BUMJEAN SOHN - Georgetown University

BUMJEAN SOHNMcDonough School of Business,Georgetown University, Rafik B. Hariri Building37 th and O Street, NW, Washington, DC 20057Phone: (202) 687-5695, Web: faculty.msb.edu/bs373Email: bs373@georgetown.eduACADEMIC APPOINTMENTAssistant Professor of Finance, 2009-presentMcDonough School of Business, Georgetown University, Washington, DCEDUCATIONPhD, Finance, 2009Kenan-Flagler Business School, University of North Carolina at Chapel Hill, NCMsc, Financial Mathematics, 2003Stanford University, Stanford, CAMsc, Econometrics and Mathematical Economics, 2001Diploma, Economics, 2000London School of Economics, London, U.K.BS, Engineering (Major: Fiber and Polymer Science/Minor: Business Administration), 1996Seoul National University, Seoul, Republic of KoreaRESEARCH INTERESTSEmpirical Asset Pricing, Financial Economics, Financial EconometricsPUBLICATIONS“What Power Variation Predicts Volatility Well?” (with Eric Ghysels), Journal of Empirical Finance (2009), 16,p.686-700.WORKING PAPERS“Cross-Section of Equity Returns: Stock Market Volatility and Priced Factors”“Stock Market Volatility and Macroeconomic Fundamentals” (with Robert F. Engle and Eric Ghysels)AFA (American Finance Association) 2008 New Orleans Meetings PaperNASM (Northern American Summer Meeting) 2007 of the Econometric Society Paper

Bumjean Sohn, p.2/2Instructor (with full responsibility), Corporate Finance- Undergraduate Core Course, Summer 2006- Teaching Evaluation: 4.6 / 5.0TEACHING EXPERIENCETeaching Assistant, Fixed Income Capital Markets- MBA Elective Course (Prof. Bin Gao), Fall 2003 & Spring 2004PRESENTATIONS“Cross-Section of Equity Returns: Stock Market Volatility and Priced Factors”University of Houston, February 2009Pennsylvania State University, February 2009Southern Methodist University, February 2009University of Texas at Dallas, January 2009Georgetown University, January 2009Georgia Institute of Technology, October 2008University of North Carolina at Chapel Hill, September 2008“On the Economic Sources of Stock Market Volatility” (∗ presented by coauthor)American Finance Association Annual Meeting, New Orleans, January 2008*University of Pittsburgh, November 2007*New York University, October 2007*Northern American Summer Meeting of the Econometric Society, Duke University, June 2007University of Oxford, December 2006*London School of Economics, November 2006*Financial Econometrics Workshop, University of North Carolina at Chapel Hill, September 2006University of North Carolina at Chapel Hill, August 2006“What Power Variation Predicts Volatility Well?”University of North Carolina at Chapel Hill, April 2005PROFESSIONAL EXPERIENCEAssociate, Samsung Securities, Co., Ltd., 1996-1999- Global Investment Banking & Firm-wide Risk ManagementPrivate, Republic of Korea Army, 1993-1995- Mandatory Military Service