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Sungjune  Pyun

Assistant Professor
Department of Finance NUS Business School
National University of Singapore

Contact Information
E-mail: sjpyun at
Phone: +65 6516 6815

Research Interests
Empirical Asset Pricing, Financial Econometrics

Curriculum Vitae | Research | Teaching

Variance Risk in Aggregate Stock Returns and Time-varying Return Predictability  

Download paper here.
Download a poster that summarizes the paper here

Variance Risk in Individual Stock Returns and the Price and Quantity of Risk  

Implied Variance and Market Index Reversal  with Christopher Jones (USC Marshall) and Tong Wang (Virginia Tech)

© Sungjune Pyun