James O'Donovan is an assistant professor of finance at the City University of Hong Kong. His research publications have appeared in the Journal of Financial Economics and The Review of Financial Studies and his research proposals have been funded by the Hong Kong Research Grants Council. James obtained his finance Ph.D. degree from INSEAD and his M.Sc. degree in Quantitative Finance from University College Dublin. His research interests include empirical corporate finance and empirical asset pricing.
Research Grant
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PI:
"Can Variable Annuity Hedging Explain the Excess Implied Volatility Puzzle? ",
General Research Fund - HKRGC ,
(2022-2025)
, James O'Donovan
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PI:
"Derivative Gamma Exposure and Underlying Asset Variance",
General Research Fund - HKRGC ,
(2021-2024)
, James O'Donovan
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PI:
"Option Implied Informativeness: A Dynamic Perspective ",
Start-up Grant - CityU HK ,
(2020-2022)
, James O'Donovan
Publications
| Journal Publications and Reviews |
- Kuong, John Chi-Fong; O'Donovan, James; Zhang, Jinyuan / Monetary policy and fragility in corporate bond mutual funds. November 2024; In: Journal of Financial Economics. Vol. 161
- Massa, Massimo; O’Donovan, James; Zhang, Hong / International Asset Pricing with Strategic Business Groups. August 2022; In: Journal of Financial Economics. Vol. 145, No. 2, Part B, pp. 339-361
- O'Donovan, James; Wagner, Hannes F.; Zeume, Stefan / The Value of Offshore Secrets: Evidence from the Panama Papers. November 2019; In: Review of Financial Studies. Vol. 32, No. 11, pp. 4117-4155
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| Conference Papers |
- Kuong, John; O'Donovan, James; Zhang, Jinyuan / Monetary Policy and Fragility in Corporate Bond Funds. June 2024; 16th Annual Paul Woolley Centre Conference and 4th Annual Conference on Non-Bank Financial Sector and Financial Stability, 06/06/2024 - 07/06/2024, London, United Kingdom.
- O’Donovan, James; Yu, Gloria Yang / Transaction Costs and Cost Mitigation in Option Investment Strategies. June 2024; European Financial Management Association 2024 Annual Meetings, 26/06/2024 - 29/06/2024, Lisbon, Portugal.
- O'DONOVAN, James; Yu, Gloria Yang; Zhang, Jinyuan / Retail Option Trading and Market Quality: Evidence from High-Frequency Data. December 2023; EUROFIDAI-ESSEC Paris December Finance Meeting 2023, 19/12/2023 - 19/12/2023, Paris, France.
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