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Sungbin Sohn
Sungbin Sohn
Department of Economics, Sogang University
Verified email at sogang.ac.kr - Homepage
Title
Cited by
Cited by
Year
BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness
C Alexander, J Choi, H Park, S Sohn
Journal of Futures Markets 40 (1), 23-43, 2020
992020
BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness
C Alexander, J Choi, H Park, S Sohn
Journal of Futures Markets 40 (1), 23-43, 2020
992020
Modeling stock return distributions with a quantum harmonic oscillator
K Ahn, MY Choi, B Dai, S Sohn, B Yang
Europhysics Letters 120 (3), 38003, 2018
562018
Stock market uncertainty and economic fundamentals: an entropy-based approach
K Ahn, D Lee, S Sohn, B Yang
Quantitative Finance 19 (7), 1151-1163, 2019
542019
Price discovery among SSE 50 Index‐based spot, futures, and options markets
K Ahn, Y Bi, S Sohn
Journal of Futures Markets 39 (2), 238-259, 2019
512019
Price discovery and microstructure in ether spot and derivative markets
C Alexander, J Choi, HRA Massie, S Sohn
International Review of Financial Analysis 71, 101506, 2020
372020
Real estate soars and financial crises: Recent stories
H Jang, Y Song, S Sohn, K Ahn
Sustainability 10 (12), 4559, 2018
242018
Stock market liberalization and price discovery: Evidence from the Shanghai-Hong Kong Stock Connect
S Sohn, N Jiang
Available at SSRN 2850967, 2016
242016
After the splits: Information flow between Bitcoin and Bitcoin family
E Yi, Y Cho, S Sohn, K Ahn
Chaos, Solitons & Fractals 142, 110464, 2021
222021
Could the extended trading of CSI 300 index futures facilitate its role of price discovery?
S Sohn, X Zhang
Journal of Futures Markets 37 (7), 717-740, 2017
162017
Market efficiency of cryptocurrency: evidence from the Bitcoin market
E Yi, B Yang, M Jeong, S Sohn, K Ahn
Scientific Reports 13 (1), 4789, 2023
72023
What Does Investor Sentiment Reflect: Animal Spirits or Risks?
S Sohn
Asian Finance Association (AsFA) 2013 Conference, 26th Australasian Finance …, 2013
72013
The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds
J Choi, L Lu, H Park, S Sohn
Finance Research Letters 47, 102552, 2022
32022
Yield spread selection in predicting recession probabilities
J Choi, D Ge, KH Kang, S Sohn
Journal of Forecasting 42 (7), 1772-1785, 2023
12023
Essays in Technological Innovation & Financial Economics
A Mukerji
Stanford University, 2022
12022
Flight to quality and implicit guarantee: Evidence from Chinese trust products
H Park, S Sohn
International Review of Economics & Finance 75, 399-419, 2021
12021
Essays in financial economics
SB Sohn
University of California, Berkeley, 2012
12012
Interest rate risk, inflation, and the cross section of stock returns
H Park, S Sohn
Inflation, and the Cross Section of Stock Returns (April 21, 2023), 2023
2023
Idiosyncratic return variation: Firm-specific information or noise?
Y Shu, S Sohn
Finance Research Letters 47, 102789, 2022
2022
Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach
J Choi, D Ge, KH Kang, S Sohn
arXiv preprint arXiv:2101.09394, 2021
2021
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