Minsoo Kim

Accepted Papers
 

[1] Fund Flows, Liquidity, and Asset Prices [SSRN]

• Management Science, Accepted.

• Presentations (selected): WFA 2020, Young Scholars Finance Consortium 2019 at Texas A&M; Fed Board 2019.
   

[2] Short of Cash? Convex Corporate Bond Selling By Mutual Funds and Price Fragility (with Oliver Randall) [SSRN]     

• Review of Finance, Accepted.

• Presentation (selected): Fed Board 5th Short-Term Funding Markets Conference 2022.

Publication in Policy Research
 

[3] Liquidity Shocks and Pension Fund Performance: Evidence from Early Access (with James Brugler and Zhuo Zhong) [SSRN] [Journal]

• Australian Journal of Management, 49(2), 2024, 170–191.

• Media: Australian Financial Review, The Australian, Financial Standard.

​
Working Papers
 

[4] Hidden Duration: Interest Rate Derivatives in Fixed-Income Funds (with Jaewon Choi and Oliver Randall) [SSRN]

• Best Paper Award, 2025 FMA Applied Finance Conference.

• Presentations (selected): AFA 2025, EFA 2025, Fama-Miller Center Conference at Chicago Booth 2024, BI-SHoF 2024, CFTC 2024, ESMA 2024, Fed Atlanta & GSU Workshop 2023.

• Media: Risk.net.
   

[5] Limits to Benchmarking (with Ruhao Wang) 

• Draft available upon request.

• Presentation: University of Melbourne 2025.
   

[6] Short-Run Income Shocks and Long-Run Distortions in Household Investments (with Sehoon Kim, Yoon Lee, and Hoonsuk Park)

• Draft available upon request.

• Presentations (selected): APAD 2024, CAFM 2024.

Work in Progress

[7] Repo Financing and Liquidity Transformation

​

[8] Household Distress and Insurance Demand

• University of Melbourne Early Career Researcher (ECR) grant.