidity, Journal of Financial Markets 14(2): 376-410.
  • Agarwal, Vikas, Bill Fung, Y.C. Loon, 2011, and Narayan Naik, Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market, Journal of Empirical Finance 18(2): 175-194.
  • Y.C. Loon, 2011, Model Uncertainty, Performance Persistence and Flows, Journal of Empirical Finance 36(2): 153-205.

Previous SEC Positions: