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
Professional Experience
Financial Economist
Division of Economic and Risk Analysis
U.S. Securities and Exchange Commission 2014-present
Assistant Professor of Finance
Binghamton University 2007-2014
Publications
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.