University of Southern California

Sung June Pyun
Ph.D. student in Finance and Business Economics

USC Marshall School of Business
Los Angeles, CA 90089-0804

Phone: 
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Education: 
MS, Stanford University; BBA, BA Yonsei University

Overview

Sungjune is a Ph.D. candidate in the Finance and Business Economics Department. He has studied Statistics and Business Administration as an undergraduate and graduate student. He has industry experiences in risk management, equity trading, and fixed income.
He is interested in empirical asset pricing and financial econometrics. His research involves revealing how asset prices are affected by the higher moments such as variance, skewness, or stochastic jumps. His recent project studies how the negative contemporaneous relation between the market returns and the variances can help us identify the risk premium across various asset returns.