Joon Bae, PhD, CFA, focuses his research on the study of international financial markets. His current research examines various aspects of economic interconnectedness across firms and countries, and studies its implications for asset pricing and portfolio management in a global context. His research work has been published in prestigious finance journals such as the Journal of Finance and Management Science.
He has presented at many conferences including the American Finance Association (AFA), China International Conference in Finance (CICF), the Eastern Finance Association (EFA), the Financial Management Association (FMA), and the Northern Finance Association (NFA).
Prior to his doctoral studies, Bae worked in the pension industry at the University of Toronto Asset Management Corporation (UTAM). His working experience as a part of the investment risk and research team has inspired and encouraged him to pursue his interest in international finance.
Bae earned his PhD and Master of Financial Economics (MFE) from the Rotman School of Management at the University of Toronto.
Initially Appointed: 2017
Education
Teaching Information
Teaching Interests
Courses Taught
- Financial Models Using Big Data
- Fixed Income Markets and Their Derivatives
Office Hours
By Appointment Only
Awards and Honors
- Graduate Faculty Teaching Excellence Award2022Weatherhead School of Management
- Intramural Grant Funding2018Weatherhead School of Management
- Canadian Securities Institute Research Foundation PhD Scholarship2016Canadian Securities Institute
- Doctoral Completion Award2016Rotman School of Management
- The Harvey Rorke Financial Foundation PhD Fellowship2015The Financial Research Foundation of Canada
- The Harvey Rorke Financial Foundation PhD Fellowship2014The Financial Research Foundation of Canada
- Capital Market Institute Graduate Fellowship2013Rotman School of Management
- Capital Market Institute Graduate Fellowship2012Rotman School of Management
- Master of Financial Economics Bursary2009University of Toronto
- Director’s Award in Academic Excellence Top 1%2009Rotman School of Management
- The Regents In-Course Scholarship2008University of Toronto
- The Martin R. Lindsay Memorial Scholarship2008University of Toronto
- The E.W. Bickle Scholarship2007University of Toronto
Publications
- Bae, J. , Belo, F. , Li, J. , Lin, X. , Zhao, X.
The Opposing Effects of Complexity and Information Content on Uncertainty Dynamics: Evidence from 10-K filings Management Science - Bae, J. , Da, Z. , Zurita, V.
Digesting FOREXS: Information Transmission across Asset Classes and Return Predictability Management Science - Bae, J. , Elkamhi, R. (2021).
Global Equity Correlation in International Markets Management Science - Bae, J. , Simutin, M. , Elkamhi, R. (2019).
The best of both worlds: Accessing emerging economies via developed markets Journal of Finance